Dr Gerald Cheang

Dr Gerald Cheang

Senior Lecturer

School of Mathematical Sciences

College of Science

Eligible to supervise Masters and PhD - email supervisor to discuss availability.

Mathematical Finance,Stochastic Processes,Asset Pricing Theory,Non-parametric Estimation,Model Selection Theory,Approximation Theory

Year Citation
2021 Garces, L. P. D. M., & Cheang, G. H. L. (2021). A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics. Quantitative Finance, 21(12), 2025-2054.
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2020 Cheang, G. H. L., & Garces, L. P. D. M. (2020). Representation of exchange option prices under stochastic volatility jump-diffusion dynamics. Quantitative finance, 20(2), 291-310.
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2015 Cheang, G. H. L., & Lian, G. (2015). Perpetual exchange options under jump-diffusion dynamics. Applied mathematical finance, 22(5), 450-462.
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2015 Mina, K. F., Cheang, G. H. L., & Chiarella, C. (2015). Approximate hedging of options under jump-diffusion processes. International Journal of Theoretical and Applied Finance, 18(4), 1-26.
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2014 Caldana, R., Cheang, H. L. G., Chiarella, C., & Fusia, G. (2014). Correction: Exchange options under jump-diffusion dynamics. Applied Mathematical Finance, 22(1), a99-a103.
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2012 Cheang, H. L. G., & Chiarella, C. (2012). A modern view on Merton's jump-diffusion model. Quantitative Finance Research Centre, Research paper 287, 1-13.
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2011 Cheang, G. H. L., & Chiarella, C. (2011). Exchange options under jump-diffusion dynamics. Applied mathematical finance, 18(3), 245-276.
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2011 Cheang, G. H. L., Chiarella, C., & Ziogas, A. (2011). The representation of American options prices under stochastic volatility and jump-diffusion dynamics. Quantitative Finance, 13(2), 241-253.
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2010 Cheang, G. H. L. (2010). Approximation with neural networks activated by ramp sigmoids. Journal of Approximation Theory, 162(8), 1450-1465.
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Courses I teach

  • INFS 5099 Data Science Professional Development (2025)
  • MATH 1043 Discrete Mathematics (2025)
  • MATH 1055 Calculus 2 (2025)
  • MATH 2030 Applied Probability (2025)
  • INFS 5099 Data Science Professional Development (2024)
  • MATH 1043 Discrete Mathematics (2024)
  • MATH 1055 Calculus 2 (2024)
  • MATH 2030 Applied Probability (2024)

Date Role Research Topic Program Degree Type Student Load Student Name
2025 Co-Supervisor - Doctor of Philosophy Doctorate Full Time Ms Xiaoni Wu
2017 Principal Supervisor - Doctor of Philosophy Doctorate Full Time Mrs Hansi Kaushalya Perera Thanippuli Kankanamalage

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