Items where Author is "Koh, You-Beng"

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Ng, Ze-An and Koh, You-Beng and Loo, Tee-How and Yang, Hailiang (2024) Super-replication of life-contingent options under the Black-Scholes framework. Journal of Applied Probability, 61 (4). pp. 1263-1277. ISSN 0021-9002, DOI https://doi.org/10.1017/jpr.2024.10.

Tan, Chia-Yen and Koh, You-Beng and Ng, Kok-Haur and Ng, Kooi-Huat (2021) Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. The North American Journal of Economics and Finance, 56. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2021.101377.

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