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 1 to 10 of 10
TitleAuthor(s)Issue DateViews
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
51
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
112
 
2010
79
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
40
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
1
 
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
51
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
181
 
2012
94
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
148