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Publications by Kok Lay Teo

Convergence Analysis of a Monotonic Penalty Method for American Option Pricing

Journal of Mathematical Analysis and Applications

Applied Mathematics

English

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Two Stochastic Volatility Processes - American Option Pricing

SSRN Electronic Journal

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American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models

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A Martingale Control Variate Method for Option Pricing With Stochastic Volatility

ESAIM - Probability and Statistics

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A Reduced Basis for Option Pricing

SIAM Journal on Financial Mathematics

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Mapping of Barrier Option Pricing: A Co-Citation Analysis

Journal of Finance and Accounting

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A Stochastic Mesh Method for Pricing High-Dimensional American Options

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Renewal Equations for Option Pricing

European Physical Journal B

Condensed Matter Physics

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A Memory Reduction Method in Pricing American Options

Journal of Statistical Computation and Simulation

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