Tsui Kai Chong

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market
Quantitative Finance
2019-01-15Paper
DEFAULTABLE DEBT PRICING IN MULTI-FACTOR MODELS
International Journal of Theoretical and Applied Finance
2005-06-22Paper


Research outcomes over time


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