The following pages link to James Huang (Q459785):
Displaying 15 items.
- Stability analysis of a harvested prey-predator model with stage structure and maturation delay (Q459786) (← links)
- Higher-order risk vulnerability (Q513593) (← links)
- The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence (Q529803) (← links)
- On the minimal members of convex expectations (Q624553) (← links)
- Effects of background risks on cautiousness with an application to a portfolio choice problem (Q629337) (← links)
- Option pricing bounds and the elasticity of the pricing kernel (Q704004) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Impact of divergent consumer confidence on option prices (Q1417891) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421) (← links)
- Representative consumer's risk aversion and efficient risk-sharing rules (Q2469863) (← links)
- DYNAMICAL ANALYSIS AND CONTROL IN A DELAYED DIFFERENTIAL-ALGEBRAIC BIO-ECONOMIC MODEL WITH STAGE STRUCTURE AND DIFFUSION (Q2921249) (← links)
- DYNAMICAL BEHAVIOR OF A HARVESTED PREY-PREDATOR MODEL WITH STAGE STRUCTURE AND DISCRETE TIME DELAY (Q3186155) (← links)
- An Equivalent Definition of Rough Sets (Q3541045) (← links)
- Cautiousness, Skewness Preference, and the Demand for Options (Q4554718) (← links)
