Search Results - Siu, Tak kuen

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  1. 1
    A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models

    A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models by Siu, Tak kuen

    Published 2008
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  2. 2
    A PDE approach for risk measures for derivatives with regime switching

    A PDE approach for risk measures for derivatives with regime switching by Elliott, R., Siu, Tak kuen, Chan, L.

    Published 2008
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