Edward Omberg

Dynamic Nonmyopic Portfolio Behavior

Ts Kim, Edward Omberg, 1994 .

A Note on the Convergence of Binomial‐Pricing and Compound‐Option Models

Edward Omberg, 1987 .

Efficient Discrete Time Jump Process Models in Option Pricing

Edward Omberg, Edward Omberg, 1988, Journal of Financial and Quantitative Analysis.

Non-Myopic Asset-Allocation with Stochastic Interest Rates

Edward Omberg, 2001 .

The Expected Utility of the Doubling Strategy

Edward Omberg, 1989 .