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Showing results 15 to 34 of 59
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Title
Author(s)
Issue Date
Fast Numerical Algorithms for Ruin Probability
Proceeding/Conference:
Asian Quantitative Finance Conference, 2015
Yung, SP
2015
Game Call Options Revisited
Journal:
Mathematical Finance
Yam, S
Yung, SP
Zhou, W
2014
Linear-Quadratic Mean Field Games
Journal:
Journal of Optimization Theory and Applications
Bensoussan, A
Sung, K.J.
Yam, S.C.P.
Yung, SP
2016
Lyapunov Equations and Stability of Non-autonomous Evolution Equations on Hilbert Space
Book:
Differential Equations and Control Theory, edited by Aizicovici and Pavel,
Yung, SP
Vu, QP
2000
Lyapunov stability of abstract nonlinear dynamic system in Banach space
Journal:
IMA Journal of Mathematical Control and Information
Xu, GQ
Yung, SP
2003
A Lyapunov-type condition for robust feedback stability of delay control systems
Journal:
IMA Journal of Mathematical Control and Information
Lee, RCH
Wong, CW
Xu, CZ
Yim, LH
Yung, SP
2006
Markowitz's Mean-Variance Asset-Liability Management With Regime Switching: A Time-Consistent Approach
Journal:
Insurance: Mathematics and Economics
Yam, SC
Wei, JQ
WONG, KC
Yung, SP
2013
A Mean-Variance Portfolio Selection Problem Subject To A Benchmark Constraint: An Existence Result
Journal:
Risk and Decision Analysis
Yam, SC
Yung, SP
Zhou, J
2013
A mixed Sharpe ratio
Proceeding/Conference:
Risk and Decision Analysis
Wong, WK
Wright, JA
Yam, SCP
Yung, SP
2012
Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation
Journal:
Nonlinear Analysis, Theory, Methods and Applications
Yung, SP
1997
Necessary conditions for the exact observability of systems on Hilbert spaces
Journal:
Systems and Control Letters
Xu, GQ
Liu, C
Yung, SP
2008
A new nonlinear diffusion method to improve image quality
Proceeding/Conference:
Proceedings - International Conference on Image Processing, ICIP
Zhang, Y
Xu, X
Cai, H
Yung, SP
Wong, STC
2006
A note on a vibrating beam that made up of smart material
Proceeding/Conference:
IFAC Proceedings Volumes (IFAC-PapersOnline)
Liu, C
Xu, GQ
Yung, SP
Lee, RCH
2008
On the C0-semigroup generation and exponential stability resulting from a shear force feedback on a rotating beam
Journal:
Systems and Control Letters
Guo, BZ
Wang, JM
Yung, SP
2005
Optimal Reinsurance Under General Law-Invariant Risk Measures
Journal:
Scandinavian Actuarial Journal
Cheung, KC
Sung, KCJ
Yam, SCP
Yung, SP
2014
Optimal selling time in stock market over a finite time horizon
Journal:
Acta Mathematicae Applicatae Sinica
Yam, SCP
Yung, SP
Zhou, W
2012
Optimal strategies in equity securities and derivatives
Journal:
Applied Mathematics and Computation
Chan, PK
Ching, WK
Yung, SP
2004
Optimality conditions and duality for a non-linear time-delay control problem
Journal:
Optimal Control Applications and Methods
Lee, RCH
Yung, SP
1997
Properties of a class of C0 semigroups on Banach spaces and their applications
Journal:
Journal of Mathematical Analysis and Applications
Xu, GQ
Yung, SP
2007
Repulsive force based snake model to segment and track neuronal axons in 3D microscopy image stacks
Journal:
NeuroImage
Cai, H
Xu, X
Lu, J
Lichtman, JW
Yung, SP
Wong, STC
2006