Items where Author is "Yang, Hailiang"

Number of items: 4.
  • Asset allocation under threshold autoregressive models. Song, Na and Siu, Tak Kuen and Ching, Wa-Ki and Tong, Howell and Yang, Hailiang
  • Bayesian risk measures for derivatives for random Esscher transform. Siu, Tak Kuen and Tong, Howell and Yang, Hailiang
  • Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics". Tong, Howell and Yang, Hailiang
  • Option pricing under threshold autoregressive models by threshold Esscher transform. Siu, Tak Kien and Tong, Howell and Yang, Hailiang