Browsing by Author Siu, T

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Showing results 1 to 18 of 18
TitleAuthor(s)Issue DateViews
 
A Markov-Driven Portfolio Execution Strategy with Market Impact
Journal:Numerical Mathematics: Theory, Methods and Applications
2018
78
 
2013
88
 
2017
56
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
41
 
2014
94
 
Market-Making Strategy with Asymmetric Information and Regime-Switching
Journal:Journal of Economic Dynamics and Control
2018
79
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
28
 
2013
48
 
2019
128
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
67
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013
53
 
On reduced-form intensity-based model with 'trigger' events
Journal:Journal of the Operational Research Society
2014
70
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
97
 
2013
82
 
2016
28
 
2019
3
 
2016
34
 
2019
138