Items where Author is "Chung, S L"

Chung, S L and Ko, K and Shackleton, M B and Yeh, C T (2010) Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets, 30 (11). pp. 1026-1057. ISSN 0270-7314

Chung, S L and Shackleton, M B (2007) Generalised Geske-Johnson interpolation of option prices. Journal of Business Finance and Accounting, 34 (5-6). pp. 976-1001. ISSN 1468-5957

Chung, S L and Shackleton, M B (2005) On the errors and comparison of Vega estimation methods. Journal of Futures Markets, 25 (1). pp. 21-38. ISSN 0270-7314

Chung, S L and Shackleton, M B (2005) On the use and improvement of Hull and White's control variate technique. Applied Financial Economics, 15 (16). pp. 1171-1179. ISSN 0960-3107

Chung, S L and Shackleton, M B and Chang, C C (2004) Pricing options with American style average reset features. Quantitative Finance, 4 (3). pp. 292-300. ISSN 1469-7688

Chung, S L and Shackleton, M B and Wojakowski, R M (2003) Efficient quadratic approximation of floating strike Asian option values. Finance, 24 (1). pp. 49-62. ISSN 0752-6180

Shackleton, M B and Chung, S L (2003) On the errors and comparison of Vega estimation methods. Working Paper. The Department of Accounting and Finance, Lancaster University.

Shackleton, M B and Chung, S L (2003) On the use and improvement of Hull and White’s control variate technique. Working Paper. The Department of Accounting and Finance, Lancaster University.

Chung, S L and Shackleton, M B (2003) The simplest American and real option approximations: Geske-Johnson interpolation in maturity and yield. Applied Economics Letters, 10 (11). pp. 709-716. ISSN 1350-4851

Chung, S L and Shackleton, M B (2002) The binomial Black-Scholes model and the Greeks. Journal of Futures Markets, 22 (2). pp. 143-153. ISSN 0270-7314

Chung, S L and Shackleton, M B and Wojakowski, R M (2000) Efficient quadratic approximation of floating strike Asian option values. Working Paper. The Department of Accounting and Finance, Lancaster University.

Chung, S L and Shackleton, M B (2000) The binomial Black-Scholes model and the Greeks. Working Paper. The Department of Accounting and Finance, Lancaster University.

Shackleton, M B and Chung, S L (1999) Geske Johnson pricing of Long Maturity American and Infinite Bermudan Options. Working Paper. The Department of Accounting and Finance, Lancaster University.

Mitchell, V W and Chung, S L and Hogg, M K (1998) Consumer behaviour and non-conventional healthcare choice. In: Advances in Consumer Research XXV, Association for Consumer Research, Provo, Utah - 1998 :. unknown, N/A, p. 79.