Tiong Wee Lim
Author
Alternate name Tiong Wee Lim
Institution National University of Singapore
Past institutions National University of Singapore, Stanford University
H-index: 4
I10-index: 2
Works count: 10
Citations count: 60
Exercise Regions And Efficient Valuation Of American Lookback Options
2004 · Tze Leung Lai, Tiong Wee Lim · Mathematical Finance
Option hedging theory under transaction costs
2009 · Tze Leung Lai, Tiong Wee Lim · Journal of Economic Dynamics and Control
Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
2004 · Tze Leung Lai, Tiong Wee Lim · Journal of Statistical Planning and Inference