 |
Nonparametric Bayesian estimation based on beta prior in cure model |
Zhao, Xiaobing; Xiao, Ciului; Zhou, Xian |
2009 |
|
|
 |
A Valuation model for perpetual convertible bonds with Markov regime switching models |
Song, Na; Jiao, Yue; Ching, Wai-Ki; Siu, Tak-Kuen; Wu, Zhen-Yu |
2009 |
—
|
|
 |
"Asset Allocation with Hedge Funds on the Menu" Phelim Boyle and Sun Siang Liew's October 2007 |
Siu, Tak Kuen |
2008 |
—
|
|
 |
Estimation of multi-stage survival distributions based on age-stage data |
Wu, Xianyi; Wang, Jinglong; Zhou, Xian |
2009 |
—
|
|
 |
Stochastic scheduling on parallel machines to minimize discounted holding costs |
Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian |
2009 |
—
|
|
 |
On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
—
|
|
 |
A Dynamic binomial expansion technique for credit risk measurement : a Bayesian filtering approach |
Woo, Wing Hoe; Siu, Tak Kuen |
2004 |
—
|
|
 |
Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
—
|
|
 |
On Bayesian mixture credibility |
Lau, John W; Siu, Tak Kuen; Yang, Hailiang |
2006 |
—
|
|
 |
Interactive hidden Markov models and their applications |
Ching, Wai Ki; Fung, Eric S; Ng, Michael; Siu, Tak Kuen; Li, Wai Keung |
2007 |
—
|
|
 |
Martingale representation for contingent claims with regime switching |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
—
|
|
 |
On Markov-modulated exponential-affine bond price formulae |
Elliott, Robert J; Siu, Tak Kuen |
2009 |
—
|
|
 |
A Higher-order Markov-switching model for risk measurement |
Siu, T. K; Ching, W. K; Fung, E; Ng, M; Li, X |
2009 |
—
|
|
 |
Option pricing when the regime-switching risk is priced |
Siu, Tak Kuen; Yang, Hailiang |
2009 |
—
|
|
 |
Nonparametric Bayesian credibility |
Siu, T. K; Yang, H |
2009 |
—
|
|
List View
