Wai Man Tse

Chu Hai College of Higher Education

Professor

80 Castle Peak Road, Castle Peak Bay, Tuen Mun

New Territories

Hong Kong

Lingnan University

8 Castle Peak Rd

Tuen Mun

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

424

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Closed-Form Solution for American Options

Number of pages: 35 Posted: 08 Feb 2017 Last Revised: 04 Jun 2019
Wai Man Tse
Chu Hai College of Higher Education
Downloads 307 (101,488)

Abstract:

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American options, closed-form formulas, geometric normal and Lévy processes

2.

Closed-Form Solutions for Fixed-Strike Arithmetic Asian Options

Number of pages: 29 Posted: 17 May 2018 Last Revised: 18 Jun 2019
Wai Man Tse
Chu Hai College of Higher Education
Downloads 71 (336,812)

Abstract:

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Arithmetic Asian Options, Explicit Pricing and Density Formulas, Normal and Lѐvy Processes

3.

A Business Cycle Asset Pricing Model

Number of pages: 74 Posted: 01 Nov 2019
Wai Man Tse
Chu Hai College of Higher Education
Downloads 46 (414,348)

Abstract:

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Asset Pricing Model, Economic-Phase-Switching Business Cycle