Browsing by Author Siu, TK

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Showing results 33 to 52 of 52 < previous 
TitleAuthor(s)Issue DateViews
 
2011
127
 
2007
92
 
2013
49
 
Optimal insurance risk control with multiple reinsurers
Journal:Journal of Computational and Applied Mathematics
2016
61
 
2010
119
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
75
 
Option pricing when the regime-switching risk is priced
Journal:Acta Mathematicae Applicatae Sinica
2009
61
 
Option valuation by a self-exciting threshold binomial model
Journal:Mathematical and Computer Modelling
2013
67
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
59
 
A PDE Approach To Multivariate Risk Theory
Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
2012
79
 
2008
110
 
Pricing exotic options under a high-order markovian regime switching model
Journal:Journal of Applied Mathematics and Decision Sciences
2007
65
 
Pricing participating products under a generalized jump-diffusion model
Journal:Journal of Applied Mathematics and Stochastic Analysis
2008
76
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
2012
155
 
2002
79
 
2012
104
 
2011
98
 
2019
9
 
Subjective risk measures: Bayesian predictive scenarios analysis
Journal:Insurance: Mathematics and Economics
1999
86
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
110