Search Results - "Lau, Chun Sing"

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  1. 1

    Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis by Hui, Cho-Hoi, Lo, Chi-Fai, Lau, Chun-Sing

    Published in Journal of banking & finance (01-09-2013)
    “…•Option-implied correlation in CDS indexes is estimated by a basket-option model.•Correlation between iTraxx Financials and Non-Financials Indexes is…”
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    Journal Article
  2. 2

    The pricing of basket-spread options by Lau, Chun-Sing, Lo, Chi-Fai

    Published in Quantitative finance (02-11-2014)
    “…Since the pioneering paper of Black and Scholes was published in 1973, enormous research effort has been spent on finding a multi-asset variant of their…”
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    Journal Article
  3. 3

    A phase-separated CO2-fixing pyrenoid proteome determined by TurboID in Chlamydomonas reinhardtii by Lau, Chun Sing, Dowle, Adam, Thomas, Gavin H, Girr, Philipp, Mackinder, Luke C M

    Published in The Plant cell (01-09-2023)
    “…Abstract Phase separation underpins many biologically important cellular events such as RNA metabolism, signaling, and CO2 fixation. However, determining the…”
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    Journal Article
  4. 4
  5. 5

    A recombineering pipeline to clone large and complex genes in Chlamydomonas by Emrich-Mills, Tom Z, Yates, Gary, Barrett, James, Girr, Philipp, Grouneva, Irina, Lau, Chun Sing, Walker, Charlotte E, Kwok, Tsz Kam, Davey, John W, Johnson, Matthew P, Mackinder, Luke C M

    Published in The Plant cell (31-05-2021)
    “…The ability to clone genes has greatly advanced cell and molecular biology research, enabling researchers to generate fluorescent protein fusions for…”
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    Journal Article
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  8. 8

    Analytic Approximations to the Free Boundary and Multi-dimensional Problems in Financial Derivatives Pricing by Lau, Chun Sing

    Published 01-01-2014
    “…This thesis studies two types of problems in financial derivatives pricing. The first type is the free boundary problem, which can be formulated as a partial…”
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    Dissertation
  9. 9

    Analytic Approximations to the Free Boundary and Multi-dimensional Problems in Financial Derivatives Pricing by Lau, Chun Sing

    “…This thesis studies two types of problems in financial derivatives pricing. The first type is the free boundary problem, which can be formulated as a partial…”
    Get full text
    Dissertation