Tsz-Kin Chung

Available identifiers

zbMath Open chung.tsz-kinMaRDI QIDQ356759

List of research outcomes

Publication	Date of Publication	Type
Enhanced equity-credit modelling for contingent convertibles	2018-11-13	Paper
Asymptotic expansion formula of option price under multifactor Heston model	2017-08-16	Paper
OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY	2015-12-11	Paper
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities	2013-07-26	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tsz-Kin Chung