Sai Hung Marten Ting

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

355

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility

Number of pages: 35 Posted: 25 May 2011 Last Revised: 16 Sep 2012
Sai Hung Marten Ting, Christian-Oliver Ewald and Wen-Kai Wang
The University of Sydney, University of Glasgow and National University of Kaohsiung - Department of Finance
Downloads 181 (187,921)
Citation 2

Abstract:

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Real options, investment-uncertainty relationship, stochastic volatility

2.

On the Performance of Asymptotic Locally Risk Minimizing Hedges in the Heston Stochastic Volatility Model

Number of pages: 37 Posted: 23 Sep 2010 Last Revised: 28 Sep 2011
Sai Hung Marten Ting and Christian-Oliver Ewald
The University of Sydney and University of Glasgow
Downloads 100 (298,188)

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Locally risk-minimizing hedging, stochastic volatility, asymptotic solutions, model risk, empirical hedging performance

3.

Asymptotic Solutions for Australian Options with Low Volatility

Number of pages: 22 Posted: 04 Oct 2011
Sai Hung Marten Ting and Christian-Oliver Ewald
The University of Sydney and University of Glasgow
Downloads 74 (358,412)
Citation 2

Abstract:

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Asian options, asymptotic expansions, stochastic volatility

4.

Asian and Australian options: A common perspective

Journal of Economic Dynamics and Control, Vol. 37, No. 5, 2013
Posted: 09 Sep 2009 Last Revised: 17 Sep 2013
Christian-Oliver Ewald, Olaf Menkens and Sai Hung Marten Ting
University of Glasgow, Dublin City University - School of Mathematical Sciences and The University of Sydney

Abstract:

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Asset pricing, Derivatives, Asian Options, Numerical Methods