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researcher

K. Tan

4 papers hereh-index 242.9k citations114 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.ST1
  • q-fin.RM1
same name
  • K. Tan — 30 papers, h 85
  • K. Tan — 29 papers, h 24
  • K. Tan — 28 papers, h 76
  • K. Tan — 26 papers, h 12
  • K. Tan — 18 papers, h 12
  • K. Tan — 17 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20182024
most citedTrade-off between validity and efficiency of merging p-values under arbitrary dependence

2 citations · 3 across the 4 of their papers we have counts for

collaborators
Showing 2022 · q-fin.MFShow all

1 paper · 2 filters

q-fin.MF2022★ 1 cited

Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms

Chaofan Sun, Ken Seng Tan, Wei Wei

The replacement closeout convention has drawn more and more attention since the 2008 financial crisis. Compared with the conventional risk-free closeout, the replacement closeout c…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.