Eric S. Fung

Available identifiers

Publication	Date of Publication	Type
Risk measures and behaviors for bonds under stochastic interest rate models	2013-01-24	Paper
Filtering a nonlinear stochastic volatility model	2012-07-17	Paper
A flexible Markov chain approach for multivariate credit ratings	2012-07-03	Paper
Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model	2012-06-08	Paper
Numerical methods for backward Markov chain driven Black-Scholes option pricing	2011-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q3061032	2010-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q3407980	2010-02-24	Paper
A higher-order Markov model for the Newsboy's problem	2009-10-15	Paper
Higher-order multivariate Markov chains and their applications	2008-01-03	Paper
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models	2006-10-25	Paper
Higher-order Markov chain models for categorical data sequences	2005-01-11	Paper
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions	2004-05-18	Paper
Building higher-order Markov chain models with EXCEL	2004-01-01	Paper

This page was built for person: Eric S. Fung