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Financial Engineering and Computation
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Financial Engineering and Computation (2001)Financial Engineering and ComputationUtility, Rationality and Beyond – From Behavioral Finance to Informational Finance (2020)Utility, Rationality and Beyo…The Impact of Improvisation on Creativity: A Fractal Approach (2015)The Impact of Improvisation o…Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (2015)Pricing guaranteed minimum/li…Finite-Element Methods (2012)Finite-Element MethodsUnbiased and efficient Greeks of financial options (2010)Unbiased and efficient Greeks…Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (2009)Efficient option pricing on s…Redesign of production flow lines to postpone product differentiation (2008)Redesign of production flow l…Accurate pricing formulas for Asian options (2007)Accurate pricing formulas for…Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (2005)Randomly generating portfolio…The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Coherent Measures of Risk (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect theory: An analysis of decision under risk (1988)A Theory of Cognitive Dissonance (2017)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)“Options, Futures, and Other Derivatives” (2016)An equilibrium characterization of the term structure (1977)Option pricing: A simplified approach (1979)Dynamic Asset Pricing Theory. (1993)Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (2018)Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging (2021)Theory of Financial Decision Making. (1988)Options, Futures and Other Derivatives (2003)A numerical study of Asian option with radial basis functions based finite differences method (2014)Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach (2016)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)A new perspective for optimal portfolio selection with random fuzzy returns (2007)Fuzzy portfolio optimization model under real constraints (2013)Sustainability in supplier selection and order allocation: Combining integer variables with Markowitz portfolio theory (2019)Modelling the Costs and Benefits of Delayed Product Differentiation (1997)Planning for Product Platforms (1998)Inventory management and production planning and scheduling (1999)Quality and lean practices synergies (2020)Social Foundations of Thought and Action : A Social Cognitive Theory (1985)Flow: the psychology of optimal experience (1990)Flow: The Psychology of Optimal Experience (1991)
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  • 2005Randomly generating portfolio-selection covariance matrices with specified distributional characteristics101 cited
  • 2012Finite-Element Methods46 cited
  • 2007Accurate pricing formulas for Asian options29 cited
  • 2009Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree24 cited
  • 2015Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks23 cited
  • 2010Unbiased and efficient Greeks of financial options20 cited
  • 2008Redesign of production flow lines to postpone product differentiation10 cited
  • 2015The Impact of Improvisation on Creativity: A Fractal Approach3 cited
  • 2020Utility, Rationality and Beyond – From Behavioral Finance to Informational Finance2 cited

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