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Lo, Chia Chun's
Scholarly Papers
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Total Downloads
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Lo, Chia Chun University of Macau - Department of Finance and Business Economics Skindilias, Konstantinos London Metropolitan Business School
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08 Nov 12
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Last Revised:
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16 Jan 13
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portfolio insurance, CPPI, commodity futures
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Skindilias, Konstantinos London Metropolitan Business School Lo, Chia Chun University of Macau - Department of Finance and Business Economics
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Markov chain approximation, local volatility, jump-diffusions, cubic splines, option pricing
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