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Mistakes? We've seen a few |
Shepherd, John |
2006 |
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Bond pricing under a Markovian regime-switching jump-augmented Vasicek model via stochastic flows |
Siu, Tak Kuen |
2010 |
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Pricing participating products under a generalized jump-diffusion model |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
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On fair valuation of participating life insurance policies with regime switching |
Siu, Tak Kuen |
2007 |
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"Asset Allocation with Hedge Funds on the Menu" Phelim Boyle and Sun Siang Liew's October 2007 |
Siu, Tak Kuen |
2008 |
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On pricing derivatives under GARCH models : a dynamic Gerber-Shiu's approach |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
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On Bayesian value at risk : from linear to non-linear portfolios |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2004 |
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Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
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Option pricing when the regime-switching risk is priced |
Siu, Tak Kuen; Yang, Hailiang |
2009 |
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Ruin theory under a generalized jump-diffusion model with regime switching |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
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A Game theoretic approach to option valuation under Markovian regime-switching models |
Siu, Tak Kuen |
2008 |
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The Pricing of credit default swaps under a Markov-modulated Merton's structural model |
Siu, Tak Kuen; Erlwein, Christina; Mamon, Rogemar |
2008 |
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Discussion of paper already published : "Computation of multivariate barrier crossing probability and its applications in credit risk models," Joonghee Huh and Adam Kolkiewicz, July 2008 |
Siu, Tak Kuen |
2010 |
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A Higher-order Markov-switching model for risk measurement |
Siu, T. K; Ching, W. K; Fung, E; Ng, M; Li, X |
2009 |
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Nonparametric Bayesian credibility |
Siu, T. K; Yang, H |
2009 |
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