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Chuin Ching Liew
Publication Activity (10 Years)
Years Active: 2011-2011
Publications (10 Years): 0
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Publications
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Robert J. Elliott
,
Chuin Ching Liew
,
Tak Kuen Siu
Characteristic functions and option valuation in a Markov chain market.
Comput. Math. Appl.
62 (1) (2011)
Robert J. Elliott
,
Chuin Ching Liew
,
Tak Kuen Siu
On filtering and estimation of a threshold stochastic volatility model.
Appl. Math. Comput.
218 (1) (2011)