Browsing by Author Siu, T

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Showing results 7 to 18 of 18 < previous 
TitleAuthor(s)Issue DateViews
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
30
 
2013
48
 
2019
128
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
71
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013
55
 
On reduced-form intensity-based model with 'trigger' events
Journal:Journal of the Operational Research Society
2014
72
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
98
 
2013
84
 
2016
33
 
2019
3
 
2016
37
 
2019
139