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Siu, Tak Kuen
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
73
Härdle, Wolfgang
70
Joshi, Mark S.
68
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
56
Stentoft, Lars
52
Elliott, Robert J.
50
Jacobs, Kris
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
38
Jarrow, Robert A.
36
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Schlögl, Erik
35
Chesney, Marc
34
Račev, Svetlozar T.
34
Kim, Young Shin
33
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Korn, Ralf
32
Wang, Xingchun
32
Wilmott, Paul
32
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Alghalith, Moawia
29
Wong, Hoi Ying
29
Alexander, Carol
28
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
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International journal of theoretical and applied finance
5
Insurance / Mathematics & economics
4
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3
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3
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2
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2
American journal of agricultural economics
1
Asia-Pacific financial markets
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
10
A hidden Markov regime-switching model for option valuation
Liew, Chuin Ching
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 374-384
Persistent link: https://www.econbiz.de/10008747009
Saved in:
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