Details about Leh-chyan So

Access statistics for papers by Leh-chyan So.

Last updated 2018-01-05. Update your information in the RePEc Author Service.

Short-id: pso398

Working Papers

2013

1. Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis
   MPRA Paper, University Library of Munich, Germany
2. Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches
   MPRA Paper, University Library of Munich, Germany

2009

3. New insights into India’s single stock futures markets
   MPRA Paper, University Library of Munich, Germany

2005

4. Hedging with Foreign-listed Single Stock Futures
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2014

1. Validation of the Merton Distance to the Default Model under Ambiguity
   JRFM, 2014, 7, (1), 1-15 View citations (1)

2003

2. Impact of foreign-listed single stock futures on the domestic underlying stock markets
   Applied Economics Letters, 2003, 10, (9), 567-574 View citations (2)