Results 1 to 20 of 44
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On Optimal Cash Management under a Stochastic Volatility ModelSong, N; Ching, WK; Siu, TK; Yiu, C201335
Markov chains: models, algorithms and applications (2nd ed.)Ching, WK; Huang, X; Ng, MK; Siu, TK201339
Option valuation by a self-exciting threshold binomial modelYuen, FL; Siu, TK; Yang, H201383
A PDE Approach To Multivariate Risk TheoryElliott, RJ; Siu, TK; Yang, H201226
A real option approach to optimal inventory management of retail productsHuang, X; Song, N; Ching, WK; Siu, TK; Yiu, KFC2012263
Asset allocation under regime-switching modelsSong, N; Ching, WK; Zhu, D; Siu, TK201278
Optimal submission problem in a limit order book with VaR constraintsSong, N; Ching, WK; Siu, TK; Yiu, C201280
Asset allocation under threshold autoregressive modelsSong, N; Siu, TK; Ching, WK; Tong, H; Yang, H2012146
Risk measures and behaviors for bonds under stochastic interest rate modelsSong, N; Siu, TK; Alavi Fard, F; Ching, WK; Fung, ES2012149
A Markovian infectious model for dependent default riskGu, JW; Ching, WK; Siu, TK2011174
Ruin theory in a hidden markov-modulated risk modelElliott, RJ; Siu, TK; Yang, H2011165
A distributed decision making model for risk management of virtual enterpriseHuang, M; Lu, FQ; Ching, WK; Siu, TK2011207
On supply chain coordination for false failure returns: A quantity discount contract approachHuang, X; Choi, SM; Ching, WK; Siu, TK; Huang, M2011141
On infectious models for dependent default riskGu, J; Ching, WK; Siu, TK201190
Optimal portfolios with regime switching and value-at-risk constraintYiu, KFC; Liu, J; Siu, TK; Ching, WK2010142
Option valuation under a multivariate Markov chain modelSong, N; Ching, WK; Siu, TK; Fung, ES; Ng, MK2010133
Filtering a markov modulated random measureElliott, RJ; Siu, TK; Yang, H2010191
An improved multivariate Markov chain model for credit riskChing, WK; Siu, TK; Li, LM; Jiang, H; Li, T; Li, WK2009605
A valuation model for perpetual convertible bonds with markov regime-switching modelsSong, N; Jiao, Y; Ching, WK; Siu, TK; Wu, ZY2009261
Option pricing when the regime-switching risk is pricedSiu, TK; Yang, H2009108
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