A Markov regime-switching marked point process for short-rate analysis with credit risk. Siu, Tak Kuen — 2010 International Journal of Stochastic Analysis
Pricing exotic options under a high-order Markovian regime switching model. Ching, Wai-Ki; Siu, Tak-Kuen; Li, Li-Min — 2007 Journal of Applied Mathematics and Decision Sciences
Pricing participating products under a generalized jump-diffusion model. Siu, Tak Kuen; Lau, John W.; Yang, Hailiang — 2008 Journal of Applied Mathematics and Stochastic Analysis