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Browsing by Author Siu, T
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Showing results 8 to 20 of 20
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Title
Author(s)
Issue Date
On Infectious Model for Dependent Defaults
Journal:
Risk and Decision Analysis
Ching, WK
GU, J
Li, X
Siu, T
Zheng, H
2017
On Modeling Credit Defaults: A Probabilistic Boolean Network Approach
Journal:
Risk and Decision Analysis
Gu, J
Ching, WK
Siu, T
Zheng, H
2013
On Optimal Pricing Model for Multiple Dealers in a Competitive Market
Journal:
Computational Economics
YANG, Q
Gu, J
Ching, WK
Siu, T
2019
On Optimal Strategy for Limit Order Book Submission Problems
Journal:
East Asia Journal of Applied Mathematics
SONG, N
XIE, Y
Ching, WK
Siu, T
Yiu, C
2016
On Pricing Basket Credit Default Swaps
Journal:
Quantitative Finance
GU, J
Ching, WK
Siu, T
Zheng, H
2013
On reduced-form intensity-based model with 'trigger' events
Journal:
Journal of the Operational Research Society
Gu, J
Ching, WK
Siu, T
Zheng, H
2014
Optimal insurance in a changing economy
Journal:
Mathematical Control and Related Fields
Liu, J
Yiu, C
Siu, T
Ching, WK
2014
Optimal investment-reinsurance with dynamic risk constraint and regime switching
Journal:
Scandinavian Actuarial Journal
Liu, J
Yiu, C
Siu, T
Ching, WK
2013
Optimal Pairs Trading with Dynamic Mean-variance
Journal:
Mathematical Method of Operations Research
Zhu, D
Gu, J
Yu, F
Siu, T
Ching, WK
2021
Optimal Portfolios with Maximum Value-at-Risk Constraint under a Hidden Markovian Regime-switching Model
Journal:
Automatica
ZHU, D
XIE, Y
Ching, WK
Siu, T
2016
Option Pricing under a Stochastic Interest Rate and Volatility Model with Hidden Markovian Regime-switching
Journal:
Computational Economics
Zhu, D
Lu, J
Ching, WK
Siu, T
2019
Pricing Strategy for A Two-Echelon Supply Chain with Optimized Return Effort Level
Journal:
International Journal of Production Economics
XIE, Y
Tai, A
Ching, WK
Siu, T
2016
Pricing Vulnerable Options Under a Markov-modulated Jump-Diffusion Model with Fire Sales
Journal:
Journal of Industrial and Management Optimization
Yang, Q
Ching, WK
He, W
Siu, T
2019
