Shing Fung Chung - Concepedia

Author

Shing Fung Chung

Also Known As

Shing Fung Chung

Publications

Citations

H-Index

Concepts

All Affiliations

Shing Fung Chung is an author at Chinese University of Hong Kong specializing in asset pricing, business, and option pricing.

#	Concept	H-Index	Publications	Citations
1	Business	2	2	73
2	Asset Pricing	2	2	73
3	Stochastic Calculus	1	1	47
4	Multivariate Stochastic Volatility	1	1	47
5	Option Pricing	1	1	26

Shing Fung Chung

Publications

Citations

H-Index

Page 1

	Year	Citations
Variance swap with mean reversion, multifactor stochastic volatility and jumps Chi Seng Pun, Shing Fung Chung, Hoi Ying Wong European Journal of Operational Research Volatility ModelingMultivariate Stochastic VolatilityAsset PricingStochastic CalculusBusiness	2015	47
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps Shing Fung Chung, Hoi Ying Wong Journal of Banking & Finance Option PricingComputational FinanceAsset PricingMean ReversionDerivative Pricing	2014	26

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