| Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme RTL Chan, S Hubbert Review of Derivatives Research 17 (2), 161-189, 2014 | 41* | 2014 |
| Adaptive radial basis function methods for pricing options under jump-diffusion models RTL Chan Computational Economics 47 (4), 623-643, 2016 | 23* | 2016 |
| A radial basis function scheme for option pricing in exponential Lévy models R Brummelhuis, RTL Chan Applied Mathematical Finance 21 (3), 238-269, 2014 | 23 | 2014 |
| Hedging and pricing early-exercise options with complex fourier series expansion TLR Chan The North American Journal of Economics and Finance, 1000973, 2019 | 19 | 2019 |
| Efficient computation of European option prices and their sensitivities with the complex Fourier series method TLR Chan The North American Journal of Economics and Finance 50, 100984, 2019 | 15* | 2019 |
| Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series TL Chan, N Hale Quantitative Finance 20 (8), 1307-1324, 2020 | 9* | 2020 |
| Singular Fourier-Pade Series Expansion of European Option Prices RTL Chan Quantitative Finance http://www.tandfonline.com/doi/full/10.1080/14697688 …, 2017 | 6 | 2017 |
| Option pricing with Legendre polynomials H Julien, C Tat Lung (Ron) Journal of Computational and Applied Mathematics 332, 25-45, 2017 | 5* | 2017 |
| An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes TL Chan Quantitative Finance 20 (8), 1325-1343, 2020 | 4 | 2020 |
| Pricing Options with Complex Fourier Series R Chan Available at SSRN 2857107, 2016 | 3 | 2016 |
| A Robust Rational Interpolation Approach to Pricing Early-exercise Options TLR Chan | | |
Nicholas HaleStellenbosch UniversityVerified email at sun.ac.za
