James J. Kung

Available identifiers

Publication	Date of Publication	Type
An evaluation of some popular investment strategies under stochastic interest rates	2021-02-15	Paper
A continuous-time model for valuing foreign exchange options	2019-08-16	Paper
Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics	2014-06-30	Paper
Option pricing under the Merton model of the short rate	2009-11-16	Paper
A two-asset stochastic model for long-term portfolio selection	2009-07-22	Paper
An efficient ex-ante criterion for ranking investment strategies	2009-04-30	Paper
Multi-period asset allocation by stochastic dynamic programming	2008-05-16	Paper

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