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~person:"Ching, Wai Ki"
~person:"Yang, Hailiang"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Siu, Tak Kuen"
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Ching, Wai Ki
Yang, Hailiang
Siu, Tak Kuen
84
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26
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13
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6
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5
Zhu, Dong-Mei
5
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2
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2
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Siu, Tak-kuen
2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
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
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:
4
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
5
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:
6
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:
7
Market-making strategy with asymmetric information and regime-switching
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-Wen
;
Siu, Tak Kuen
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 408-433
Persistent link: https://www.econbiz.de/10011974101
Saved in:
8
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
9
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:
10
Pricing strategy for a two-echelon supply chain with optimized return effort level
Xie, Yue
;
Tai, Allen H.
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
International journal of production economics
182
(
2016
),
pp. 185-195
Persistent link: https://www.econbiz.de/10011621941
Saved in:
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