Full Name
Lim Kian Guan
(not current staff)
Variants
Lim, K.-G.
Guan, L.K.
Lim, K.G.
 
Main Affiliation
 
 
Email
matlkg@nus.edu.sg
 

Publications

Results 1-18 of 18 (Search time: 0.006 seconds).

Issue DateTitleAuthor(s)
11999A new methodology for studying intraday dynamics of Nikkei index futures using Markov chainsShiyun, W.; Guan, L.K. ; Chang, C.
21999A theory of IPO pricing with tender pricesLim, K.-G. ; Ng, E.H.K. 
3Jul-1995A theory of IPO pricing with tender pricesLim, Kian Guan ; NG HON KHAY,EDWARD 
42002Computing maximum smoothness forward rate curvesLim, K.G. ; Xiao, Q.
51989Dividend policy and tax structureLim, K.-G. 
61995Estimating Singapore's import function using demand systems theoryLim, Kian Guan ; Tsui, Kai Chong ; Chow, Kit Boey 
71996Estimating Singapore's import function using demand systems theoryGuan, L.K. ; Boey, C.K. ; Chong, T.K. 
81998Financial markets trends and studies of Singapore futures marketsLim, K.-G. ; Wong, S.-C. 
91999Information and liquidity effects of government approved stock investmentsLim, K.-G. ; Wong, K.-A. ; Yeo, W.-Y.; Wong, S.-C.
101998Information-time option pricing: Theory and empirical evidenceChang, C.W. ; Chang, J.S.K. ; Lim, K.-G. 
111996Portfolio hedging and basis risksLim, K.-G. 
12Aug-1995Price arbitrage in Nikkei stock average futures across Osaka and SIMEXLim, Kian Guan ; Tan, Ruth S. K. ; Loo, K. C.
132000Pricing American options with stochastic volatility: Evidence from S&P 500 futures optionsLim, K.G. ; Guo, X. 
14Aug-2000Pricing American options with stochastic volatility: Evidence from S&P 500 futures optionsLim, K.G. ; Guo, X. 
151988Rate of return under re-capitalisation: A noteAriff, M. ; Guan, L.K. 
161991Scrap car pricing and welfare implicationsLim, C. ; Lim, K.-G. 
171991Testing the warrant pricing modelLim, K.-G. ; Phoon, K.-F. 
18Aug-1995Volatility and margining in futures exchangeLim, Kian Guan ; Low, Teng Yong