Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Leong Kwan Li
Information about the author Leong Kwan Li will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Evaluating American put options on zero-coupon bonds by a penalty method
2011
In this paper, American put options on zero‐coupon bonds are priced under a...
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
2001
This paper develops an algorithm to calculate the Brownian multivariate normal...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
