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International journal of theoretical and applied finance
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Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
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A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
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