Recent Working Papers have not been posted yet!
Maximum Likelihood Estimation of Double Exponential Jump-Diffusion Process, (With Y. Zeng, Annals of Finance, Nov. 2006)
An Empirical Assessment of the Double Exponential Jump-Diffusion Process. (15 October 2004)
Real Options, Corporate Profitability, and Shareholder Value Creation, (The Abstract is here) Prepared for the 7th International Conference on Real Options (July 2003).
Growth, Corporate Profitability, and Value Creation, Financial Analysts Journal (Dec. 2002)
Optimizing Portfolio Transitions, Institutional Investor Journal (2001)
Insurance and Reinsurance Contracts as Complex Derivatives, Journal of Risk (2001)
Risk Management Tools as Complex Derivatives, Journal of Financial Engineering (1999)
Stochastic Market Cycles and Option Valuation; Work in progress
Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes;
Qualitative Attributes and Asset Prices; Work in progress
A Non-Parametric Approach to Pricing Financial Assets; Work in progress
Non-Parametric Estimation of Nutrient Demand: AVAS; Journal of Agricultural and Resource Economics (1995)
Non-Parametric Estimation of Nutrient Demand: Kernel Estimators; Journal of Consumer Affairs (1995)
Demand for Imported Foods in Saudi Arabia; Journal of International Economic Integration (1995)
Aggregation in Demand Systems; American Journal of Agricultural Economics (1995)
On Application of LWR to Nutrient Intake Data; Work in progress