Showing results 1 to 14 of 14
Title | Author(s) | Issue Date | |
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A Real Option Approach for Investment Opportunity Valuation in High-tech Industry Journal:Journal of Industrial and Management Optimization | 2017 | ||
Asset allocation under regime-switching models Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings | 2012 | ||
Asset allocation under threshold autoregressive models Journal:Applied Stochastic Models in Business and Industry | 2012 | ||
Effect of Institutional Deleveraging on Option Valuation Problems Journal:Journal of Industrial and Management Optimization | 2021 | ||
2010 | |||
Impact of Reorder Option in Supply Chain Coordination Journal:Journal of Industrial and Management Optimization | 2017 | ||
Joint Inspection and Inventory Control for Deteriorating Items with Time-Dependent Demand and Deteriorating Rate Journal:Annals of Operations Research | 2021 | ||
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics | 2013 | ||
On Optimal Strategy for Limit Order Book Submission Problems Journal:East Asia Journal of Applied Mathematics | 2016 | ||
Optimal submission problem in a limit order book with VaR constraints Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings | 2012 | ||
Option valuation under a multivariate Markov chain model Proceeding/Conference:3rd International Joint Conference on Computational Sciences and Optimization, CSO 2010: Theoretical Development and Engineering Practice | 2010 | ||
A real option approach to optimal inventory management of retail products Journal:Journal of Industrial and Management Optimization | 2012 | ||
Risk measures and behaviors for bonds under stochastic interest rate models Journal:Mathematical and Computer Modelling | 2012 | ||
A valuation model for perpetual convertible bonds with markov regime-switching models Journal:International Journal of Pure and Applied Mathematics | 2009 |