The following pages link to Mei Choi Chiu (Q319795):
Displayed 30 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- (Q846948) (redirect page) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Asset and liability management under a continuous-time mean-variance optimization framework (Q860504) (← links)
- FFT network for interest rate derivatives with Lévy processes (Q1684764) (← links)
- Dual-curve Hull-White interest rate model with stochastic volatility (Q1684766) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Optimal investment for an insurer with cointegrated assets: CRRA utility (Q2252279) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- Optimal investment for insurers with correlation risk: risk aversion and investment horizon (Q5234100) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)