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Stochastic process
Theorie
70
Theory
70
China
39
Portfolio selection
39
Portfolio-Management
39
Stochastischer Prozess
39
Option pricing theory
38
Optionspreistheorie
38
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36
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34
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22
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22
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20
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19
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17
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17
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12
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11
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10
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10
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10
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8
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8
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8
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8
Entscheidung unter Unsicherheit
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39
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Siu, Tak Kuen
29
Shen, Yang
14
Elliott, Robert J.
9
Ching, Wai Ki
6
Wang, Rongming
4
Zeng, Yan
4
Zhu, Dong-Mei
4
Chan, Leunglung
2
Feng, Yang
2
Lu, Jiejun
2
Wei, Jiaqin
2
Yang, Hailiang
2
Zhu, Jinxia
2
Cohen, Samuel N.
1
Ewald, Christian-Olivier
1
Fan, Kun
1
Fard, Farzad Alavi
1
Gu, Jia-wen
1
Gu, Jiawen
1
Lau, John W.
1
Li, Danping
1
Li, Xun
1
Lin, Xiang
1
Lv, Chen
1
Madan, Dilip B.
1
Muravey, Dmitry
1
Nawar, Roy
1
Qian, Linyi
1
Sherris, Michael
1
Tang, Yincai
1
Wang, Hao
1
Wang, Wei
1
Wang, Wenyuan
1
Wu, Zhenyu
1
Yang, Qing-Qing
1
Yu, Feng-Hui
1
Zhang, Chunhong
1
Zhang, Lianmin
1
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1
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Insurance / Mathematics & economics
11
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3
Annals of finance
2
IMA journal of management mathematics
2
Operations research letters
2
Scandinavian actuarial journal
2
Advances in statistics, probability and actuarial science
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
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1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper series
1
Energy economics
1
European journal of operational research : EJOR
1
Innovative quick response programs in logistics and supply chain management
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
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ECONIS (ZBW)
39
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1
Pricing dynamic fund protection under hidden Markov models
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011858973
Saved in:
2
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Operations research letters
41
(
2013
)
2
,
pp. 180-187
Persistent link: https://www.econbiz.de/10009727702
Saved in:
3
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
5
Longevity bond pricing under stochastic interest rate and mortality with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 114-123
Persistent link: https://www.econbiz.de/10009718990
Saved in:
6
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
Saved in:
7
Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang
;
Zhang, Xin
;
Siu, Tak Kuen
- In:
Operations research letters
42
(
2014
)
5
,
pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
Saved in:
8
Option pricing when the regime-switching risk is priced
Siu, Tak Kuen
;
Yang, Hailiang
;
Lau, John W.
-
2007
Persistent link: https://www.econbiz.de/10003647140
Saved in:
9
Improving revenue management : a real option approach
Ching, Wai Ki
;
Li, Xun
;
Siu, Tak Kuen
;
Wu, Zhenyu
- In:
Innovative quick response programs in logistics and …
,
(pp. 122-139)
.
2010
Persistent link: https://www.econbiz.de/10003951779
Saved in:
10
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
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