Tat Lung Chan

Identifiers

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Papers (3)

1. Hedging and Pricing European-type, Early-Exercise and Discrete Barrier Options using Algorithm for the Convolution of Legendre Series q-fin.CP · 2018 · author #1
2. Singular Fourier-Pad\'e Series Expansion of European Option Prices q-fin.CP · 2017 · author #1
3. Option pricing with Legendre polynomials q-fin.MF · 2016 · author #2

Mentions

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Frequent Coauthors

• Julien Hok 1 shared papers
• Nicholas Hale 1 shared papers