Skip navigation
HKU Login
Guest Login
Home
Publications
Researchers
Staff
Research Postgraduates
Organizations
Grants
Datasets
Deposit Data
HKUL Research Data Management
Theses
Patents
Community Service
Browsing by Author Siu, TK
Jump to:
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
中
or enter first few letters:
Showing results 33 to 52 of 55
< previous
next >
Title
Author(s)
Issue Date
On pricing derivatives under GARCH models: a dynamic gerber-shiu approach
Journal:
North American Actuarial Journal
Siu, TK
Tong, H
Yang, H
2004
On Pricing Derivatives under Nonlinear Time Series Models
Proceeding/Conference:
PAMM
Siu, TK
Yang, H
2008
On supply chain coordination for false failure returns: A quantity discount contract approach
Journal:
International Journal of Production Economics
Huang, X
Choi, SM
Ching, WK
Siu, TK
Huang, M
2011
On valuing participating life insurance contracts with conditional heteroscedasticity
Journal:
Asia-Pacific Financial Markets
Siu, TK
Lau, JW
Yang, H
2007
Optimal dividends with debts and nonlinear insurance risk processes
Journal:
Insurance: Mathematics and Economics
Meng, H
Siu, TK
Yang, H
2013
Optimal insurance risk control with multiple reinsurers
Journal:
Journal of Computational and Applied Mathematics
Meng, H
Siu, TK
Yang, H
2016
Optimal portfolios with regime switching and value-at-risk constraint
Journal:
Automatica
Yiu, KFC
Liu, J
Siu, TK
Ching, WK
2010
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:
International Joint Conference on Computational Sciences and Optimization Proceedings
Song, N
Ching, WK
Siu, TK
Yiu, C
2012
Option pricing when the regime-switching risk is priced
Journal:
Acta Mathematicae Applicatae Sinica
Siu, TK
Yang, H
2009
Option valuation by a self-exciting threshold binomial model
Journal:
Mathematical and Computer Modelling
Yuen, FL
Siu, TK
Yang, H
2013
Option valuation under a multivariate Markov chain model
Proceeding/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, MK
2010
A PDE Approach To Multivariate Risk Theory
Book:
Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-An Yan
Elliott, RJ
Siu, TK
Yang, H
2012
Pricing currency options under two-factor Markov-modulated stochastic volatility models
Journal:
Insurance: Mathematics and Economics
Siu, TK
Yang, H
Lau, JW
2008
Pricing exotic options under a high-order markovian regime switching model
Journal:
Journal of Applied Mathematics and Decision Sciences
Ching, WK
Siu, TK
Li, LM
2007
Pricing participating products under a generalized jump-diffusion model
Journal:
Journal of Applied Mathematics and Stochastic Analysis
Siu, TK
Lau, JW
Yang, H
2008
A real option approach to optimal inventory management of retail products
Journal:
Journal of Industrial and Management Optimization
Huang, X
Song, N
Ching, WK
Siu, TK
Yiu, KFC
2012
Risk and probability measures
Journal:
Risk
Boyle, PP
Siu, TK
Yang, H
2002
Risk measures and behaviors for bonds under stochastic interest rate models
Journal:
Mathematical and Computer Modelling
Song, N
Siu, TK
Alavi Fard, F
Ching, WK
Fung, ES
2012
Ruin theory in a hidden markov-modulated risk model
Journal:
Stochastic Models
Elliott, RJ
Siu, TK
Yang, H
2011
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Journal:
European Journal of Operational Research
Zhu, J
Siu, TK
Yang, H
2020
