Highlights
Optimal trend-following trading rules
October 24, 201624 Oct 2016. NUS mathematicians have provided a theoretical justification of trend-following trading strategies. Prof DAI Min from the Department…
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Obstacle problem for semilinear PIDEs
November 02, 201502 Nov 2015 NUS mathematicians discovered a probabilistic interpretation for the weak Sobolev solution of the obstacle problem for semilinear…
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Market Closure and Liquidity Premia
September 30, 201530 Sep 15 NUS mathematicians and their coauthors find that market closure and the volatility difference across trading and nontrading…
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Framework for pricing Asian options
September 02, 201502 Sep 2015 NUS mathematicians found a general framework for pricing Asian options. A team led by Prof Steven KOU…
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