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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| A Hidden Markov regime-switching model for option valuation | Liew, Chuin; Siu, Tak Kuen | 2010 | — | 
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| Esscher transforms and consumption-based models | Badescu, Alex; Elliott, Robert J; Siu, Tak Kuen | 2009 | — |
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| A Game theoretic approach to option valuation under Markovian regime-switching models | Siu, Tak Kuen | 2008 | — |
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| On option pricing under a completely random measure via a generalized Esscher transform | Lau, John W; Siu, Tak Kuen | 2008 | — |
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Author/Creator
- Badescu, Alex (1)
- Elliott, Robert J (1)
- Lau, John W (1)
- Liew, Chuin (1)
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