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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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Single-machine scheduling to stochastically minimize maximum lateness |
Cai, Xiaoqiang; Wang, Liming; Zhou, Xian |
2007 |
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Single-machine scheduling with general costs under compound-type distributions |
Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian |
2007 |
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Spot and derivative pricing in the EEX power market |
Bierbrauer, Michael; Menn, Christian; Rachev, Svetlozar T; Trück, Stefan |
2007 |
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Interventions in the Yen-dollar spot market : a story of price, volatility and volume |
Kim, Suk-Joong; Sheen, Jeffrey |
2006 |
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On Bayesian mixture credibility |
Lau, John W; Siu, Tak Kuen; Yang, Hailiang |
2006 |
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Option pricing under autoregressive random variance models |
Siu, Tak Kuen |
2006 |
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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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Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models |
Misiorek, Adam; Trueck, Stefan; Weron, Rafal |
2006 |
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Rigorous analysis of extemely large spherical reflector antennas : EM case |
Vinogradova, E. D; Vinogradov, S. S; Smith, P. D |
2006 |
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A Spectrally accurate algorithm for electromagnetic scattering in three dimensions |
Ganesh, Mahadevan; Hawkins, Stuart C |
2006 |
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An Implicit wavelet sparse approximate inverse preconditioner |
Hawkins, Stuart C; Chen, Ke |
2005 |
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Matching stochastic algorithms to objective function landscapes |
Baritompa, W. P; Dür, M; Hendrix, E. M. T; Noakes, L; Pullan, W. J... More
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2005 |
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Objective function features providing barriers to rapid global optimization |
Locatelli, M; Wood, G. R |
2005 |
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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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