Eric S. Fung

MaRDI QIDQ431909zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Risk measures and behaviors for bonds under stochastic interest rate models Mathematical and Computer Modelling	2013-01-24	Paper
Filtering a nonlinear stochastic volatility model Nonlinear Dynamics	2012-07-17	Paper
A flexible Markov chain approach for multivariate credit ratings Computational Economics	2012-07-03	Paper
Option valuation with a discrete-time double Markovian regime-switching model Applied Mathematical Finance	2012-06-08	Paper
Numerical methods for backward Markov chain driven Black-Scholes option pricing Frontiers of Mathematics in China	2011-04-08	Paper
A double mover-stayer model for credit ratings	2010-12-13	Paper
Nonnegative matrix factorization for interactive hidden Markov models	2010-02-24	Paper
A higher-order Markov model for the Newsboy's problem The Journal of the Operational Research Society	2009-10-15	Paper
Higher-order multivariate Markov chains and their applications Linear Algebra and its Applications	2008-01-03	Paper
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models Computational Economics	2006-10-25	Paper
Higher-order Markov chain models for categorical data sequences Naval Research Logistics	2005-01-11	Paper
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions IMA Journal of Management Mathematics	2004-05-18	Paper
Building higher-order Markov chain models with EXCEL International Journal of Mathematical Education in Science and Technology	2004-01-01	Paper

Research outcomes over time

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