The following pages link to Tsz-Kin Chung (Q356759):
Displaying 4 items.
- Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities (Q356761) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY (Q3456030) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
