Results 1 to 20 of 45
Page 1 of 3  Next >
TypeTitleAuthor(s)YearViews
On Optimal Cash Management under a Stochastic Volatility Model
Journal:
East Asian Journal on Applied Mathematics
Song, N; Ching, WK; Siu, TK; Yiu, C201355
 
Markov chains: models, algorithms and applications (2nd ed.)
Publisher:
Springer
Ching, WK; Huang, X; Ng, MK; Siu, TK201366
 
Option valuation by a self-exciting threshold binomial model
Journal:
Mathematical and Computer Modelling
Publisher:
Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/mcm
Yuen, FL; Siu, TK; Yang, H2013114
 
Optimal dividends with debts and nonlinear insurance risk processes
Journal:
Insurance: Mathematics and Economics
Publisher:
Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Meng, H; Siu, TK; Yang, H201311
 
A PDE Approach To Multivariate Risk Theory
Book:
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
Publisher:
World Scientific
Elliott, RJ; Siu, TK; Yang, H201252
 
A real option approach to optimal inventory management of retail products
Journal:
Journal of Industrial and Management Optimization
Publisher:
American Institute of Mathematical Sciences. The Journal's web site is located at http://aimsciences.org/journals/jimo/description.htm
Huang, X; Song, N; Ching, WK; Siu, TK; Yiu, KFC2012344
 
Asset allocation under regime-switching models
Proceedings/Conference:
International Conference on Business Intelligence and Financial Engineering Proceedings
Publisher:
IEEE. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1002841
Song, N; Ching, WK; Zhu, D; Siu, TK2012102
 
Optimal submission problem in a limit order book with VaR constraints
Proceedings/Conference:
International Joint Conference on Computational Sciences and Optimization Proceedings
Publisher:
IEEE Computer Society. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1002829
Song, N; Ching, WK; Siu, TK; Yiu, C201299
 
Asset allocation under threshold autoregressive models
Journal:
Applied Stochastic Models in Business and Industry
Publisher:
John Wiley & Sons Ltd. The Journal's web site is located at http://www.interscience.wiley.com/jpages/1524-1904/
Song, N; Siu, TK; Ching, WK; Tong, H; Yang, H2012176
 
Risk measures and behaviors for bonds under stochastic interest rate models
Journal:
Mathematical and Computer Modelling
Publisher:
Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/mcm
Song, N; Siu, TK; Alavi Fard, F; Ching, WK; Fung, ES2012187
 
A Markovian infectious model for dependent default risk
Journal:
International Journal of Intelligent Engineering Informatics
Publisher:
Inderscience Publishers. The Journal's web site is located at http://www.inderscience.com/IJIEI
Gu, JW; Ching, WK; Siu, TK2011200
 
Ruin theory in a hidden markov-modulated risk model
Journal:
Stochastic Models
Publisher:
Taylor & Francis Inc. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/15326349.asp
Elliott, RJ; Siu, TK; Yang, H2011197
 
A distributed decision making model for risk management of virtual enterprise
Journal:
Expert Systems with Applications
Publisher:
Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/eswa
Huang, M; Lu, FQ; Ching, WK; Siu, TK2011242
 
On supply chain coordination for false failure returns: A quantity discount contract approach
Journal:
International Journal of Production Economics
Publisher:
Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ijpe
Huang, X; Choi, SM; Ching, WK; Siu, TK; Huang, M2011181
 
On infectious models for dependent default risk
Proceedings/Conference:
Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011
Publisher:
IEEE Computer Society. The Journal's web site is located at http://ieeexplore.ieee.org/xpl/conhome.jsp?punumber=1002829
Gu, J; Ching, WK; Siu, TK2011109
 
Optimal portfolios with regime switching and value-at-risk constraint
Journal:
Automatica
Publisher:
Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/automatica
Yiu, KFC; Liu, J; Siu, TK; Ching, WK2010192
 
Option valuation under a multivariate Markov chain model
Proceedings/Conference:
3rd International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice
Song, N; Ching, WK; Siu, TK; Fung, ES; Ng, MK2010151
 
Filtering a markov modulated random measure
Journal:
IEEE Transactions on Automatic Control
Publisher:
IEEE.
Elliott, RJ; Siu, TK; Yang, H2010216
 
An improved multivariate Markov chain model for credit risk
Journal:
The Journal of Credit Risk
Publisher:
Incisive Media Plc.. The Journal's web site is located at http://www.journalofcreditrisk.com
Ching, WK; Siu, TK; Li, LM; Jiang, H; Li, T; Li, WK2009635
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:
International Journal of Pure and Applied Mathematics
Publisher:
Academic Publications. The Journal's web site is located at http://www.uctm.edu/~jmath/IJPAM
Song, N; Jiao, Y; Ching, WK; Siu, TK; Wu, ZY2009308
 
Page 1 of 3  Next >
Export Records
Step 1: Select content and export format
  • Citation only
Step 2: Select export method
  • Download