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The Pricing of credit default swaps under a Markov-modulated Merton's structural model |
Siu, Tak Kuen; Erlwein, Christina; Mamon, Rogemar |
2008 |
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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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Prime divisors of some shifted products |
Levieil, Eric; Luca, Florian; Shparlinski, Igor E |
2005 |
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A Production planning model and a case study for the pharmaceutical industry in The Netherlands |
Ashayeri, Jalal; Selen, Willem J |
2003 |
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Rank statistics for a family of elliptic curves over a function field |
Pomerance, Carl; Shparlinski, Igor E |
2010 |
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Report on the lump sum experience investigation 1998-99 |
Barn, G; Berry, P; Mark, A. T; Service, D; Turner, S. G... More
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2005 |
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Riesz transform and related inequalities on non-compact Riemannian manifolds |
Coulhon, Thierry; Duong, Xuan Thinh |
2003 |
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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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Risk minimizing option pricing in a regime switching market |
Deshpande, Amogh; Ghosh, Mrinal K |
2008 |
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The Role of representations in young children's structural development of mathematics |
Mulligan, Joanne |
2010 |
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Ruin theory under a generalized jump-diffusion model with regime switching |
Siu, Tak Kuen; Lau, John W; Yang, Hailiang |
2008 |
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Sample period selection and long term dependence : new evidence from the Dow Jones index |
Batten, Jonathan A; Ellis, Craig A; Fethertson, Thomas A |
2008 |
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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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