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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Annals of operations research"
~isPartOf:"Computational economics"
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Markov chain
5
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Siu, Tak Kuen
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Fung, Eric S.
4
Ching, Wai Ki
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Ching, Wai-Ki
2
Elliott, Robert J.
2
Lau, John W.
2
Ng, Michael K.
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Siu, Tak-Kuen
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Gu, Jia-Wen
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Li, Li-min
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Li, Tang
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American journal of agricultural economics
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Insurance: Mathematics and Economics
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European journal of operational research : EJOR
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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The journal of credit risk : published quarterly by Incisive Media
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On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
2
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
3
On the market-consistent valuation of fish farms : using the real option approach and salmon futures
Ewald, Christian-Oliver
;
Ouyang, Ruolan
;
Siu, Tak Kuen
- In:
American journal of agricultural economics
99
(
2017
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10011761182
Saved in:
4
A flexible markov chain approach for multivariate credit ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10009513179
Saved in:
5
A BSDE approach to risk-based asset allocation of pension funds with regime switching
Siu, Tak Kuen
-
2012
Persistent link: https://www.econbiz.de/10009710207
Saved in:
6
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
7
Modeling default data via an interactive hidden Markov model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
8
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
9
A BSDE approach to risk-based asset allocation of pension funds with regime switching
Siu, Tak Kuen
-
2012
Persistent link: https://www.econbiz.de/10010047423
Saved in:
10
A Flexible Markov Chain Approach for Multivariate Credit Ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10009825119
Saved in:
1
2
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