Browsing by Author Yiu, C

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Showing results 1 to 5 of 5
TitleAuthor(s)Issue DateViews
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
70
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
67
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
97
 
2013
82
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
77