Macrina, Andrea; Parbhoo, Priyanka A. Randomised mixture models for pricing kernels. (English) Zbl 1368.91176 Asia-Pac. Financ. Mark. 21, No. 4, 281-315 (2014). MSC: 91G30 35K08 60G44 60G51 60J25 PDF BibTeX XML Cite \textit{A. Macrina} and \textit{P. A. Parbhoo}, Asia-Pac. Financ. Mark. 21, No. 4, 281--315 (2014; Zbl 1368.91176) Full Text: DOI arXiv OpenURL
Satoyoshi, Kiyotaka; Mitsui, Hidetoshi Empirical study of Nikkei 225 options with the Markov switching GARCH model. (English) Zbl 1208.91164 Asia-Pac. Financ. Mark. 18, No. 1, 55-68 (2011). MSC: 91G70 91G60 62P05 PDF BibTeX XML Cite \textit{K. Satoyoshi} and \textit{H. Mitsui}, Asia-Pac. Financ. Mark. 18, No. 1, 55--68 (2011; Zbl 1208.91164) Full Text: DOI OpenURL
Itoh, Yuki Recovery process model. (English) Zbl 1170.91484 Asia-Pac. Financ. Mark. 15, No. 3-4, 307-347 (2008). MSC: 91B70 PDF BibTeX XML Cite \textit{Y. Itoh}, Asia-Pac. Financ. Mark. 15, No. 3--4, 307--347 (2008; Zbl 1170.91484) Full Text: DOI OpenURL
Siu, Tak Kuen; Lau, John W.; Yang, Hailiang On valuing participating life insurance contracts with conditional heteroscedasticity. (English) Zbl 1136.91488 Asia-Pac. Financ. Mark. 14, No. 3, 255-275 (2007). MSC: 91B30 PDF BibTeX XML Cite \textit{T. K. Siu} et al., Asia-Pac. Financ. Mark. 14, No. 3, 255--275 (2007; Zbl 1136.91488) Full Text: DOI OpenURL
Elliott, Robert J.; Chan, Leunglung; Siu, Tak Kuen Risk measures for derivatives with Markov-modulated pure jump processes. (English) Zbl 1283.91173 Asia-Pac. Financ. Mark. 13, No. 2, 129-149 (2006). MSC: 91G20 60J28 60J60 91G80 PDF BibTeX XML Cite \textit{R. J. Elliott} et al., Asia-Pac. Financ. Mark. 13, No. 2, 129--149 (2006; Zbl 1283.91173) Full Text: DOI OpenURL
Siu, Tak Kuen; Tong, Howell; Yang, Hailiang On Bayesian value at risk: from linear to non-linear portfolios. (English) Zbl 1188.91206 Asia-Pac. Financ. Mark. 11, No. 2, 161-184 (2004). MSC: 91G10 91B30 91G20 PDF BibTeX XML Cite \textit{T. K. Siu} et al., Asia-Pac. Financ. Mark. 11, No. 2, 161--184 (2004; Zbl 1188.91206) Full Text: DOI OpenURL