Items where Author is "Siu, T.K"

Number of items: 2.
  • On Bayesian value at risk: from linear to non-linear portfolios. Tong, Howell and Siu, T.K and Yang, H
  • On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. Tong, Howell and Siu, T.K and Yang, H