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~isPartOf:"Insurance / Mathematics & economics"
~person:"Palmowski, Zbigniew"
~person:"Siu, Tak Kuen"
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Option pricing theory
7
Optionspreistheorie
7
Esscher transform
3
Markov chain
3
Markov-Kette
3
Stochastic process
3
Stochastischer Prozess
3
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2
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Palmowski, Zbigniew
Siu, Tak Kuen
Shen, Yang
6
Pelsser, Antoon André Jean
5
Ziveyi, Jonathan
5
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
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3
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3
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3
Bo, Lijun
2
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2
Costabile, Massimo
2
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Fusai, Gianluca
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Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
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Hao, Xuemiao
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Kang, Boda
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Li, Bin
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Li, Xuan
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Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
5
Annals of finance
3
Applied mathematical finance
3
Economic modelling
3
Computational economics
2
The journal of futures markets
2
American journal of agricultural economics
1
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1
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Asia-Pacific financial markets
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CRIEFF Discussion Papers
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Discussion paper series
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Economic Modelling
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Energy economics
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European journal of operational research : EJOR
1
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IMA journal of management mathematics
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Journal of Risk and Financial Management
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Journal of economic dynamics & control
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New methods in fixed income modeling : fixed income modeling
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Operations research letters
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Quantitative finance
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The European journal of finance
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1
European
option
pricing with market frictions, regime switches and model uncertainty
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 233-250
Persistent link: https://www.econbiz.de/10014466214
Saved in:
2
Valuation of contingent convertible catastrophe bonds : the case for equity conversion
Burnecki, Krzysztof
;
Giuricich, Mario Nicoló
; …
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 238-254
Persistent link: https://www.econbiz.de/10012105571
Saved in:
3
A self-exciting threshold jump-diffusion model for
option
valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
Saved in:
4
Pricing insurance drawdown-type contracts with underlying Lévy assets
Palmowski, Zbigniew
;
Tumilewicz, Joanna
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011825327
Saved in:
5
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
6
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
7
Quantile hedging for equity-linked contracts
Klusik, Przemysław
;
Palmowski, Zbigniew
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 280-286
Persistent link: https://www.econbiz.de/10008989318
Saved in:
8
A hidden Markov regime-switching model for
option
valuation
Liew, Chuin Ching
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 374-384
Persistent link: https://www.econbiz.de/10008747009
Saved in:
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