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| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Pricing currency options under two-factor Markov-modulated stochastic volatility models | Siu, Tak Kuen; Yang, Hailiang; Lau, John W | 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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Author/Creator
- Chan, Leunglung (1)
- Elliott, Robert J (1)
- Yang, Hailiang (1)
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