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Wai-Ki Ching

Identifiers

  • name variant Wai-Ki Ching 0.60 · backfill

Papers (11)

  1. Optimal Liquidation Problems in a Randomly-Terminated Horizon q-fin.TR · 2017 · author #2
  2. Generalized Optimal Liquidation Problems Across Multiple Trading Venues q-fin.TR · 2016 · author #2
  3. Interacting Default Intensity with Hidden Markov Process q-fin.CP · 2016 · author #2
  4. Trading Strategy with Stochastic Volatility in a Limit Order Book Market q-fin.TR · 2016 · author #1
  5. On Optimal Pricing Model for Multiple Dealers in a Competitive Market q-fin.TR · 2015 · author #1
  6. On Correlated Defaults and Incomplete Information q-fin.MF · 2014 · author #1
  7. On Modeling Economic Default Time: A Reduced-Form Model Approach q-fin.CP · 2013 · author #3
  8. On Infectious Model for Dependent Defaults q-fin.RM · 2013 · author #2
  9. On Reduced Form Intensity-based Model with Trigger Events q-fin.CP · 2013 · author #2
  10. On Pricing Basket Credit Default Swaps q-fin.PR · 2012 · author #2
  11. Analysis of the impact degree distribution in metabolic networks using branching process approximation q-bio.MN · 2011 · author #4

Mentions

  • 1204.4025 #2 · backfill · confidence 0.70 Wai-Ki Ching
  • 1108.2588 #4 · backfill · confidence 0.70 Wai-Ki Ching

Frequent Coauthors