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Publications by Elias S.W. Shiu
Martingale Approach to Pricing Perpetual American Options
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
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Volatility and Dividend Risk in Perpetual American Options
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A Spectral-Collocation Method for Pricing Perpetual American Puts With Stochastic Volatility
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A Memory Reduction Method in Pricing American Options
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Randomized Binomial Tree and Pricing of American-Style Options
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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates
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A Stochastic Mesh Method for Pricing High-Dimensional American Options
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