Ching, W.K. (with Akutsu, T., Hayashida, M. and Ng, M.)
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Preprints 2006
Option Valuation Under Multivariate Markov Chain Model via Esscher Transform
Ching, W.K. (with Siu, T., Fung, E. and Ng, M.)
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Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models, Computational Economics 26 (2005), 251-284
Ching, W.K. (with Siu, T., Fung, E. and Ng, M.)
[PDF]