Items where Author is "Yang, H"

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