Leunglung Chan

According to our database, Leunglung Chan authored at least 4 papers between 2013 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

Pricing volatility derivatives under the modified constant elasticity of variance model.

Leunglung Chan, Eckhard Platen

Oper. Res. Lett., 2015

Pricing and hedging of long dated variance swaps under a 3/2 volatility model.

Leunglung Chan, Eckhard Platen

J. Comput. Appl. Math., 2015

2014

On pricing barrier options with regime switching.

Robert J. Elliott, Tak Kuen Siu, Leunglung Chan

J. Comput. Appl. Math., 2014

2013

Option valuation under a regime-switching constant elasticity of variance process.

Robert J. Elliott, Leunglung Chan, Tak Kuen Siu

Appl. Math. Comput., 2013