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~person:"Chan, Leunglung"
~person:"Yang, Hailiang"
~type_genre:"Aufsatz in Zeitschrift"
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Chan, Leunglung
Yang, Hailiang
Siu, Tak Kuen
84
Elliott, Robert J.
26
Ching, Wai Ki
15
Shen, Yang
13
Fan, Kun
5
Zhu, Dong-Mei
5
Gu, Jia-wen
4
Lau, John W.
4
Wang, Rongming
4
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3
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Gu, Jia-Wen
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Meng, Hui
3
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3
Yang, Qing-Qing
3
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3
Badescu, Alexandru
2
Fard, Farzad Alavi
2
Huang, Ximin
2
Li, Li-min
2
Liu, Jingzhen
2
Lu, Jiejun
2
Siu, Tak-kuen
2
Yu, Feng-Hui
2
Zhu, Jinxia
2
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Choi, Sin-man
1
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1
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1
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2
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2
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2
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1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
Saved in:
2
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
3
Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
Saved in:
4
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
5
On valuing perticipating life insurance contracts with conditional heteroscedasticity
Siu, Tak Kuen
;
Lau, John W.
;
Yang, Hailiang
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003705911
Saved in:
6
Risk measures for derivatives with Markov-modulated pure jump processes
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
13
(
2006
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10003496776
Saved in:
7
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
8
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
9
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
Saved in:
10
On Bayesian value at risk : from linear to non-linear portfolios
Siu, Tak Kuen
;
Tong, Howell
;
Yang, Hailiang
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10003357652
Saved in:
1
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