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Polytopes and arrangements: Diameter and curvature
Deza, Antoine; Terlaky, Tamás; Zinchenko, Yuriy - In: Operations research letters 36 (2008) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10007915365
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Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K. - In: Computational economics 26 (2005) 3, pp. 69-102
Persistent link: https://www.econbiz.de/10007020919
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Double dividend, dynamic Laffer effects and public abatement
Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alex - In: Economic modelling 27 (2010) 3, pp. 656-666
Persistent link: https://www.econbiz.de/10008389788
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Esscher transforms and consumption-based models
Badescu, Alex; Elliott, Robert J.; Siu, Tak Kuen - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 337-347
Persistent link: https://www.econbiz.de/10008332292
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Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K. - In: Computational economics 29 (2007) 3, pp. 425-426
Persistent link: https://www.econbiz.de/10007721057
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Esscher transforms and consumption-based models
Badescu, Alex; Elliott, Robert J.; Siu, Tak Kuen - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 337-348
Persistent link: https://www.econbiz.de/10008890270
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Option valuation with normal mixture GARCH models
Badescu, Alex; Kulperger, Reg; Lazar, Emese - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 2, pp. 1-40
Persistent link: https://www.econbiz.de/10009949922
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An improved multivariate Markov chain model for credit risk
Ching, Wai-ki; Siu, Tak-kuen; Li, Li-min; Jiang, Hao; … - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 83-106
Persistent link: https://www.econbiz.de/10009932477
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On supply chain coordination for false failure returns: A quantity discount contract approach
Huang, Ximin; Choi, Sin-Man; Ching, Wai-Ki; Siu, Tak-Kuen; … - In: International journal of production economics 133 (2011) 2, pp. 634-645
Persistent link: https://www.econbiz.de/10009290015
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Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alex - In: Managerial finance 37 (2011) 11, pp. 1025-1048
Persistent link: https://www.econbiz.de/10009330249