Browse by Author Siu, KTK
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| Title | Author(s) | Year | View Count |  | Asset Allocation Under Markovian Regime-Switching Models | Song, N; Ching, WK; Zhu, D; Siu, KTK | 2012 | 46 |
| Improving revenue management: a real option approach | Ching, WK; Li, X; Siu, KTK; Wu, Z | 2010 | 38 |
| A mixture price trend model for long-term risk management | Fung, SL; Ching, WK; Siu, KTK | 2010 | 138 |
| An Improved Parsimonious Multivariate Markov Chain Model for Credit Risk | Ching, WK; Siu, KTK; Li, L; Jiang, H; Li, T; Li, WK | 2009 | 600 |
| Pricing Exotic Options Under a Higher-order Hidden Markov Model | Ching, WK; Siu, KTK; Li, L | 2007 | 152 |
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