| | |
- CSB - MetaPress - Google - Bing - Yahoo
 | 2009 | |
|---|---|---|
| 4 |      | James J. Kung, Andrew P. Carverhill: An efficient ex-ante criterion for ranking investment strategies. Applied Mathematics and Computation 210(1): 258-268 (2009) |
| 3 | | James J. Kung: A two-asset stochastic model for long-term portfolio selection. Mathematics and Computers in Simulation 79(10): 3089-3098 (2009) |
| 2 | | James J. Kung, Lung-Sheng Lee: Option pricing under the Merton model of the short rate. Mathematics and Computers in Simulation 80(2): 378-386 (2009) |
| 2008 | ||
| 1 | | James J. Kung: Multi-period asset allocation by stochastic dynamic programming. Applied Mathematics and Computation 199(1): 341-348 (2008) |
| 1 | Andrew P. Carverhill | [4] |
| 2 | Lung-Sheng Lee | [2] |
Colors in the list of coauthors
Last update Fri Jun 1 15:44:53 2012 CET by the DBLP Team —
Data released under the ODC-BY 1.0 license — See also our legal information page