Tat Wing Wong
From MaRDI portal
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
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