Tsz-Kin Chung

From MaRDI portal
Person:356759

Available identifiers

zbMath Open chung.tsz-kinMaRDI QIDQ356759

List of research outcomes





PublicationDate of PublicationType
Enhanced equity-credit modelling for contingent convertibles2018-11-13Paper
Asymptotic expansion formula of option price under multifactor Heston model2017-08-16Paper
Optimal timing for short covering of an illiquid security2015-12-11Paper
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities2013-07-26Paper

Research outcomes over time

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