Tat Lung (Ron) Chan
Tat Lung (Ron) Chan
Doctor of Financial Mathematics, University of East London
Verified email at uel.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
34*2014
Adaptive radial basis function methods for pricing options under jump-diffusion models
RTL Chan
Computational Economics 47 (4), 623-643, 2016
19*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
172014
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
6*2019
Hedging and pricing early-exercise options with complex fourier series expansion
TLR Chan
The North American Journal of Economics and Finance, 1000973, 2019
52019
Singular Fourier-Pade Series Expansion of European Option Prices
RTL Chan
Quantitative Finance http://www.tandfonline.com/doi/full/10.1080/14697688á…, 2017
52017
Option pricing with Legendre polynomials
H Julien, C Tat Lung (Ron)
Journal of Computational and Applied Mathematics 332, 25-45, 2017
3*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
2*2020
An SFP–FCC method for pricing and hedging early-exercise options under LÚvy processes
TL Chan
Quantitative Finance 20 (8), 1325-1343, 2020
2020
Pricing Options with Complex Fourier Series
R Chan
Available at SSRN 2857107, 2016
2016
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Articles 1–10