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Option pricing for GARCH models with Markov switching |
Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung |
2006 |
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Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
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Pensions in Africa |
Asher, Anthony |
2006 |
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Some comments on effective interest rates on loans |
Farmer, Jim |
2006 |
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Statistical inference in a panel data semiparametric regression model with serially correlated errors |
You, Jinhong; Zhou, Xian |
2006 |
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Ansett's superannuation fund : a case study in insolvency |
Ferris, Shauna |
2007 |
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Graduates' use of spreadsheet tools in learning and applying financial mathematics |
Kyng, Timothy |
2007 |
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The Impact of children on Australian women's and men's superannuation |
Parr, Nicholas; Ferris, Shauna; Mahuteau, Stéphane |
2007 |
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Insurance claims modulated by a hidden marked point process |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
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Interactive hidden Markov models and their applications |
Ching, Wai Ki; Fung, Eric S; Ng, Michael; Siu, Tak Kuen; Li, Wai Keung |
2007 |
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Jump diffusion processes and their applications in insurance and finance |
Jang, Jiwook |
2007 |
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Local linear regression in proportional hazards model with censored data |
Zhao, Xiaobing; Zhou, Xian; Wu, Xianyi |
2007 |
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Martingale representation for contingent claims with regime switching |
Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang |
2007 |
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Mean and dispersion modelling for policy claims costs |
Heller, Gillian Z; Stasinopoulos, D. Mikis; Rigby, Robert A; De Jong, Piet |
2007 |
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Mean reversion in investment markets : the implications for investors and regulators |
Asher, A |
2007 |
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