Browsing by Author Siu, T

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Showing results 1 to 17 of 17
TitleAuthor(s)Issue DateViews
 
A Markov-Driven Portfolio Execution Strategy with Market Impact
Journal:Numerical Mathematics: Theory, Methods and Applications
2018
39
 
2013
69
 
2017
46
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
30
 
2014
86
 
Market-Making Strategy with Asymmetric Information and Regime-Switching
Journal:Journal of Economic Dynamics and Control
2018
44
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
20
 
2013
58
 
2019
3
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
60
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013
41
 
On reduced-form intensity-based model with 'trigger' events
Journal:Journal of the Operational Research Society
2014
105
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
79
 
2013
75
 
2016
21
 
2016
27
 
2019
104