Browsing by Author Siu, T

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Showing results 1 to 18 of 18
TitleAuthor(s)Issue DateViews
 
A Markov-Driven Portfolio Execution Strategy with Market Impact
Journal:Numerical Mathematics: Theory, Methods and Applications
2018
105
 
2013
89
 
2017
82
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
62
 
2014
90
 
Market-Making Strategy with Asymmetric Information and Regime-Switching
Journal:Journal of Economic Dynamics and Control
2018
119
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
50
 
2013
54
 
2019
140
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
84
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013
62
 
On reduced-form intensity-based model with 'trigger' events
Journal:Journal of the Operational Research Society
2014
75
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
93
 
2013
74
 
2016
47
 
2019
15
 
2016
52
 
2019
167