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 |
|---|---|---|
| An evaluation of some popular investment strategies under stochastic interest rates Mathematics and Computers in Simulation | 2021-02-15 | Paper |
| A continuous-time model for valuing foreign exchange options Abstract and Applied Analysis | 2019-08-16 | Paper |
| Optimal portfolio decision rule under nonparametric characterization of the interest rate dynamics Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
| Option pricing under the Merton model of the short rate Mathematics and Computers in Simulation | 2009-11-16 | Paper |
| A two-asset stochastic model for long-term portfolio selection Mathematics and Computers in Simulation | 2009-07-22 | Paper |
| An efficient ex-ante criterion for ranking investment strategies Applied Mathematics and Computation | 2009-04-30 | Paper |
| Multi-period asset allocation by stochastic dynamic programming Applied Mathematics and Computation | 2008-05-16 | Paper |
Research outcomes over time
This page was built for person: James J. Kung
