Narrow search
Showing 1 - 10 of 128
Cover Image
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
Cover Image
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
Cover Image
On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen; Ching, Wai Ki; Siu, Tak Kuen; Zheng, Henry - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
Cover Image
On modeling credit defaults : a probabilistic Boolean network approach
Gu, Jia-wen; Ching, Wai Ki; Siu, Tak Kuen; Zheng, Harry - In: Risk and decision analysis 4 (2013) 2, pp. 119-129
Persistent link: https://www.econbiz.de/10009782545
Cover Image
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
Cover Image
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
Cover Image
An improved multivariate Markov chain model for credit risk
Ching, Wai Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; … - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
Cover Image
Improving revenue management : a real option approach
Ching, Wai Ki; Li, Xun; Siu, Tak Kuen; Wu, Zhenyu - In: Innovative quick response programs in logistics and …, (pp. 122-139). 2010
Persistent link: https://www.econbiz.de/10003951779
Cover Image
A mixture price trend model for long-term risk management
Fung, Eric S.; Ching, Wai Ki; Siu, Tak Kuen - In: Business intelligence in economic forecasting : …, (pp. 157-173). 2010
Persistent link: https://www.econbiz.de/10003994046
Cover Image
On supply chain coordination for false failure returns : a quantity discount contract approach
Huang, Ximin; Choi, Sin-man; Ching, Wai Ki; Siu, Tak Kuen; … - In: International journal of production economics 133 (2011) 2, pp. 634-644
Persistent link: https://www.econbiz.de/10009299866