The following pages link to Chi Chung Siu (Q466271):
Displayed 13 items.
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Optimal execution with regime-switching market resilience (Q1734569) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
- Dynamic mean-variance problem with frictions (Q2120542) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- A class of nonzero-sum investment and reinsurance games subject to systematic risks (Q4577200) (← links)
- Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising (Q5238253) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)