Browsing by Author Siu, TK

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TitleAuthor(s)Issue Date
 
Pricing exotic options under a high-order markovian regime switching model
Journal:Journal of Applied Mathematics and Decision Sciences
Ching, WKSiu, TKLi, LM
2007
 
Pricing participating products under a generalized jump-diffusion model
Journal:Journal of Applied Mathematics and Stochastic Analysis
Siu, TKLau, JWYang, H
2008
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
Huang, XSong, NChing, WKSiu, TKYiu, KFC
2012
 
Risk and probability measures
Journal:Risk
Boyle, PPSiu, TKYang, H
2002
 
Risk measures and behaviors for bonds under stochastic interest rate models
Journal:Mathematical and Computer Modelling
Song, NSiu, TKAlavi Fard, FChing, WKFung, ES
2012
 
Ruin theory in a hidden markov-modulated risk model
Journal:Stochastic Models
Elliott, RJSiu, TKYang, H
2011
 
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Journal:European Journal of Operational Research
Zhu, JSiu, TKYang, H
2020
 
Subjective risk measures: Bayesian predictive scenarios analysis
Journal:Insurance: Mathematics and Economics
Siu, TKYang, H
1999
 
Trading Strategy with stochastic volatility in a limit order book market
Journal:Decisions in Economics and Finance
YANG, QChing, WKGu, JSiu, TK
2020
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
Song, NJiao, YChing, WKSiu, TKWu, ZY
2009
Showing results 46 to 55 of 55 < previous