| Title | Author(s) | Year | View Count |
 | Option valuation by a self-exciting threshold binomial model | Yuen, FL; Siu, TK; Yang, H | 2013 | 66 |
 | On Optimal Cash Management under a Stochastic Volatility Model | Song, N; Ching, WK; Siu, TK; Yiu, C | 2013 | 1 |
 | Optimal submission problem in a limit order book with VaR constraints | Song, N; Ching, WK; Siu, TK; Yiu, C | 2012 | 73 |
| A real option approach to optimal inventory management of retail products | Huang, X; Song, N; Ching, WK; Siu, TK; Yiu, KFC | 2012 | 151 |
| Risk measures and behaviors for bonds under stochastic interest rate models | Song, N; Siu, TK; Alavi Fard, F; Ching, WK; Fung, ES | 2012 | 130 |
| Asset allocation under threshold autoregressive models | Song, N; Siu, TK; Ching, WK; Tong, H; Yang, H | 2012 | 126 |
| A distributed decision making model for risk management of virtual enterprise | Huang, M; Lu, FQ; Ching, WK; Siu, TK | 2011 | 170 |
| Ruin theory in a hidden markov-modulated risk model | Elliott, RJ; Siu, TK; Yang, H | 2011 | 125 |
| On supply chain coordination for false failure returns: A quantity discount contract approach | Huang, X; Choi, SM; Ching, WK; Siu, TK; Huang, M | 2011 | 119 |
| On infectious models for dependent default risk | Gu, J; Ching, WK; Siu, TK | 2011 | 103 |
| A Markovian infectious model for dependent default risk | Gu, JW; Ching, WK; Siu, TK | 2011 | 177 |
| Optimal portfolios with regime switching and value-at-risk constraint | Yiu, KFC; Liu, J; Siu, TK; Ching, WK | 2010 | 81 |
| Filtering a markov modulated random measure | Elliott, RJ; Siu, TK; Yang, H | 2010 | 234 |
| Option valuation under a multivariate Markov chain model | Song, N; Ching, WK; Siu, TK; Fung, ES; Ng, MK | 2010 | 99 |
| Option pricing when the regime-switching risk is priced | Siu, TK; Yang, H | 2009 | 66 |
| Nonparametric Bayesian Credibility | Siu, TK; Yang, H | 2009 | 165 |
| A high-order Markov-switching model for risk measurement | Siu, TK; Ching, WK; Fung, E; Ng, M; Li, X | 2009 | 228 |
| Modeling default data via an interactive hidden markov model | Ching, WK; Siu, TK; Li, LM; Li, T; Li, WK | 2009 | 904 |
| A valuation model for perpetual convertible bonds with markov regime-switching models | Song, N; Jiao, Y; Ching, WK; Siu, TK; Wu, ZY | 2009 | 248 |
| Pricing currency options under two-factor Markov-modulated stochastic volatility models | Siu, TK; Yang, H; Lau, JW | 2008 | 234 |
