Leunglung Chan

1.1k total citations
26 papers, 790 citations indexed

About

Leunglung Chan is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Leunglung Chan has authored 26 papers receiving a total of 790 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 9 papers in Economics and Econometrics and 7 papers in Demography. Recurrent topics in Leunglung Chan's work include Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (16 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Leunglung Chan is often cited by papers focused on Stochastic processes and financial applications (22 papers), Financial Risk and Volatility Modeling (16 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Leunglung Chan collaborates with scholars based in Australia, Canada and United Kingdom. Leunglung Chan's co-authors include Robert J. Elliott, Tak Kuen Siu, John W. Lau, Song‐Ping Zhu, Lucille L’Heureux, Olivier Nicolas, Darius Bilimoria, Jean Bédard, Nghe Nguyen‐Ba and Martine Hamel and has published in prestigious journals such as Journal of Hepatology, Applied Mathematics and Computation and Bioorganic & Medicinal Chemistry Letters.

In The Last Decade

Leunglung Chan

25 papers receiving 753 citations

Peers

Leunglung Chan

FINAN

DEMOG

MSOR

HEPAT

Chi Seng Pun Singapore

Henrik Ramlau-Hansen Denmark

Kaushik I. Amin United States

Salvatore Federico Italy

Mingshang Hu China

Mihail Zervos United Kingdom

Romuald Élie France

Zhenyu Cui United States

Éric Fournié Germany

Chi Seng Pun Singapore

Leunglung Chan

364 ×0.6

FINAN

251 ×1.1

159 ×0.8

DEMOG

310 ×3.8

MSOR

0 ×0.0

HEPAT

Citations per year, relative to Leunglung Chan Leunglung Chan (= 1×) peers Chi Seng Pun

Countries citing papers authored by Leunglung Chan

Since Specialization

Citations

This map shows the geographic impact of Leunglung Chan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Leunglung Chan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Leunglung Chan more than expected).

Fields of papers citing papers by Leunglung Chan

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Leunglung Chan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Leunglung Chan. The network helps show where Leunglung Chan may publish in the future.

Co-authorship network of co-authors of Leunglung Chan

This figure shows the co-authorship network connecting the top 25 collaborators of Leunglung Chan. A scholar is included among the top collaborators of Leunglung Chan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Leunglung Chan. Leunglung Chan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Zhang, Mengzhe & Leunglung Chan. (2022). Saddlepoint Method for Pricing European Options under Markov-Switching Heston’s Stochastic Volatility Model. Journal of risk and financial management. 15(9). 396–396.

Chan, Leunglung & Song‐Ping Zhu. (2021). An exact and explicit formula for pricing lookback options with regime switching. Journal of Industrial and Management Optimization. 19(1). 723–723. 1 indexed citations

Chan, Leunglung & Song‐Ping Zhu. (2021). An Analytic Approach for Pricing American Options with Regime Switching. Journal of risk and financial management. 14(5). 188–188. 6 indexed citations

Elliott, Robert J., Leunglung Chan, & Tak Kuen Siu. (2016). Pricing options in a Markov regime switching model with a random acceleration for the volatility. IMA Journal of Applied Mathematics. 81(5). 842–859. 3 indexed citations

Elliott, Robert J., Leunglung Chan, & Tak Kuen Siu. (2015). A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL. International Journal of Theoretical and Applied Finance. 18(4). 1550023–1550023. 12 indexed citations

Zhang, Mengzhe & Leunglung Chan. (2015). Saddlepoint approximations to option price in a regime-switching model. Annals of Finance. 12(1). 55–69. 5 indexed citations

Chan, Leunglung & Eckhard Platen. (2014). Pricing and hedging of long dated variance swaps under a 3/2 volatility model. Journal of Computational and Applied Mathematics. 278. 181–196. 6 indexed citations

Chan, Leunglung & Song‐Ping Zhu. (2014). An analytic formula for pricing American-style convertible bonds in a regime switching model. IMA Journal of Management Mathematics. 26(4). 403–428. 9 indexed citations

Elliott, Robert J., Tak Kuen Siu, & Leunglung Chan. (2013). On pricing barrier options with regime switching. Journal of Computational and Applied Mathematics. 256. 196–210. 36 indexed citations

10.

Baldeaux, Jan, Leunglung Chan, & Eckhard Platen. (2011). Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach. ANZIAM Journal. 52. 727–727. 1 indexed citations

11.

Elliott, Robert J., Tak Kuen Siu, Leunglung Chan, & John W. Lau. (2007). Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model. Stochastic Analysis and Applications. 25(4). 821–843. 82 indexed citations

12.

Elliott, Robert J., Tak Kuen Siu, & Leunglung Chan. (2007). Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching. Applied Mathematical Finance. 14(1). 41–62. 89 indexed citations

13.

Elliott, Robert J., Leunglung Chan, & Tak Kuen Siu. (2006). Risk measures for derivatives with Markov-modulated pure jump processes. Asia-Pacific Financial Markets. 13(2). 129–149. 7 indexed citations

14.

Elliott, Robert J., Tak Kuen Siu, & Leunglung Chan. (2006). OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING. International Journal of Theoretical and Applied Finance. 9(6). 825–841. 26 indexed citations

15.

Siu, Tak Kuen, et al.. (2005). Option pricing for GARCH models with Markov Models. International Journal of Theoretical and Applied Finance. 1 indexed citations

16.

Elliott, Robert J., Leunglung Chan, & Tak Kuen Siu. (2005). Option pricing and Esscher transform under regime switching. Annals of Finance. 1(4). 423–432. 316 indexed citations

17.

Chan, Leunglung, Sanjoy K. Das, Mélanie Proulx, et al.. (2004). Discovery of thiophene-2-carboxylic acids as potent inhibitors of HCV NS5B polymerase and HCV subgenomic RNA replication. Part 2: Tertiary amides. Bioorganic & Medicinal Chemistry Letters. 14(3). 797–800. 84 indexed citations

18.

Elliott, Robert J. & Leunglung Chan. (2004). Perpetual American options with fractional Brownian motion. Quantitative Finance. 4(2). 123–128. 16 indexed citations

19.

Elliott, Robert J. & Leunglung Chan. (2004). Perpetual American options with fractional Brownian motion. Quantitative Finance. 4(2). 123–128. 15 indexed citations

20.

Nguyen‐Ba, Nghe, et al.. (1999). Design and SAR Study of a Novel Class of Nucleotide Analogues as Potent Anti-HCMV Agents. Nucleosides and Nucleotides. 18(4-5). 821–827. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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