//--> //--> //-->
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
~isPartOf:"Computational economics"
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
Valuing commodity options and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
4
Markov-Kette
4
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Bid and ask quotes
1
Bid-ask spread
1
Characteristic function
1
Corporate debt
1
Credit rating
1
Credit risk
1
Debt financing
1
Fourier transformation
1
Fremdkapital
1
Geld-Brief-Spanne
1
HJB equations
1
Hidden Markov model (HMM)
1
Interest rate
1
Kreditrisiko
1
Kreditwürdigkeit
1
Limit order book
1
Market microstructure
1
Marktmikrostruktur
1
Multiple dealers
1
Multivariate Analyse
1
Multivariate analysis
1
Optimal pricing
1
Option pricing
1
Preismanagement
1
Pricing strategy
1
Regime-switching
1
Risiko
1
Risk
1
Securities trading
1
Stochastic process
1
Stochastischer Prozess
1
Verbindlichkeiten
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Undetermined
2
Author
All
Siu, Tak Kuen
7
Ching, Wai Ki
3
Fung, Eric S.
2
Lau, John W.
2
Gu, Jia-Wen
1
Li, Li-min
1
Li, Tang
1
Li, Wai Keung
1
Lu, Jiejun
1
Yang, Qing-Qing
1
Zhu, Dong-Mei
1
more ...
less ...
Published in...
All
Computational economics
Insurance / Mathematics & economics
47
Insurance: Mathematics and Economics
16
Economic modelling
15
Applied mathematical finance
14
Applied Mathematical Finance
7
Economic Modelling
7
European journal of operational research : EJOR
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of theoretical and applied finance
6
Scandinavian actuarial journal
6
Annals of finance
5
Annals of operations research
5
Finance research letters
5
IMA journal of management mathematics
5
Operations research letters
5
Asia-Pacific financial markets
4
China journal of accounting research : CJAR
3
Energy economics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of economic dynamics & control
3
Pacific-Basin finance journal
3
Quantitative finance
3
The journal of futures markets
3
Applied economics
2
Astin bulletin : the journal of the International Actuarial Association
2
European Journal of Operational Research
2
International journal of hospitality management
2
International journal of production economics
2
International review of economics & finance : IREF
2
Journal of business research : JBR
2
Journal of financial and quantitative analysis : JFQA
2
Journal of regional science
2
Managerial Finance
2
Managerial finance
2
Mathematical methods of operations research
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Papers / arXiv.org
2
Quantitative Finance
2
Risk and decision analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
OLC EcoSci
2
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
2
Modeling default data via an interactive hidden Markov model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
3
A flexible markov chain approach for multivariate credit ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10009513179
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
Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10007988797
Saved in:
7
A Flexible Markov Chain Approach for Multivariate Credit Ratings
Fung, Eric S.
;
Siu, Tak Kuen
- In:
Computational economics
39
(
2012
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10009825119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->