1. Valuation of stock loans with jump risk;N Cai;J. Econ. Dynam. Control,2014
2. The Econometrics of Financial Markets
3. Optimal short-covering with regime switching;T.-K Chung;Proceedings of the TMU Finance Workshop,2014
4. Optimal timing for short covering of an illiquid security;T.-K Chung;J. Oper. Res. Soc. Japan,2015