Browsing All of EconStor by Author Poon, Ser-Huang
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2010 | Actuarial transform pricing | Ruban, Oleg; Vitiello, Luiz; Poon, Ser-Huang |
2011 | Market liquidity and institutional trading during the 2007 - 8 financial crisis | Poon, Ser-Huang; Rockinger, Michael; Stathopoulos, Konstantinos |
2013 | Managing portfolio risk using multivariate extreme value methods | Hilal, Sawson; Poon, Ser-Huang; Tawn, Jonathan |
2013 | Variance swap premium under stochastic volatility and self-exciting jumps | Chen, Ke; Poon, Ser-Huang |
2013 | Multi-level Monte Carlo simulations with importance sampling | Stilger, Przemyslaw Stan; Poon, Ser-Huang |
2013 | Consistent pricing and hedging volatility derivatives with two volatility surfaces | Chen, Ke; Poon, Ser-Huang |