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Details about Chi Chung Siu

E-mail:
Workplace:Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Chi Chung Siu.

Last updated 2017-02-10. Update your information in the RePEc Author Service.

Short-id: psi738


Jump to Journal Articles Chapters

Journal Articles

2015

  1. VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
    ASTIN Bulletin, 2015, 45, (2), 355-395 Downloads View citations (18)

Chapters

2016

  1. Callable Stock Loans
    Chapter 8 in RECENT ADVANCES IN FINANCIAL ENGINEERING 2014 Proceedings of the TMU Finance Workshop 2014, 2016, pp 161-197 Downloads View citations (2)

2011

  1. Option Pricing with a Regime-Switching Lévy Model
    Chapter 8 in Recent Advances In Financial Engineering 2010, 2011, pp 151-179 Downloads
 
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