Dr Gerald Cheang

Senior Lecturer UniSA STEM

Mawson Lakes Campus (OC1-34)
tel +61 8 830 23208

email Gerald.Cheang@unisa.edu.au

Research Degree Supervisor

Research

Research focus

Applied Mathematics
Commerce, Management, Tourism and Services
Mathematical Sciences
Banking, Finance and Investment
Economics

Highlights

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

Research

Outputs

Research outputs for the last seven years are shown below. Some long-standing staff members may have older outputs included. To see earlier years visit ORCID or Scopus

Open access indicates that an output is open access.

Chapters

Year	Output
2014	Cheang, HLG & Teh, G 2014, 'Change of uméraire and a jump-diffusion option pricing formula', in R Dieci, XZ he & C Hommes (eds), Nonlinear Economic Dynamics and financial Modelling: Essays in Honour of Carl Chiarella, Springer International Publishing, New York, ch. 20, pp. 371-389. 3

Journal Articles

Year	Output
2021	Garces, LPDM & Cheang, GH 2021, 'A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics', Quantitative Finance, vol. 21, no. 12, pp. 2025-2054. Open access 5 4 1
2020	Cheang, GH & Garces, LPDM 2020, 'Representation of exchange option prices under stochastic volatility jump-diffusion dynamics', Quantitative Finance, vol. 20, no. 2, pp. 291-310. Open access 12 12 2
2015	Cheang, GH & Lian, G 2015, 'Perpetual exchange options under jump-diffusion dynamics', Applied Mathematical Finance, vol. 22, no. 5, pp. 1-13. Open access 2
2015	Mina, KF, Cheang, GHL & Chiarella, C 2015, 'Approximate hedging of options under jump-diffusion processes', International Journal of Theoretical and Applied Finance, vol. 18, no. 4, pp. 1-26. Open access 5 3 1
2012	Cheang, HLG & Chiarella, C 2012, 'A modern view on Merton's jump-diffusion model', Quantitative Finance Research Centre, Research paper 287, pp. 1 - 13. Open access
2011	Cheang, GH & Chiarella, C 2011, 'Exchange options under jump-diffusion dynamics', Applied Mathematical Finance, vol. 18, no. 3, pp. 245-276. 33
2011	Cheang, GH, Chiarella, C & Ziogas, A 2011, 'The representation of American options prices under stochastic volatility and jump-diffusion dynamics', Quantitative Finance, vol. 13, no. 2. 13 11
2010	Cheang, GH 2010, 'Approximation with neural networks activated by ramp sigmoids', Journal of Approximation Theory, vol. 162, no. 8, pp. 1450-1465. Open access 34 32

Conferences

Year	Output
2020	Bretana, NA, Robati, M, Rawat, A, Pandey, A, Khatri, S, Kaushal, K, Nair, S, Cheang, GHL & Abadia, R 2020, 'Predicting student success for programming courses in a fully online learning environment', ICCE 2020: 28th International Conference on Computers in Education, Asia-Pacific Society for Computers in Education (APSCE), vol. 1, pp. 47-56. Open access 2

External engagement & recognition

Collaborations

External engagement & recognition

Collaborations

Organisation	Country
Bank of Scotland Treasury	AUSTRALIA
BNP Paribas	UNITED KINGDOM
City, University of London	UNITED KINGDOM
University of South Australia	AUSTRALIA
University of Technology Sydney	AUSTRALIA

External engagement & recognition

Engagement/recognition	Year
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2025
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2025
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2024
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2024
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2023
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2023
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2022
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2022
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2021
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2021
Invited Speaker - 5th International Conference on Computing, Mathematics and Statistics (iCMS 2021) University Technologi MARA, Malaysia	2021
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2020
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2020
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2019
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2019
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2018
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2018
Member Bernoulli Society for Mathematical Statistics and Probability	2018
Member Institute of Mathematics Statistics (IMS)	2018
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2017
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2017
Member Institute of Mathematics Statistics (IMS)	2017
Member Bernoulli Society for Mathematical Statistics and Probability	2017
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2016
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2016
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2015
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2015
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2014
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2014
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2013
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2013
Member Bernoulli Society for Mathematical Statistics and Probability	2013
Member Institute of Mathematical Statistics (IMS)	2013
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2012
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2012
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2011
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2011
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2010
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2010
Bernoulli Society for Mathematical Statistics and Probability Bernoulli Society for Mathematical Statistics and Probability	2009
Institute of Mathematical Statistics (IMS) Institute of Mathematical Statistics (IMS)	2009

Other

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Teaching & student supervision

Research degree supervision

Supervisions from 2010 shown

Thesis title	Student status
Collision probability modelling for short-term satellite encounters	Current
Mapping sustainable agriculture operations of past, present and prospective	Current
Bid-ask price models under a Markovian regime-switching environment	Completed
Exchange options under Stochastic Volatility and Jump-Diffusion (SVJD) dynamics	Completed
Hedge portfolios for options on several assets under jump-diffusion proccesses	Completed

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Dr Gerald Cheang

About me

About me

UniSA STEM

About me

Professional Associations

Experience

Qualifications

Research

Research focus

Highlights

Projects

Outputs

Chapters

Journal Articles

Conferences

Current research & highlights

External engagement & recognition

Collaborations

Collaborations

External engagement & recognition

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Invited Speaker - 5th International Conference on Computing, Mathematics and Statistics (iCMS 2021)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Member

Member

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Member

Member

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Member

Member

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Bernoulli Society for Mathematical Statistics and Probability

Institute of Mathematical Statistics (IMS)

Other

Teaching & student supervision

Courses and programs

Courses I teach

Research degree supervision

Gallery