Tiong Wee Lim
From MaRDI portal
Person:1042721
Available identifiers
zbMath Open lim.tiong-weeMaRDI QIDQ1042721
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Option hedging theory under transaction costs | 2009-12-07 | Paper |
| Optimal stopping for Brownian motion with applications to sequential analysis and option pricing | 2005-02-22 | Paper |
| Exercise Regions And Efficient Valuation Of American Lookback Options | 2004-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453309 | 2004-03-07 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Tiong Wee Lim
