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Piu-Hung Yuen · Study

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Piu-Hung Yuen

3 works· latest 2001· 1 institutionscluster: provisional

h-index3

i103

Citations109

Works here3

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01

Most cited in this library

CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS2000 · 63 citations
Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser2000 · 26 citations
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS2001 · 20 citations

Works

3 shown

PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS

International Journal of Theoretical and Applied Finance·2001·3 authors·Open access

20citations

CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS

International Journal of Theoretical and Applied Finance·2000·3 authors·Open access

63citations

Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser

Finance and Stochastics·2000·3 authors·Open access

26citations