 |
Academics' perceptions of the use and relevance of software in quantitative and financial disciplines |
Kyng, Timothy; Tickle, Leonie; Wood, Leigh |
2013 |
—
|
|
 |
A BSDE approach to optimal investment of an insurer with hidden regime switching |
Siu, Tak Kuen |
2013 |
—
|
|
 |
Capacity sharing enhances efficiency in water markets involving storage |
Truong, Chi H; Drynan, Ross G |
2013 |
—
|
|
 |
Capital budgeting methods for irrigation technology adoption decisions : a review |
Truong, Chi Huu |
2013 |
—
|
|
 |
Developing accounting regulations that reflect public viewpoints : the Australian solution to differential reporting |
Potter, Brad; Ravlic, Tom; Wright, Sue |
2013 |
—
|
|
 |
The impact of policy initiatives on credit spreads during the 2007-09 financial crisis |
Rai, Alan M |
2013 |
—
|
|
 |
Longevity bond pricing under stochastic interest rate and mortality with regime-switching |
Shen, Yang; Siu, Tak Kuen |
2013 |
—
|
|
 |
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem |
Shen, Yang; Siu, Tak Kuen |
2013 |
—
|
|
 |
Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance |
Ewald, Christian-Oliver; Nawar, Roy; Siu, Tak Kuen |
2013 |
—
|
|
 |
Nonparametric tail copula estimation : an application to stock and volatility index returns |
Salazar, Yuri; Ng, Wing Lon |
2013 |
—
|
|
 |
Optimal portfolio in a continuous-time self-exciting threshold model |
Meng, Hui; Yuen, Fei Lung; Siu, Tak Kuen; Yang, Hailiang |
2013 |
|
|
 |
Option pricing and filtering with hidden Markov-modulated pure-jump processes |
Elliott, Robert J; Siu, Tak Kuen |
2013 |
—
|
|
 |
Option valuation under a regime-switching constant elasticity of variance process |
Elliott, Robert J; Chan, Leunglung; Siu, Tak Kuen |
2013 |
—
|
|
 |
Pricing bond options under a Markovian regime-switching Hull-White model |
Shen, Yang; Siu, Tak Kuen |
2013 |
—
|
|
 |
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching |
Shen, Yang; Siu, Tak Kuen |
2013 |
—
|
|
List View
