Items where Author is "Lo, Chia Chun"

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Cerrato, Mario, Lo, Chia Chun and Skindilias, Konstantinos (2011) Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diffusions. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (28). pp. 1-22.

Lo, Chia Chun and Skindilias, Konstantinos (2011) Local Volatility Calibration with the Markov Chain Approximation. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (29). pp. 1-11.

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