//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~isPartOf:"Economic modelling"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Siu, Tak Kuen"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Markov chain
6
Markov-Kette
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Portfolio selection
4
Portfolio-Management
4
Regime-switching
4
Option trading
3
Optionsgeschäft
3
CAPM
2
Dynamic programming principle
2
Fast Fourier transform
2
Measurement
2
Messung
2
Reinsurance
2
Risiko
2
Risk
2
Rückversicherung
2
Yield curve
2
Zinsstruktur
2
Acceptable risks
1
Anleihe
1
Binomial tree
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Bond options
1
Commodity exchange
1
Commodity options
1
Convex risk measures
1
Derivat
1
Derivative
1
Distorted expectations
1
Dividend
1
Dividende
1
Entropie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Siu, Tak Kuen
12
Elliott, Robert J.
4
Shen, Yang
4
Chan, Leunglung
2
Fan, Kun
2
Meng, Hui
2
Wang, Rongming
2
Badescu, Alex
1
Ching, Wai Ki
1
Fard, Farzad Alavi
1
Lu, Jiejun
1
Madan, Dilip B.
1
Zhou, Ming
1
Zhu, Dong-Mei
1
more ...
less ...
Published in...
All
Annals of finance
Economic modelling
Insurance / Mathematics & economics
11
Applied mathematical finance
7
Computational economics
5
IMA journal of management mathematics
5
International journal of theoretical and applied finance
5
Asia-Pacific financial markets
4
Annals of operations research
2
European journal of operational research : EJOR
2
International journal of production economics
2
Journal of economic dynamics & control
2
Operations research letters
2
Risk and decision analysis
2
Scandinavian actuarial journal
2
The journal of futures markets
2
American journal of agricultural economics
1
Applied economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance and stochastics
1
Journal of mathematical economics
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society : OR
1
Managerial finance
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
OR spectrum : quantitative approaches in management
1
Omega : the international journal of management science
1
Quantitative finance
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : JOD
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
2
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
3
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
4
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
5
Pricing foreign equity options with regime-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
6
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
7
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
8
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
9
On optimal reinsurance, dividend and reinvestment strategies
Meng, Hui
;
Siu, Tak Kuen
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 211-218
Persistent link: https://www.econbiz.de/10009269977
Saved in:
10
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->