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Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying - In: European journal of operational research : EJOR 245 (2015) 2, pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng; Wong, Hoi Ying - In: European journal of operational research : EJOR 273 (2019) 2, pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
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Efficient social distancing during the COVID-19 pandemic : integrating economic and public health considerations
Chen, Kexin; Pun, Chi Seng; Wong, Hoi Ying - In: European journal of operational research : EJOR 304 (2023) 1, pp. 84-98
Persistent link: https://www.econbiz.de/10013454174