The following pages link to Eric S. Fung (Q431909):
Displaying 13 items.
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- Filtering a nonlinear stochastic volatility model (Q437251) (← links)
- Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014) (← links)
- Higher-order multivariate Markov chains and their applications (Q2465317) (← links)
- Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
- (Q3061032) (← links)
- Higher-order Markov chain models for categorical data sequences (Q3156740) (← links)
- A higher-order Markov model for the Newsboy's problem (Q3182678) (← links)
- (Q3407980) (← links)
- A multivariate Markov chain model for categorical data sequences and its applications in demand predictions (Q4461867) (← links)
- Building higher-order Markov chain models with EXCEL (Q5716485) (← links)
