Tim S.T. Leung : Citation Profile


Are you Tim S.T. Leung?

8

H index

4

i10 index

190

Citations

RESEARCH PRODUCTION:

39

Articles

43

Papers

2

Books

9

Chapters

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 15
   Journals where Tim S.T. Leung has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 49 (20.5 %)

EXPERT IN:

   Duration Analysis; Optimal Timing Strategies
   Portfolio Choice; Investment Decisions
   Asset Pricing; Trading Volume; Bond Interest Rates

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple640
   Updated: 2021-10-16    RAS profile: 2021-10-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tim S.T. Leung.

Is cited by:

Bayraktar, Erhan (4)

Brigo, Damiano (3)

Vrins, Frédéric (3)

Vaello-Sebastià, Antoni (2)

Laub, Patrick (1)

Cartea, Álvaro (1)

Eisenack, Klaus (1)

CARMONA, JULIO (1)

Pallavicini, Andrea (1)

Abudy, Menachem (1)

Fontini, Fulvio (1)

Cites to:

merton, robert (13)

Chang, Chia-Lin (9)

Jimenez-Martin, Juan (9)

McAleer, Michael (9)

Pérez-Amaral, Teodosio (9)

Dai, Min (8)

Rouwenhorst, K. (7)

Pascucci, Andrea (7)

Brennan, Michael (6)

Montana, Giovanni (5)

Xiong, Wei (5)

Main data


Where Tim S.T. Leung has published?


Journals with more than one article published# docs
International Journal of Theoretical and Applied Finance (IJTAF)8
International Journal of Financial Engineering (IJFE)6
Annals of Finance4
Studies in Economics and Finance4
Quantitative Finance2
Journal of Financial Engineering (JFE)2
Applied Mathematical Finance2
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org42

Recent works citing Tim S.T. Leung (2021 and 2020)


YearTitle of citing document
2020Executive stock option exercise with full and partial information on a drift change point. (2018). Monoyios, Michael ; Klad, Kamil ; Henderson, Vicky. In: Papers. RePEc:arx:papers:1709.10141.

Full description at Econpapers || Download paper

2020Optimal periodic replenishment policies for spectrally positive L\evy demand processes. (2018). Bensoussan, Alain ; Yamazaki, Kazutoshi ; Jos'e-Luis P'erez, . In: Papers. RePEc:arx:papers:1806.09216.

Full description at Econpapers || Download paper

2021High-dimensional statistical arbitrage with factor models and stochastic control. (2019). Guijarro-Ordonez, Jorge. In: Papers. RePEc:arx:papers:1901.09309.

Full description at Econpapers || Download paper

2020Affine term structure models : a time-changed approach with perfect fit to market curves. (2019). Fr'ed'eric Vrins, ; Mbaye, Cheikh. In: Papers. RePEc:arx:papers:1903.04211.

Full description at Econpapers || Download paper

2020Optimal valuation of American callable credit default swaps under drawdown. (2019). Surya, Budhi ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.10063.

Full description at Econpapers || Download paper

2020Hedging Non-Tradable Risks with Transaction Costs and Price Impact. (2019). Jaimungal, Sebastian ; Donnelly, Ryan ; Cartea, Alvaro. In: Papers. RePEc:arx:papers:1908.00054.

Full description at Econpapers || Download paper

2021Dynamic Optimal Portfolios for Multiple Co-Integrated Assets. (2019). Papanicolaou, A ; Li, T N. In: Papers. RePEc:arx:papers:1908.02164.

Full description at Econpapers || Download paper

2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

Full description at Econpapers || Download paper

2020Double continuation regions for American options under Poisson exercise opportunities. (2020). Yamazaki, Kazutoshi ; Jos'e Luis P'erez, ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:2004.03330.

Full description at Econpapers || Download paper

2020Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time. (2020). Zou, Bin ; Deng, Jun. In: Papers. RePEc:arx:papers:2005.06015.

Full description at Econpapers || Download paper

2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Papers. RePEc:arx:papers:2006.00282.

Full description at Econpapers || Download paper

2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

Full description at Econpapers || Download paper

2020Trading multiple mean reversion. (2020). Muravey, D ; Boguslavsky, M ; Boguslavskaya, E. In: Papers. RePEc:arx:papers:2009.09816.

Full description at Econpapers || Download paper

2021Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions. (2021). Lorig, Matthew ; Lee, Roger ; Carr, Peter. In: Papers. RePEc:arx:papers:2107.00554.

Full description at Econpapers || Download paper

2021Executive Compensation and Company Valuation. (2021). Schueler, Andreas. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:297-324.

Full description at Econpapers || Download paper

2020Hedging nontradable risks with transaction costs and price impact. (2020). Jaimungal, Sebastian ; Donnelly, Ryan ; Cartea, Alvaro. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:833-868.

Full description at Econpapers || Download paper

2020When to sell an asset amid anxiety about drawdowns. (2020). Zhang, Hongzhong ; Rodosthenous, Neofytos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1422-1460.

Full description at Econpapers || Download paper

2021Investing in electricity production under a reliability options scheme. (2021). Zormpas, Dimitrios ; Vargiolu, Tiziano ; Fontini, Fulvio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:126:y:2021:i:c:s016518892030172x.

Full description at Econpapers || Download paper

2021The values and incentive effects of options on the maximum or the minimum of the stock prices and market index. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302345.

Full description at Econpapers || Download paper

2021Pricing American drawdown options under Markov models. (2021). Zhang, Gongqiu ; Li, Lingfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:3:p:1188-1205.

Full description at Econpapers || Download paper

2020Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. (2020). Surya, B A ; Palmowski, Z. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:168-177.

Full description at Econpapers || Download paper

2021Multiscale Decomposition and Spectral Analysis of Sector ETF Price Dynamics. (2021). Zhao, Theodore ; Leung, Tim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:464-:d:649104.

Full description at Econpapers || Download paper

2020Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty. (2020). Yi, Fahuai ; Xu, Zuo Quan. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:1:p:384-401.

Full description at Econpapers || Download paper

2021Model risk in real option valuation. (2021). Chen, XI ; Alexander, Carol. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03273-4.

Full description at Econpapers || Download paper

2021Optimal Bitcoin trading with inverse futures. (2021). Zou, Bin ; Zhang, Shuyu ; Pan, Huifeng ; Deng, Jun. In: Annals of Operations Research. RePEc:spr:annopr:v:304:y:2021:i:1:d:10.1007_s10479-021-04125-w.

Full description at Econpapers || Download paper

2020Partial liquidation under reference-dependent preferences. (2020). Henderson, Vicky ; Muscat, Jonathan. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00421-8.

Full description at Econpapers || Download paper

2020The Leland–Toft optimal capital structure model under Poisson observations. (2020). Surya, Budhi Arta ; Perez, Jose Luis ; Palmowski, Zbigniew ; Yamazaki, Kazutoshi. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00431-6.

Full description at Econpapers || Download paper

2020Branching Diffusions with Jumps and Valuation with Systemic Counterparties. (2020). Hoffmann, Daniel ; Belak, Christoph ; Seifried, Frank T. In: Working Paper Series. RePEc:trr:qfrawp:202004.

Full description at Econpapers || Download paper

2020Optimal dynamic futures portfolio in a regime-switching market framework. (2020). Leung, Tim ; Zhou, Yang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:06:y:2020:i:04:n:s2424786319500348.

Full description at Econpapers || Download paper

Works by Tim S.T. Leung:


YearTitleTypeCited
2011Optimal Timing to Purchase Options In: Papers.
[Full Text][Citation analysis]
paper3
2012American Step-Up and Step-Down Default Swaps under Levy Models In: Papers.
[Full Text][Citation analysis]
paper1
2012Default Swap Games Driven by Spectrally Negative Levy Processes In: Papers.
[Full Text][Citation analysis]
paper9
2013Default swap games driven by spectrally negative Lévy processes.(2013) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2013Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing In: Papers.
[Full Text][Citation analysis]
paper5
2013Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing.(2013) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2012Risk Premia and Optimal Liquidation of Credit Derivatives In: Papers.
[Full Text][Citation analysis]
paper2
2012RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES.(2012) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2013Stochastic Modeling and Fair Valuation of Drawdown Insurance In: Papers.
[Full Text][Citation analysis]
paper16
2013Stochastic modeling and fair valuation of drawdown insurance.(2013) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2015Leveraged {ETF} implied volatilities from {ETF} dynamics In: Papers.
[Full Text][Citation analysis]
paper4
2015Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit In: Papers.
[Full Text][Citation analysis]
paper26
2015OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT.(2015) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2014Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs In: Papers.
[Full Text][Citation analysis]
paper3
2015Accounting for Earnings Announcements in the Pricing of Equity Options In: Papers.
[Full Text][Citation analysis]
paper0
2014Accounting for earnings announcements in the pricing of equity options.(2014) In: Journal of Financial Engineering (JFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs In: Papers.
[Full Text][Citation analysis]
paper2
2015The golden target: analyzing the tracking performance of leveraged gold ETFs.(2015) In: Studies in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Pricing Derivatives with Counterparty Risk and Collateralization: A Fixed Point Approach In: Papers.
[Full Text][Citation analysis]
paper8
2016Pricing derivatives with counterparty risk and collateralization: A fixed point approach.(2016) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2015Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties In: Papers.
[Full Text][Citation analysis]
paper2
2015Optimal derivative liquidation timing under path-dependent risk penalties.(2015) In: Journal of Financial Engineering (JFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015An Optimal Multiple Stopping Approach to Infrastructure Investment Decisions In: Papers.
[Full Text][Citation analysis]
paper7
2015An optimal multiple stopping approach to infrastructure investment decisions.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs In: Papers.
[Full Text][Citation analysis]
paper9
2015ESO Valuation with Job Termination Risk and Jumps in Stock Price In: Papers.
[Full Text][Citation analysis]
paper0
2015Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models In: Papers.
[Full Text][Citation analysis]
paper5
2015An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting In: Papers.
[Full Text][Citation analysis]
paper12
2015AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING.(2015) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2015Optimal Static Quadratic Hedging In: Papers.
[Full Text][Citation analysis]
paper6
2016Optimal static quadratic hedging.(2016) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2016Speculative Futures Trading under Mean Reversion In: Papers.
[Full Text][Citation analysis]
paper5
2016Speculative Futures Trading under Mean Reversion.(2016) In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2017Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty In: Papers.
[Full Text][Citation analysis]
paper1
2017Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty.(2017) In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Optimal Risk-Averse Timing of an Asset Sale: Trending vs Mean-Reverting Price Dynamics In: Papers.
[Full Text][Citation analysis]
paper1
2017Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options In: Papers.
[Full Text][Citation analysis]
paper0
2017Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options.(2017) In: Journal of Commodity Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Understanding the Tracking Errors of Commodity Leveraged ETFs In: Papers.
[Full Text][Citation analysis]
paper3
2016Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies In: Papers.
[Full Text][Citation analysis]
paper0
2017Asynchronous ADRs: overnight vs intraday returns and trading strategies.(2017) In: Studies in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Martingale Extraction Approach In: Papers.
[Full Text][Citation analysis]
paper1
2017LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH.(2017) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach In: Papers.
[Full Text][Citation analysis]
paper0
2017Optimal mean-reverting spread trading: nonlinear integral equation approach.(2017) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Optimal Trading with a Trailing Stop In: Papers.
[Full Text][Citation analysis]
paper3
2017Dynamic Index Tracking and Risk Exposure Control Using Derivatives In: Papers.
[Full Text][Citation analysis]
paper0
2018Dynamic Index Tracking and Risk Exposure Control Using Derivatives.(2018) In: Applied Mathematical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018Mean Reversion Trading with Sequential Deadlines and Transaction Costs In: Papers.
[Full Text][Citation analysis]
paper0
2018MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS.(2018) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018Optimal Timing to Trade Along a Randomized Brownian Bridge In: Papers.
[Full Text][Citation analysis]
paper2
2018Optimal Timing to Trade along a Randomized Brownian Bridge.(2018) In: International Journal of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2018Mean Reverting Portfolios via Penalized OU-Likelihood Estimation In: Papers.
[Full Text][Citation analysis]
paper0
2019Optimal Dynamic Basis Trading In: Papers.
[Full Text][Citation analysis]
paper1
2019Optimal dynamic basis trading.(2019) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018A Relaxed Optimization Approach for Cardinality-Constrained Portfolio Optimization In: Papers.
[Full Text][Citation analysis]
paper0
2018A Stochastic Control Approach to Managed Futures Portfolios In: Papers.
[Full Text][Citation analysis]
paper1
2019A stochastic control approach to managed futures portfolios.(2019) In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options In: Papers.
[Full Text][Citation analysis]
paper0
2020A TOP-DOWN APPROACH FOR THE MULTIPLE EXERCISES AND VALUATION OF EMPLOYEE STOCK OPTIONS.(2020) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Tracking VIX with VIX Futures: Portfolio Construction and Performance In: Papers.
[Full Text][Citation analysis]
paper0
2020Tracking VIX with VIX Futures: Portfolio Construction and Performance.(2020) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2019Optimal Trading of a Basket of Futures Contracts In: Papers.
[Full Text][Citation analysis]
paper0
2020Optimal trading of a basket of futures contracts.(2020) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework In: Papers.
[Full Text][Citation analysis]
paper0
2019Optimal dynamic futures portfolio in a regime-switching market framework.(2019) In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2021Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model In: Papers.
[Full Text][Citation analysis]
paper0
2021Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices In: Papers.
[Full Text][Citation analysis]
paper1
2021Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning In: Papers.
[Full Text][Citation analysis]
paper0
2009ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS In: Mathematical Finance.
[Full Text][Citation analysis]
article26
2017LEVERAGED ETF IMPLIED VOLATILITIES FROM ETF DYNAMICS In: Mathematical Finance.
[Full Text][Citation analysis]
article2
2019Constructing cointegrated cryptocurrency portfolios for statistical arbitrage In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2016Foreign currency exposure within country exchange traded funds In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2010Relational Adaptation in Buyer-Supplier Relationship Management: A Synthesis of Effects of Exchange Hazards, Relational Norms, and Legitimacy management In: Post-Print.
[Citation analysis]
paper0
2019Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics In: Annals of Finance.
[Full Text][Citation analysis]
article0
2013An Optimal Timing Approach to Option Portfolio Risk Management In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2016Impact of risk aversion and belief heterogeneity on trading of defaultable claims In: Annals of Operations Research.
[Full Text][Citation analysis]
article2
2015Implied Volatility of Leveraged ETF Options In: Applied Mathematical Finance.
[Full Text][Citation analysis]
article4
2013American step-up and step-down default swaps under L?vy models In: Quantitative Finance.
[Full Text][Citation analysis]
article7
2018Optimal dynamic pairs trading of futures under a two-factor mean-reverting model In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
article1
2019How to mine gold without digging In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
article0
2020On the efficacy of optimized exit rule for mean reversion trading In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
article0
2019EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2021OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article0
2021Employee Stock Options:Exercise Timing, Hedging, and Valuation In: World Scientific Books.
[Full Text][Citation analysis]
book0
2016Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications In: World Scientific Books.
[Full Text][Citation analysis]
book9
2016Introduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Trading Under the Ornstein-Uhlenbeck Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Trading Under the Exponential OU Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Trading Under the CIR Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Futures Trading Under Mean Reversion In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Optimal Liquidation of Options In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2016Trading Credit Derivatives In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team