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A Bayesian approach to parameter estimation for kernel density estimation via transformations |
Liu, Qing; Pitt, David; Zhang, Xibin; Wu, Xueyuan |
2011 |
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Matrix-form recursive evaluation of the aggregate claims distribution revisited |
Siaw, Kok Keng; Wu, Xueyuan; Pitt, David; Wang, Yan |
2011 |
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Stochastic scheduling subject to preemptive-repeat breakdowns with incomplete information |
Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian |
2009 |
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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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Option pricing under threshold autoregressive models by threshold Esscher transform |
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang |
2006 |
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On a multivariate Markov chain model for credit risk measurement |
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Micheal K |
2005 |
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