Tat Lung (Ron) Chan
Tat Lung (Ron) Chan
Doctor of Financial Mathematics, University of East London
Verified email at uel.ac.uk - Homepage
Cited by
Cited by
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
RTL Chan, S Hubbert
Review of Derivatives Research 17 (2), 161-189, 2014
Adaptive radial basis function methods for pricing options under jump-diffusion models
RTL Chan
Computational Economics 47 (4), 623-643, 2016
A radial basis function scheme for option pricing in exponential LÚvy models
R Brummelhuis, RTL Chan
Applied Mathematical Finance 21 (3), 238-269, 2014
Efficient computation of european option prices and their sensitivities with the complex fourier series method
TLR Chan
The North American Journal of Economics and Finance 50, 100984, 2019
Hedging and pricing early-exercise options with complex fourier series expansion
TLR Chan
The North American Journal of Economics and Finance, 1000973, 2019
Singular Fourier-Pade Series Expansion of European Option Prices
RTL Chan
Quantitative Finance http://www.tandfonline.com/doi/full/10.1080/14697688á…, 2017
Option pricing with Legendre polynomials
H Julien, C Tat Lung (Ron)
Journal of Computational and Applied Mathematics 332, 25-45, 2017
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series
TL Chan, N Hale
Quantitative Finance 20 (8), 1307-1324, 2020
An SFP–FCC method for pricing and hedging early-exercise options under LÚvy processes
TL Chan
Quantitative Finance 20 (8), 1325-1343, 2020
Pricing Options with Complex Fourier Series
R Chan
Available at SSRN 2857107, 2016
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