| Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales. QQ Yang, WK Ching, W He, TK Siu Journal of Industrial & Management Optimization 15 (1), 2019 | 12 | 2019 |
| Trading strategy with stochastic volatility in a limit order book market QQ Yang, WK Ching, J Gu, TK Siu Decisions in Economics and Finance 43 (1), 277-301, 2020 | 4 | 2020 |
| Market-making strategy with asymmetric information and regime-switching QQ Yang, WK Ching, JW Gu, TK Siu Journal of Economic Dynamics and Control 90, 408-433, 2018 | 4 | 2018 |
| Trading strategy with stochastic volatility in a limit order book market WK Ching, JW Gu, TK Siu, QQ Yang arXiv preprint arXiv:1602.00358, 2016 | 2 | 2016 |
| On optimal pricing model for multiple dealers in a competitive market QQ Yang, JW Gu, WK Ching, TK Siu Computational Economics 53, 397-431, 2019 | 1 | 2019 |
| A Markov-driven portfolio execution strategy with market impact Q Yang, WK Ching, TK Siu, Z Zhang Numer. Math.: Theory Methods Appl, 2018 | 1 | 2018 |
| Viscosity solution for optimal liquidation problems with randomly-terminated horizon QQ Yang, WK Ching, J Gu, TK Wong, DM Zhu Finance Research Letters 61, 105043, 2024 | | 2024 |
| Effect of institutional deleveraging on option valuation problems QQ Yang, WK Ching, WH He, N Song Journal of Industrial and Management Optimization 17 (4), 2097-2118, 2021 | | 2021 |
| Optimal market making and liquidation strategies in quantitative trading Q Yang HKU Theses Online (HKUTO), 2018 | | 2018 |
| Optimal Liquidation Problems in a Randomly-Terminated Horizon QQ Yang, WK Ching, JW Gu, TK Wong arXiv preprint arXiv:1709.05837, 2017 | | 2017 |
| Generalized optimal liquidation problems across multiple trading venues QQ Yang, WK Ching, JW Gu, TK Siu arXiv preprint arXiv:1607.04553, 2016 | | 2016 |
