Browsing by Author Siu, T

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
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
93
 
2013
84
 
2017
71
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
50
 
2014
85
 
Market-Making Strategy with Asymmetric Information and Regime-Switching
Journal:Journal of Economic Dynamics and Control
2018
101
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
42
 
2013
47
 
2019
135
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
76
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013
56
 
On reduced-form intensity-based model with 'trigger' events
Journal:Journal of the Operational Research Society
2014
70
 
Optimal insurance in a changing economy
Journal:Mathematical Control and Related Fields
2014
84
 
2013
70
 
2016
39
 
2019
10
 
2016
44
 
2019
157