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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Option pricing under threshold autoregressive models by threshold Esscher transform | Siu, Tak Kuen; Tong, Howell; Yang, Hailiang | 2006 | 
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| Pricing options under a generalized Markov modulated jump diffusion model | Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung; Lau, John W | 2007 | — |
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| Pricing volatility swaps under Heston's stochastic volatility model with regime switching | Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung | 2007 | — |
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Author/Creator
- Chan, Leunglung (2)
- Elliott, Robert J (2)
- Lau, John W (1)
- Tong, Howell (1)
- Yang, Hailiang (1)
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