Concepedia

Ron Chan

RC

6

Publications

97

Citations

6

H-Index

2005

Active since

Affiliations

University of East London(Current)

Birkbeck, University of London

Ron Chan is an author at University of East London specializing in option pricing, numerical analysis, and approximation theory.

Top concepts

Option PricingBusinessEngineeringAsset PricingNumerical AnalysisApproximation TheoryJump DiffusionsFinanceSpectral TheoryFinancial Engineering

Publications per year

2005–2022

6

Publications

6

Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme

Ron Chan, Simon Hubbert · Review of Derivatives Research · 2013 · 26 citations

Numerical Analysis, Option Pricing, Engineering +10

A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models

Raymond Brummelhuis, Ron Chan · Applied Mathematical Finance · 2013 · 20 citations

Spectral Theory, Numerical Analysis, Option Pricing +8

Patient's Preferences for Adjuvant Postoperative Chemoradiation Therapy in Rectal Cancer

Jean Couture, Ron Chan, Fatima Bouharaoui · Diseases of the Colon & Rectum · 2005 · 15 citations

Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models

Ron Chan · Computational Economics · 2016 · 14 citations

Numerical Analysis, Option Pricing, Engineering +9

Hedging and pricing early-exercise options with complex fourier series expansion

Ron Chan · The North American Journal of Economics and Finance · 2019 · 12 citations

Option Pricing, Computational Finance, Asset Pricing +6

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