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EQUITY INVESTMENTS - Growth, Corporate Profitability, and Value Creation - Corporate performance and shareholder value grow with growth in earnings or sales, but beyond an optimal point, further growth is destructive.

Ramezani, Cyrus A.; Soenen, Luc; Jung, Alan - In: Financial analysts' journal : FAJ 58 (2002) 6, pp. 56-67

Persistent link: https://www.econbiz.de/10006260095

Investment Strategies under Transactions Costs: The Finite Horizon Case

Gennotte, Gerard; Jung, Alan - In: Management science : journal of the Institute for … 40 (1994) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10006104914

LOW-DISCREPANCY SEQUENCES: MONTE CARLO SIMULATION OF OPTION PRICES

Galanti, Silvio; Jung, Alan - In: The journal of derivatives : the official publication … 5 (1997) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10007368288

IMPROVING THE PERFORMANCE OF LOW-DISCREPANCY SEQUENCES USING BROWNIAN BRIDGE IN MONTE CARLO SIMULATION OF OPTION PRICES - Monte Carlo simulation is an increasingly important technique for derivatives valuation. However, with longer maturities, more complex contingencies, and payoffs that depend on multiple assets, simulation problems are arising that require more and more computer runs to achieve ...

Jung, Alan - In: The journal of derivatives : the official publication … 19980, pp. 85

Persistent link: https://www.econbiz.de/10007374516

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