By Dr Leung Lung Chan

Preprints

Chan L; Zhu S-P, 2014, An exact and explicit formula for pricing Asian options with regime switching, , http://dx.doi.org/10.48550/arxiv.1407.5091

Chan L; Zhu S-P, 2014, An exact and explicit formula for pricing lookback options with regime switching, , http://dx.doi.org/10.48550/arxiv.1407.4864

Chan L; Platen E, 2010, Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model, , http://dx.doi.org/10.48550/arxiv.1007.2968

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