| Exchange options under jump-diffusion dynamics GHL Cheang, C Chiarella Applied Mathematical Finance 18 (3), 245-276, 2011 | 62 | 2011 |
| Risk of penalized least squares, greedy selection and ell1-penalization for flexible function libraries C Huang Yale University, 2008 | 53 | 2008 |
| Approximation with neural networks activated by ramp sigmoids GHL Cheang Journal of Approximation Theory 162 (8), 1450-1465, 2010 | 45 | 2010 |
| A better approximation for balls GHL Cheang, AR Barron Journal of Approximation Theory 104 (2), 183-203, 2000 | 38 | 2000 |
| The representation of American options prices under stochastic volatility and jump-diffusion dynamics GHL Cheang, C Chiarella, A Ziogas Quantitative Finance 13 (2), 241-253, 2013 | 35 | 2013 |
| A modern view on Merton's jump-diffusion model GHL Cheang, C Chiarella Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert …, 2012 | 33 | 2012 |
| Correction: Exchange option under jump-diffusion dynamics R Caldana, GHL Cheang, C Chiarella, G Fusai Applied Mathematical Finance 22 (1), 99-103, 2015 | 17 | 2015 |
| Representation of exchange option prices under stochastic volatility jump-diffusion dynamics GHL Cheang, LPDM Garces Quantitative Finance 20 (2), 291-310, 2020 | 12 | 2020 |
| A simple approach to pricing options with jumps GHL Cheang Available at SSRN 610181, 2004 | 12 | 2004 |
| Neural network approximation and estimation of functions GHL Cheang Yale University, 1998 | 10 | 1998 |
| Approximate hedging of options under jump-diffusion processes KF Mina, GHL Cheang, C Chiarella International Journal of Theoretical and Applied Finance 18 (04), 1550024, 2015 | 7 | 2015 |
| On exchange options with jumps G Cheang, C Chiarella, A Ziogas ACTA Press, 2006 | 7 | 2006 |
| Penalized least squares, model selection, convex hull classes and neural nets. GHL Cheang, AR Barron, M Verleysen ESANN, 371-376, 2001 | 7 | 2001 |
| An analysis of American options under Heston stochastic volatility and jump-diffusion dynamics G Cheang, C Chiarella, A Ziogas Quantitative Finance Research Centre, University of Technology, Sydney …, 2009 | 6 | 2009 |
| Estimation with two hidden layer neural nets GHL Cheang, AR Barron IJCNN'99. International Joint Conference on Neural Networks. Proceedings …, 1999 | 6 | 1999 |
| A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics LPDM Garces, GHL Cheang Quantitative Finance 21 (12), 2025-2054, 2021 | 4 | 2021 |
| Change of numéraire and a jump-diffusion option pricing formula GHL Cheang, GA Teh Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of …, 2014 | 4 | 2014 |
| An extension of Merton's jump-diffusion model G Cheang, C Chiarella Acta Press, 2007 | 3 | 2007 |
| Calculus and matrix algebra for finance GHL Cheang, Y Zhao McGraw-Hill, 2004 | 3 | 2004 |
| A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics LPDM Garces, GHL Cheang arXiv preprint arXiv:2002.10194, 2020 | 2 | 2020 |
Carl ChiarellaProfessor of Quantitative Finance在 uts.edu.au 的电子邮件经过验证
