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~person:"Siu, Tak Kuen"
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Option pricing theory
31
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31
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18
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14
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14
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9
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Siu, Tak Kuen
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
72
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
52
Jacobs, Kris
47
Wystup, Uwe
45
Hull, John
42
Jarrow, Robert A.
40
Benth, Fred Espen
39
Korn, Ralf
39
Kwok, Yue-Kuen
39
Belomestny, Denis
36
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
34
Kim, Young Shin
33
Schoenmakers, John
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Perrakis, Stylianos
32
Wang, Xingchun
32
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Scaillet, Olivier
30
Wilmott, Paul
30
RaÄŤev, Svetlozar T.
29
Subrahmanyam, Marti G.
29
Alghalith, Moawia
28
Jacquier, Antoine (Jack)
28
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International journal of theoretical and applied finance
5
Insurance / Mathematics & economics
4
Annals of finance
3
Applied mathematical finance
3
Economic modelling
3
Computational economics
2
American journal of agricultural economics
1
Annals of operations research
1
Asia-Pacific financial markets
1
Discussion paper series
1
Energy economics
1
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
New methods in fixed income modeling : fixed income modeling
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Operations research letters
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The European journal of finance
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ECONIS (ZBW)
33
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1
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
2
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
3
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:
4
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:
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 foreign equity options with regime-switching
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
37
(
2014
),
pp. 296-305
Persistent link: https://www.econbiz.de/10010417689
Saved in:
7
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
8
On the market-consistent valuation of fish farms : using the real option approach and salmon futures
Ewald, Christian-Oliver
;
Ouyang, Ruolan
;
Siu, Tak Kuen
- In:
American journal of agricultural economics
99
(
2017
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10011761182
Saved in:
9
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:
10
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:
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