The following pages link to Tat Wing Wong (Q439268):
Displaying 5 items.
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Valuation of stock loans using exponential phase-type Lévy models (Q907425) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail (Q2299385) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
