Browsing by Author Siu, TK

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Showing results 46 to 55 of 55 < previous 
TitleAuthor(s)Issue Date
 
Pricing exotic options under a high-order markovian regime switching model
Journal:Journal of Applied Mathematics and Decision Sciences
2007
 
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
 
2002
 
2012
 
2011
 
2020
 
Subjective risk measures: Bayesian predictive scenarios analysis
Journal:Insurance: Mathematics and Economics
1999
 
2020
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009