Pongsathorn Ingpochai
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Person:3568908
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Strategic asset allocation for life insurers with stochastic liability | 2019-08-29 | Paper |
| The effect of correlation and transaction costs on the pricing of basket options Applied Mathematical Finance | 2017-10-05 | Paper |
| Optimization ofN-risky asset portfolios with stochastic variance and transaction costs Quantitative Finance | 2010-06-16 | Paper |
Research outcomes over time
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