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!
| Publication | Date of Publication | Type |
|---|---|---|
| Enhanced equity-credit modelling for contingent convertibles Quantitative Finance | 2018-11-13 | Paper |
| Asymptotic expansion formula of option price under multifactor Heston model Asia-Pacific Financial Markets | 2017-08-16 | Paper |
| Optimal timing for short covering of an illiquid security Journal of the Operations Research Society of Japan | 2015-12-11 | Paper |
| Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities Asia-Pacific Financial Markets | 2013-07-26 | Paper |
Research outcomes over time
This page was built for person: Tsz-Kin Chung
