Search Results - "Lau, Chun Sing"
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Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
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 -
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The pricing of basket-spread options
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 -
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A phase-separated CO2-fixing pyrenoid proteome determined by TurboID in Chlamydomonas reinhardtii
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 -
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Thylakoid localized bestrophin-like proteins are essential for the CO₂ concentrating mechanism of Chlamydomonas reinhardtii
Published in Proceedings of the National Academy of Sciences - PNAS (20-08-2019)“…The green alga Chlamydomonas reinhardtii possesses a CO₂ concentrating mechanism (CCM) that helps in successful acclimation to low CO₂ conditions. Current…”
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Journal Article -
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A recombineering pipeline to clone large and complex genes in Chlamydomonas
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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Bestrophin-like protein 4 is involved in photosynthetic acclimation to light fluctuations in Chlamydomonas
Published in Plant physiology (Bethesda) (06-09-2024)“…In many eukaryotic algae, CO2 fixation by Rubisco is enhanced by a CO2-concentrating mechanism, which utilizes a Rubisco-rich organelle called the pyrenoid…”
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Journal Article -
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Thylakoid localized bestrophin-like proteins are essential for the CO 2 concentrating mechanism of Chlamydomonas reinhardtii
Published in Proceedings of the National Academy of Sciences - PNAS (20-08-2019)“…The green alga possesses a CO concentrating mechanism (CCM) that helps in successful acclimation to low CO conditions. Current models of the CCM postulate that…”
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Journal Article -
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Analytic Approximations to the Free Boundary and Multi-dimensional Problems in Financial Derivatives Pricing
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 -
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Analytic Approximations to the Free Boundary and Multi-dimensional Problems in Financial Derivatives Pricing
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Dissertation