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Shing Fung Chung · Study

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Shing Fung Chung

2 works· latest 2015· 1 institutionscluster: provisional

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i102

Citations74

Works here2

14

15

Most cited in this library

Variance swap with mean reversion, multifactor stochastic volatility and jumps2015 · 48 citations
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps2014 · 26 citations

Works

2 shown

Variance swap with mean reversion, multifactor stochastic volatility and jumps

European Journal of Operational Research·2015·3 authors·Open access

48citations

Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps

Journal of Banking & Finance·2014·2 authors

26citations