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~isPartOf:"Computational economics"
~language:"eng"
~person:"Serletis, Apostolos"
~person:"Siu, Tak Kuen"
~type_genre:"Article in journal"
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Serletis, Apostolos
Siu, Tak Kuen
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ECONIS (ZBW)
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1
Conditional correlation demand systems
Serletis, Apostolos
;
Xu, Libo
- In:
Computational economics
56
(
2020
)
1
,
pp. 77-86
Persistent link: https://www.econbiz.de/10012272017
Saved in:
2
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:
3
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:
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
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:
6
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:
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