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Collection : The Chinese University Of Hong Kong

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Academic Journal

CEV asymptotics of American options. ; Constant elasticity of variance asymptotics of American options

Authors : Pun, Chi Seng.; Chinese University of Hong Kong Graduate School. Division of Risk Management Science.

Subjects: Options (Finance)--Prices--Mathematical models; Options (Finance); Options (Finance)--United States--ProblemsUnited States

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Academic Journal

American options pricing with mixed effects model.

Authors : Ren, You.; Chinese University of Hong Kong Graduate School. Division of Risk Management Science.

Subjects: Options (Finance)--Prices--Mathematical models; Options (Finance)--Prices--United States--Mathematical modelsUnited States

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Academic Journal

A Monte Carlo Method for pricing American options.

Authors : Lam, Wing Shan.; Chinese University of Hong Kong Graduate School. Division of Mathematics.

Subjects: Options (Finance)--Prices--Mathematical models; Options (Finance)--Prices--United States--Mathematical models; Monte Carlo methodUnited States

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Academic Journal

A numerical method for American option pricing under CEV model.

Authors : Zhao, Jing.; Chinese University of Hong Kong Graduate School. Division of Statistics.

Subjects: Options (Finance)--Prices--Mathematical models; Options (Finance)--Prices--United States--Mathematical modelsUnited States

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Dissertation/ Thesis

General diffusions: financial applications, analysis and extension. ; CUHK electronic theses & dissertations collection

Authors : Zhao, Jing; Chinese University of Hong Kong Graduate School. Division of Statistics.

Subjects: Diffusion processes--Mathematical models; Finance--Mathematical models; Options (Finance)--Prices--Mathematical modelsUnited States

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Academic Journal

Analytic approximations to the free boundary and multi-dimensional problems in financial derivatives pricing ; 自由邊界和多維的金融衍生產品定價問題: 解析近似解 ; CUHK electronic theses & dissertations collection ; Zi you bian jie he duo wei de jin rong yan sheng chan pin ding jia wen ti: jie xi jin si jie

Authors : Lau, Chun Sing (author.); Lo, Chi Fai (thesis advisor.); Chinese University of Hong Kong Graduate School. Division of Physics. (degree granting institution.)

Subjects: Derivative securities--Prices--Mathematical models; HG6024.A3 L37 2014

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Academic Journal

Option pricing theory.

Authors : Chan, Ka-kit.; Chinese University of Hong Kong Graduate School. Division of Mathematics.

Subjects: Options (Finance)--Prices--Mathematical models

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Dissertation/ Thesis

Monte Carlo Method for financial derivatives valuation. ; CUHK electronic theses & dissertations collection ; Digital dissertation consortium ; ProQuest dissertations and theses

Authors : Chen, Yong; Chinese University of Hong Kong Graduate School. Division of Mathematics.

Subjects: Derivative securities--Valuation; Monte Carlo method

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