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~isPartOf:"Applied Stochastic Models in Business and Industry"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"IMA journal of management mathematics"
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Applied Stochastic Models in Business and Industry
Empirical economics : a quarterly journal of the Institute for Advanced Studies
IMA journal of management mathematics
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Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
2
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
3
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
4
Optimal investment and consumption in a continuous-time co-integration model
Shen, Yang
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
28
(
2017
)
4
,
pp. 501-530
Persistent link: https://www.econbiz.de/10011845245
Saved in:
5
Malliavin calculus in a binomial framework
Cohen, Samuel N.
;
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied Stochastic Models in Business and Industry
34
(
2018
)
6
,
pp. 774-781
Persistent link: https://www.econbiz.de/10012272365
Saved in:
6
Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
Saved in:
7
Markovian regime-switching market completion using additional Markov jump assets
Zhang, Xin
;
Elliott, Robert J.
;
Siu, Tak Kuen
;
Guo, Junyi
- In:
IMA journal of management mathematics
23
(
2012
)
3
,
pp. 283-305
Persistent link: https://www.econbiz.de/10009572468
Saved in:
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