Browsing by Author SONG, N

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Showing results 8 to 14 of 14 < previous 
TitleAuthor(s)Issue DateViews
 
On Optimal Cash Management under a Stochastic Volatility Model
Journal:East Asian Journal on Applied Mathematics
2013
45
 
On Optimal Strategy for Limit Order Book Submission Problems
Journal:East Asia Journal of Applied Mathematics
2016
58
Optimal submission problem in a limit order book with VaR constraints
Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings
2012
146
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
107
 
A real option approach to optimal inventory management of retail products
Journal:Journal of Industrial and Management Optimization
2012
191
 
2012
173
 
A valuation model for perpetual convertible bonds with markov regime-switching models
Journal:International Journal of Pure and Applied Mathematics
2009
162