Browsing by Author Siu, TK

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Showing results 42 to 52 of 52 < previous 
TitleAuthor(s)Issue DateViews
 
A PDE Approach To Multivariate Risk Theory
Book:Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
2012
79
 
2008
108
 
Pricing exotic options under a high-order markovian regime switching model
Journal:Journal of Applied Mathematics and Decision Sciences
2007
62
 
Pricing participating products under a generalized jump-diffusion model
Journal:Journal of Applied Mathematics and Stochastic Analysis
2008
74
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
2012
154
 
2002
79
 
2012
103
 
2011
97
 
2019
7
 
Subjective risk measures: Bayesian predictive scenarios analysis
Journal:Insurance: Mathematics and Economics
1999
84
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
109