Showing results 28 to 47 of 52
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
On Bayesian value at risk: from linear to non-linear portfolios Journal:Asia-Pacific Financial Markets | 2004 | 105 | ||
On infectious models for dependent default risk Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011 | 2011 | 44 | ||
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics | 2013 | 63 | ||
On pricing derivatives under GARCH models: a dynamic gerber-shiu approach Journal:North American Actuarial Journal | 2004 | 53 | ||
On Pricing Derivatives under Nonlinear Time Series Models Proceeding/Conference:PAMM | 2008 | 52 | ||
On supply chain coordination for false failure returns: A quantity discount contract approach Journal:International Journal of Production Economics | 2011 | 113 | ||
On valuing participating life insurance contracts with conditional heteroscedasticity Journal:Asia-Pacific Financial Markets | 2007 | 78 | ||
Optimal dividends with debts and nonlinear insurance risk processes Journal:Insurance: Mathematics and Economics | 2013 | 34 | ||
Optimal insurance risk control with multiple reinsurers Journal:Journal of Computational and Applied Mathematics | 2016 | 42 | ||
Optimal portfolios with regime switching and value-at-risk constraint Journal:Automatica | 2010 | |||
Optimal submission problem in a limit order book with VaR constraints Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings | 2012 | 69 | ||
Option pricing when the regime-switching risk is priced Journal:Acta Mathematicae Applicatae Sinica | 2009 | 71 | ||
Option valuation by a self-exciting threshold binomial model Journal:Mathematical and Computer Modelling | 2013 | 83 | ||
Option valuation under a multivariate Markov chain model Proceeding/Conference:3rd International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice | 2010 | 56 | ||
A PDE Approach To Multivariate Risk Theory Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan | 2012 | 67 | ||
Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics | 2008 | |||
Pricing exotic options under a high-order markovian regime switching model Journal:Journal of Applied Mathematics and Decision Sciences | 2007 | 57 | ||
Pricing participating products under a generalized jump-diffusion model Journal:Journal of Applied Mathematics and Stochastic Analysis | 2008 | |||
A real option approach to optimal inventory management of retail products Journal:Journal of Industrial and Management Optimization | 2012 | 209 | ||
Risk and probability measures Journal:Risk | 2002 | 72 |