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| Title | Author/Creator | Date | Full Text | Reviewed | |
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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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| Option pricing when the regime-switching risk is priced | Siu, Tak Kuen; Yang, Hailiang | 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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| A Valuation model for perpetual convertible bonds with Markov regime switching models | Song, Na; Jiao, Yue; Ching, Wai-Ki; Siu, Tak-Kuen; Wu, Zhen-Yu | 2009 | — |
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Author/Creator
- Siu, Tak Kuen (3)
- Elliott, Robert J (2)
- Yang, Hailiang (2)
- Chan, Leunglung (1)
- Ching, Wai-Ki (1)
- Jiao, Yue (1)
- Lau, John W (1)
- Siu, Tak-Kuen (1)
- Song, Na (1)
- Wu, Zhen-Yu (1)
Subject Keyword
- regime-switching risk (2)
- 010100 Pure Mathematics (1)
- 010400 Statistics (1)
- American options (1)
- Contingent Claims (1)
- European options (1)
- Markov chain (1)
- Martingale Representation (1)
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