Results 1 to 9 of 9
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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, C201376
 
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, TK2012147
 
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, C2012130
 
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, KFC2012444
 
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, ES2012240
 
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, H2012241
 
Evaluation of the adjuvant properties of Astragalus membranaceus and Scutellaria baicalensis GEORGI in the immune protection induced by UV-attenuated Toxoplasma gondii in mouse models
Journal:
Vaccine
Publisher:
Elsevier Ltd. The Journal's web site is located at http://www.elsevier.com/locate/vaccine
Yang, X; Huang, S; Chen, J; Song, N; Wang, L; Zhang, Z; Deng, G; Zheng, H; Zhu, XQ; Lu, F2010258
 
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, MK2010170
 
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, ZY2009386
 
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