Gerald H. L. Cheang

Statistics

Publications

Citations

182

H-Index

Active since

2000

Affiliations

University of South Australia(Current)

University of Technology Sydney

Gerald H. L. Cheang is an author at University of South Australia specializing in option pricing, jump-diffusion processes, and option pricing models.

ORCID

Publications per year

2000–2019

Publications

Exchange Options Under Jump-Diffusion Dynamics

Gerald H. L. Cheang, Carl Chiarella · Applied Mathematical Finance · 2010 · 48 citations

Engineering, Economics, Finance +17

Approximation with neural networks activated by ramp sigmoids

Gerald H. L. Cheang · Journal of Approximation Theory · 2010 · 38 citations

Computing, Computer Science, Mathematics +8

The representation of American options prices under stochastic volatility and jump-diffusion dynamics

Gerald H. L. Cheang, Carl Chiarella, Andrew Ziogas · Quantitative Finance · 2011 · 28 citations

Business, Finance, Financial Economics +16

A Better Approximation for Balls

Gerald H. L. Cheang, Andrew R. Barron · Journal of Approximation Theory · 2000 · 24 citations

Natural Sciences, Computer Science, Mathematics +9

Representation of exchange option prices under stochastic volatility jump-diffusion dynamics

Gerald H. L. Cheang, Len Patrick Dominic M. Garces · Quantitative Finance · 2019 · 18 citations · Full text

Business, Economics, Finance +17

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