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~isPartOf:"Computational economics"
~person:"Siu, Tak Kuen"
~subject:"Theorie"
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Option pricing theory
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Siu, Tak Kuen
Li, Yong
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Computational economics
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IMA journal of management mathematics
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Asia-Pacific financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Insurance / Mathematics & economics
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International Series in Operations Research & Management Science
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OR spectrum : quantitative approaches in management
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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:
2
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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