Tat Wing Wong

Available identifiers

zbMath Open wong.tat-wingMaRDI QIDQ439268

List of research outcomes

Publication	Date of Publication	Type
Strategic bank closure and deposit insurance valuation	2020-05-26	Paper
Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail	2020-02-21	Paper
Valuation of stock loans using exponential phase-type Lévy models	2016-01-25	Paper
Time-consistent mean-variance hedging of longevity risk: effect of cointegration	2015-01-28	Paper
Stochastic volatility asymptotics of stock loans: valuation and optimal stopping	2012-08-01	Paper

Research outcomes over time

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