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Search: person:"Siu, Tak-Kuen"
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Theorie
49
Theory
49
Markov chain
35
Markov-Kette
34
Option pricing theory
33
Optionspreistheorie
33
Stochastic process
30
Stochastischer Prozess
30
Portfolio selection
19
Portfolio-Management
19
Risiko
14
Risk
14
Volatility
14
Volatilität
14
Derivat
11
Derivative
11
Esscher transform
11
Regime-switching
11
Hedging
10
Option trading
9
Optionsgeschäft
9
Risikomanagement
8
Risk management
8
ARCH model
7
ARCH-Modell
7
CAPM
7
Credit risk
7
Kreditrisiko
7
Martingal
7
Martingale
7
Risikomaß
7
Risk measure
7
Option pricing
6
Dividend
5
HJB equation
5
Reinsurance
5
Time series analysis
5
Zeitreihenanalyse
5
Anleihe
4
Bayes-Statistik
4
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Undetermined
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23
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Article
178
Book / Working Paper
16
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Article in journal
87
Aufsatz in Zeitschrift
87
Aufsatz im Buch
3
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3
Article
2
Arbeitspapier
1
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Language
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English
106
Undetermined
88
Author
All
Siu, Tak Kuen
164
Elliott, Robert J.
43
Shen, Yang
24
Siu, Tak-Kuen
23
Ching, Wai Ki
17
Ching, Wai-Ki
16
Yang, Hailiang
16
Lau, John W.
13
Badescu, Alex
11
Fung, Eric S.
11
Gu, Jia-Wen
10
Chan, Leunglung
9
Ewald, Christian-Oliver
8
Meng, Hui
8
Fan, Kun
7
Elliott, Robert
6
Huang, Ximin
6
Nawar, Roy
6
Ng, Michael K.
6
Zhang, Xin
6
Zheng, Harry
6
Wang, Rongming
5
Zhu, Dong-Mei
5
Badescu, Alexandru
4
Fard, Farzad Alavi
4
Fung, Eric
4
Gu, Jia-wen
4
Lam, Kin
4
Siu, Tak-kuen
4
Wang, Ning
4
ELLIOTT, ROBERT J.
3
Li, Li-min
3
Liew, Chuin Ching
3
Liu, Jingzhen
3
Ng, Michael
3
Ouyang, Ruolan
3
SIU, TAK KUEN
3
Wong, Wing-Keung
3
Woo, Wing Hoe
3
Yang, Qing-Qing
3
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Institution
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arXiv.org
3
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Published in...
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Insurance / Mathematics & economics
26
Applied mathematical finance
14
Economic modelling
12
Insurance: Mathematics and Economics
12
Computational economics
9
Applied Mathematical Finance
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
Quantitative Finance
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of production economics
3
Journal of economic dynamics & control
3
Operations research letters
3
Papers / arXiv.org
3
Computational Economics
2
Energy economics
2
European journal of operational research : EJOR
2
Journal of Risk and Financial Management
2
Managerial finance
2
Mathematical methods of operations research
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 credit risk : published quarterly by Incisive Media
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
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ECONIS (ZBW)
102
RePEc
47
OLC EcoSci
42
EconStor
2
Other ZBW resources
1
Showing
51
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194
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51
A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
Saved in:
52
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
53
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:
54
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
55
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
56
Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
Saved in:
57
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
58
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
59
Impact of secondary market on consumer return policies and supply chain coordination
Huang, Ximin
;
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak-kuen
- In:
Omega : the international journal of management science
45
(
2014
),
pp. 57-70
Persistent link: https://www.econbiz.de/10010258686
Saved in:
60
Option valuation under a double regime-switching model
Shen, Yang
;
Fan, Kun
;
Siu, Tak Kuen
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 451-478
Persistent link: https://www.econbiz.de/10010370881
Saved in:
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