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 |
|---|---|---|
| Strategic bank closure and deposit insurance valuation European Journal of Operational Research | 2020-05-26 | Paper |
| Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail Mathematics and Financial Economics | 2020-02-21 | Paper |
| Valuation of stock loans using exponential phase-type Lévy models Applied Mathematics and Computation | 2016-01-25 | Paper |
| Time-consistent mean-variance hedging of longevity risk: effect of cointegration Insurance Mathematics & Economics | 2015-01-28 | Paper |
| Stochastic volatility asymptotics of stock loans: valuation and optimal stopping Journal of Mathematical Analysis and Applications | 2012-08-01 | Paper |
Research outcomes over time
This page was built for person: Tat Wing Wong
