Details about Chi Chung Siu
Access statistics for papers by Chi Chung Siu.
Last updated 2017-02-10. Update your information in the RePEc Author Service.
Short-id: psi738
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Journal Articles Chapters
Journal Articles
2015
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
ASTIN Bulletin, 2015, 45, (2), 355-395
View citations (18)
Chapters
2016
- Callable Stock Loans
Chapter 8 in RECENT ADVANCES IN FINANCIAL ENGINEERING 2014 Proceedings of the TMU Finance Workshop 2014, 2016, pp 161-197
View citations (2)
2011
- Option Pricing with a Regime-Switching Lévy Model
Chapter 8 in Recent Advances In Financial Engineering 2010, 2011, pp 151-179