Author Info
Name
Affiliation
Papers
LEUNGLUNG CHAN
School of Mathematics and Statistics, University of New South Wales, Australia
4
Collaborators
Citations 
PageRank 
4
2
1.47
Referers 
Referees 
References 
2
21
11
Title
Citations
PageRank
Year
Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model00.342015
Pricing and hedging of long dated variance swaps under a 3/2 volatility model.10.402015
On pricing barrier options with regime switching00.342014
Option valuation under a regime-switching constant elasticity of variance process10.402013