Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
James J Kung
Information about the author James J Kung will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
A two-asset stochastic model for long-term portfolio selection
2009
In mean–variance (M–V) analysis, an investor with a holding period [0, T ]...
Option pricing under the Merton model of the short rate
2009
Previous option pricing research typically assumes that the risk-free rate or the...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
