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Professor Ching, Wai Ki 程瑋琪

Title:
Professor

Publications - Articles
TitleAuthor(s)Issue Date
 
Principal-agent Theory Based Risk Allocation Model for Virtual Enterprise
Journal:Journal of Service Science and Management
2010
 
2019
 
2022
 
2016
 
Pricing exotic options under a high-order markovian regime switching model
Journal:Journal of Applied Mathematics and Decision Sciences
2007
 
Preface for LAA special issue on structured matrices (SM)
Journal:Linear Algebra and Its Applications
2008
 
2021
 
2010
 
2004
 
Perturbation analysis for the sign functions of regular matrix pairs
Journal:Numerical Linear Algebra with Applications
2011
 
2007
 
2019
 
2004
 
Optimal strategies in equity securities and derivatives
Journal:Applied Mathematics and Computation
2004
 
Optimal service capacity in a multiple-server queueing system: A game theory approach
Journal:Journal of Industrial and Management Optimization
2009
 
2017
 
2010
 
2016
 
Optimal Pairs Trading with Dynamic Mean-variance
Journal:Mathematical Method of Operations Research
2021
 
Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach
Journal:Journal of Optimization Theory and Applications
2023
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