Browsing by Author Song, N

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Showing results 1 to 12 of 12
TitleAuthor(s)Issue DateViews
 
A Real Option Approach for Investment Opportunity Valuation in High-tech Industry
Journal:Journal of Industrial and Management Optimization
2017
4
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
61
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
131
 
2010
94
 
Impact of Reorder Option in Supply Chain Coordination
Journal:Journal of Industrial and Management Optimization
2017
7
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
57
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
28
 
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
62
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
83
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
2012
206
 
2012
114
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
171