|
RESEARCH INTERESTS
- Numerical
Stochastic Modeling in Financial Mathematics
- Stochastic
Optimization
- Applied
Probability and Statistical Analysis
PUBLICATIONS
- Dshalalow, J.H.
and Liew, Agatha, “On exit times of a multivariate random walk and
its embedding in a quasi Poisson process,” Stochastic Analysis
and Applications, Volume 24, Issue 2, Pages 451-474, 2006;
Abstract
Link.
- Dshalalow, J.H.
and Liew, Agatha, “On fluctuations of a multivariate random walk
with some applications to stock options trading and hedging,” Mathematical and Computer Modelling, Volume 44, Issues 9-10,
November 2006, Pages 931-944;
Abstract Link.
- Dshalalow,
J.H. and Liew, Agatha, “On level crossings of an oscillating marked
random walk,” Computers and Mathematics with Applications,
Volume 52, Issue 6-7, Pages 917-932, December 2006;
Abstract Link.
-
Liew, Agatha Yin Bing, "Stochastic
analysis of a multivariate random walk with applications to
finance," ISBN:
0-542-55699-5, August 2006; Distributed by
ProQuest Information and Learning.
PROFESSIONAL
MEMBERSHIPS
|