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A Continuous-Time Model for Valuing Foreign Exchange Options

Abstract and Applied Analysis, 2013-01, Vol.2013 (2013), p.1-10

2013

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A nonparametric kernel regression approach for pricing options on stock market index

Applied economics, 2016-02, Vol.48 (10), p.902-913

Kung, James J.

2016

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Which Random Walk Best Portrays the Dynamics of the Japanese Yen?

Australian economic papers, 2014-12, Vol.53 (3-4), p.153-169

2014

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Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics

Journal of optimization theory and applications, 2014-04, Vol.161 (1), p.225-238

Kung, James J.

2014

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How effective are technical rules in predicting the 2008 global financial crisis? The case of the four Asian tigers

Journal of the Asia Pacific economy, 2021-01, Vol.26 (1), p.13-33

2021

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A Bootstrap Analysis of the Nikkei 225

Journal of Economic Integration, 2012, 27(3), , pp.487-504

2012

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Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis

Journal of Economic Integration, 2009, 24(1), , pp.135-150

2009

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Multi-period asset allocation by stochastic dynamic programming

Applied mathematics and computation, 2008-05, Vol.199 (1), p.341-348

Kung, James J.

2008

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A two-asset stochastic model for long-term portfolio selection

Mathematics and computers in simulation, 2009-06, Vol.79 (10), p.3089-3098

Kung, James J.

2009

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Dynamic strategies for fixed-income investment

Applied economics, 2008-05, Vol.40 (10), p.1341-1354

Kung, James J.

2008

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An efficient ex-ante criterion for ranking investment strategies

Applied mathematics and computation, 2009-04, Vol.210 (1), p.258-268

2009

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EFFICIENCY OF THE TAIWAN STOCK MARKET

Japanese economic review (Oxford, England), 2009-09, Vol.60 (3), p.389-394

2009

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Indonesia's stock market: evolving role, growing efficiency

Bulletin of Indonesian economic studies, 2010-12, Vol.46 (3), p.329-346

2010

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Stochastic Control for Asset Management

Journal of mathematical finance, 2013-01, Vol.3 (1), p.59-69

2013

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A cointegration study of the efficiency of the US Treasury STRIPS market

Applied economics, 2005-04, Vol.37 (6), p.695-703

2005

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An evaluation of some popular investment strategies under stochastic interest rates

Mathematics and computers in simulation, 2013-08, Vol.94, p.96-108

2013

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Dynamic strategies for fixed-income investment

Applied economics, 2008-05, Vol.40 (10), p.1

Kung, James J

2008

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Option pricing under the Merton model of the short rate

Mathematics and computers in simulation, 2009-10, Vol.80 (2), p.378-386

2009

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A Bootstrap Analysis of the Nikkei 225

Journal of economic integration, 2012-09, Vol.27 (3), p.489-504

2012

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How has the Chinese Yuan Evolved since the 2005 Reform?

Journal of Economics and Business, 2019-09, Vol.2 (3)

2019

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Profitability of Technical Analysis in the Singapore Stock Market

Journal of economic integration, 2009-03, Vol.24 (1), p.135-150

2009

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A technical investigation of the shanghai composite index

International Journal of Research in Finance and Management, 2019-07, Vol.2 (2), p.47-51

2019

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Discovery and Characterization of Super-Enhancer-Associated Dependencies in Diffuse Large B Cell Lymphoma

Cancer cell, 2013-12, Vol.24 (6), p.777-790

2013

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BET bromodomain inhibition targets both c-Myc and IL7R in high-risk acute lymphoblastic leukemia

Blood, 2012-10, Vol.120 (14), p.2843-2852

2012

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NF-κB Directs Dynamic Super Enhancer Formation in Inflammation and Atherogenesis

Molecular cell, 2014-10, Vol.56 (2), p.219-231

2014

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A Continuous-Time Model for Valuing Foreign Exchange Options

A nonparametric kernel regression approach for pricing options on stock market index

Which Random Walk Best Portrays the Dynamics of the Japanese Yen?

Optimal Portfolio Decision Rule Under Nonparametric Characterization of the Interest Rate Dynamics

How effective are technical rules in predicting the 2008 global financial crisis? The case of the four Asian tigers

A Bootstrap Analysis of the Nikkei 225

Profitability of Technical Analysis in the Singapore Stock Market: before and after the Asian Financial Crisis

Multi-period asset allocation by stochastic dynamic programming

A two-asset stochastic model for long-term portfolio selection

Dynamic strategies for fixed-income investment

An efficient ex-ante criterion for ranking investment strategies

EFFICIENCY OF THE TAIWAN STOCK MARKET

Indonesia's stock market: evolving role, growing efficiency

Stochastic Control for Asset Management

A cointegration study of the efficiency of the US Treasury STRIPS market

An evaluation of some popular investment strategies under stochastic interest rates

Dynamic strategies for fixed-income investment

Option pricing under the Merton model of the short rate

A Bootstrap Analysis of the Nikkei 225

How has the Chinese Yuan Evolved since the 2005 Reform?

Profitability of Technical Analysis in the Singapore Stock Market

A technical investigation of the shanghai composite index

Discovery and Characterization of Super-Enhancer-Associated Dependencies in Diffuse Large B Cell Lymphoma

BET bromodomain inhibition targets both c-Myc and IL7R in high-risk acute lymphoblastic leukemia

NF-κB Directs Dynamic Super Enhancer Formation in Inflammation and Atherogenesis

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