Browsing by Author Song, N

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 5 to 12 of 12 < previous 
TitleAuthor(s)Issue DateViews
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
33
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
82
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
61
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
73
Option valuation under a multivariate Markov chain model
Proceeding/Conference:3rd International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice
2010
74
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
2012
189
 
2012
106
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
136