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~person:"Ching, Wai Ki"
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Search: person:"Siu, Tak"
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9
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9
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6
Stochastischer Prozess
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5
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5
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4
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Ching, Wai Ki
Siu, Tak Kuen
164
Elliott, Robert J.
44
Shen, Yang
24
Siu, Tak-Kuen
23
Yang, Hailiang
18
Ching, Wai-Ki
16
Lau, John W.
14
Badescu, Alex
11
Chan, Leunglung
11
Fung, Eric S.
11
Gu, Jia-Wen
10
Siu, Tak
10
Elliott, Robert
9
Ewald, Christian-Oliver
8
Meng, Hui
8
Fan, Kun
7
Huang, Ximin
6
Nawar, Roy
6
Ng, Michael K.
6
Zhang, Xin
6
Zheng, Harry
6
Fung, Eric
5
Wang, Rongming
5
Zhu, Dong-Mei
5
Badescu, Alexandru
4
Fard, Farzad Alavi
4
Gu, Jia-wen
4
Lam, Kin
4
Lin, Xiang
4
Siu, Tak-kuen
4
Wang, Ning
4
Zhang, Chunhong
4
ELLIOTT, ROBERT J.
3
Lau, John
3
Li, Li-min
3
Liew, Chuin Ching
3
Liu, Jingzhen
3
Miao, Hong
3
Ng, Michael
3
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Computational economics
3
International journal of production economics
2
Business intelligence in economic forecasting : technologies and techniques
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
IMA journal of management mathematics
1
Innovative quick response programs in logistics and supply chain management
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society : OR
1
Mathematical methods of operations research : ZOR
1
OR spectrum : quantitative approaches in management
1
Omega : the international journal of management science
1
Risk and decision analysis
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
17
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1
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
2
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
3
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
4
On optimal pricing model for multiple dealers in a competitive market
Yang, Qing-Qing
;
Gu, Jia-Wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
1
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012134689
Saved in:
5
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
Saved in:
6
Market-making strategy with asymmetric information and regime-switching
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-Wen
;
Siu, Tak Kuen
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 408-433
Persistent link: https://www.econbiz.de/10011974101
Saved in:
7
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
8
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
9
Pricing strategy for a two-echelon supply chain with optimized return effort level
Xie, Yue
;
Tai, Allen H.
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
International journal of production economics
182
(
2016
),
pp. 185-195
Persistent link: https://www.econbiz.de/10011621941
Saved in:
10
On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Henry
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
Saved in:
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