Tsz-Kin Chung

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
Enhanced equity-credit modelling for contingent convertibles Quantitative Finance	2018-11-13	Paper
Asymptotic expansion formula of option price under multifactor Heston model Asia-Pacific Financial Markets	2017-08-16	Paper
Optimal timing for short covering of an illiquid security Journal of the Operations Research Society of Japan	2015-12-11	Paper
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities Asia-Pacific Financial Markets	2013-07-26	Paper

Research outcomes over time

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