Tak Kuen Siu

Finance · 2004–2016

A researcher in the Science corpus: 15 papers; trusts 27 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

Whom Tak Kuen Siu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Robert J. R. Elliott
  3. Jack Buffington
  4. Daniel B. Nelson
  5. Christian Hipp
  6. Anna Rita Bacinello
  7. Yoshio Miyahara
  8. Paul Embrechts
  9. Andrew J. G. Cairns
  10. Bernt Øksendal

Who trusts Tak Kuen Siu overall

  1. Robert J. R. Elliott
  2. Min Dai
  3. Pricing Annuity
  4. Alexandru Badescu
  5. Guang-Hua Lian
  6. Yue Kuen Kwok
  7. Chi Seng Pun
  8. Guarantees Under
  9. Ali Foroush Bastani
  10. Dong-Mei Zhu

Papers from Tak Kuen Siu's perspective

Ordered by how strongly the researchers Tak Kuen Siu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Stochastic control for optimal new business
  5. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  6. On the pricing and hedging of volatility derivatives
  7. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  8. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
  9. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  10. Exponential Hedging and Entropic Penalties

Their papers