Login / Signup
Shing Fung Chung
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Passive Aggressive
Stochastic Nature
Stock Trading
Monte Carlo
Top Venues
Eur. J. Oper. Res.
</>
Publications
</>
Chi Seng Pun
,
Shing Fung Chung
,
Hoi Ying Wong
Variance swap with mean reversion, multifactor stochastic volatility and jumps.
Eur. J. Oper. Res.
245 (2) (2015)