Kun Soo Park

Columbia University

500 West 120th Street

New York, NY 10027

United States

http://www.columbia.edu/~kp2143

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Scholarly Papers (1)

1.

A Stochastic Model for Hedge Fund Relative Returns

Number of pages: 50 Posted: 14 May 2008 Last Revised: 22 Jun 2016
Emanuel Derman, Kun Soo Park and Ward Whitt
Columbia University, Columbia University and Columbia University
Downloads 490 (75,754)

Abstract:

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hedge funds, stochastic processes