//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Siu, Tak Kuen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Siu, Tak"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
45
Theory
45
Markov chain
34
Markov-Kette
33
Option pricing theory
31
Optionspreistheorie
31
Stochastic process
28
Stochastischer Prozess
28
Portfolio selection
17
Portfolio-Management
17
Risiko
13
Risk
13
Volatility
13
Volatilität
13
Regime-switching
11
Esscher transform
10
Derivat
8
Derivative
8
Option trading
8
Optionsgeschäft
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Credit risk
7
Hedging
7
Kreditrisiko
7
Martingal
7
Martingale
7
Risikomanagement
7
Risikomaß
7
Risk management
7
Risk measure
7
Dividend
5
HJB equation
5
Option pricing
5
Reinsurance
5
Time series analysis
5
Zeitreihenanalyse
5
Anleihe
4
Bond
4
more ...
less ...
Online availability
All
Undetermined
66
Free
9
Type of publication
All
Article
160
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Aufsatz im Buch
3
Book section
3
Arbeitspapier
1
Article
1
Aufsatzsammlung
1
Festschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
93
Undetermined
71
Author
All
Siu, Tak Kuen
Elliott, Robert J.
44
Shen, Yang
24
Siu, Tak-Kuen
23
Yang, Hailiang
18
Ching, Wai Ki
17
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
more ...
less ...
Institution
All
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Published in...
All
Insurance / Mathematics & economics
26
Applied mathematical finance
13
Economic modelling
12
Insurance: Mathematics and Economics
12
Applied Mathematical Finance
7
Computational economics
7
Economic Modelling
6
Annals of finance
5
IMA journal of management mathematics
5
International journal of theoretical and applied finance
5
Annals of operations research
4
Asia-Pacific financial markets
4
Journal of economic dynamics & control
3
Operations research letters
3
Energy economics
2
European journal of operational research : EJOR
2
International journal of production economics
2
Managerial finance
2
Mathematical methods of operations research
2
Quantitative Finance
2
Risk and decision analysis
2
Scandinavian actuarial journal
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
The journal of futures markets
2
Advances in statistics, probability and actuarial science
1
American journal of agricultural economics
1
Annals of Finance
1
Applied Stochastic Models in Business and Industry
1
Applied economics
1
Business intelligence in economic forecasting : technologies and techniques
1
CRIEFF Discussion Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Economics
1
Finance and stochastics
1
Innovative quick response programs in logistics and supply chain management
1
International Series in Operations Research & Management Science
1
Journal of Economic Dynamics and Control
1
Journal of Futures Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
91
OLC EcoSci
38
RePEc
33
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
164
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
Siu, Tak Kuen
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 505-537
Persistent link: https://www.econbiz.de/10014226298
Saved in:
2
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
3
Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting
Wang, Yike
;
Liu, Jingzhen
;
Siu, Tak Kuen
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 161-214
Persistent link: https://www.econbiz.de/10014447662
Saved in:
4
Life-cycle model with subsistence consumption constraint and state-dependent utilities
Wang, Hao
;
Siu, Tak Kuen
;
Hu, Shujie
;
Wang, Ning
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014581025
Saved in:
5
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:
6
European option pricing with market frictions, regime switches and model uncertainty
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 233-250
Persistent link: https://www.econbiz.de/10014466214
Saved in:
7
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
8
Regime switching optimal growth model with risk sensitive preferences
Goswami, Anindya
;
Rana, Nimit
;
Siu, Tak Kuen
- In:
Journal of mathematical economics
101
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539016
Saved in:
9
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
10
Dynamic fund protection for property markets
Siu, Tak Kuen
;
Nguyen, Ha
;
Wang, Ning
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
3
,
pp. 383-402
Persistent link: https://www.econbiz.de/10013353174
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->