| |
| 2004 | ||
|---|---|---|
| 4 | EE | Andrew E. B. Lim: Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market. Math. Oper. Res. 29(1): 132-161 (2004) |
| 2002 | ||
| 3 | EE | Andrew E. B. Lim, Xun Yu Zhou: Mean-Variance Portfolio Selection with Random Parameters in a Complete Market. Math. Oper. Res. 27(1): 101-120 (2002) |
| 2001 | ||
| 2 | EE | Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim: A new approach to pricing American-style derivatives. Winter Simulation Conference 2001: 329-337 |
| 1998 | ||
| 1 | J. B. Moore, Xun Yu Zhou, Andrew E. B. Lim: On LQG Control of Linear Stochastic Systems with Control Dependent Noise. Control of Distributed Parameter and Stochastic Systems 1998: 247-254 | |
| 1 | Michael C. Fu (Michael Chung-Shu Fu) | [2] |
| 2 | Scott B. Laprise | [2] |
| 3 | Steven I. Marcus | [2] |
| 4 | J. B. Moore | [1] |
| 5 | Xun Yu Zhou | [1] [3] |