Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
SIU, TAK KUEN
and
ELLIOTT, ROBERT J.
2019.
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS.
International Journal of Theoretical and Applied Finance,
Vol. 22,
Issue. 08,
p.
1950047.
Wang, Ning
Jin, Zhuo
Siu, Tak Kuen
and
Qiu, Ming
2021.
Household consumption-investment-insurance decisions with uncertain income and market ambiguity.
Scandinavian Actuarial Journal,
Vol. 2021,
Issue. 10,
p.
832.
Elliott, Robert J.
and
Siu, Tak Kuen
2023.
Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method.
Journal of Futures Markets,
Vol. 43,
Issue. 7,
p.
925.
Xie, Lin
Qian, Linyi
Chen, Lv
Yang, Lianxing
and
Li, Danping
2025.
Optimal asset allocation for pooled annuity under ambiguity aversion and partial information.
Journal of Industrial and Management Optimization,
Vol. 0,
Issue. 0,
p.
0.