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Annals of Operations Research, Volume 151
Volume 151, Number 1, April 2007
- Hercules Vladimirou:
Preface. 1-4 - Yao-Wen Hsu, Bart M. Lambrecht:
Preemptive patenting under uncertainty and asymmetric information. 5-28 - Nicos Koussis
, Spiros H. Martzoukos
, Lenos Trigeorgis
:
Real R&D options with time-to-learn and learning-by-doing. 29-55 - Hans Haanappel, Han Smit:
Return distributions of strategic growth options. 57-80 - Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski
:
Bounds for in-progress floating-strike Asian options using symmetry. 81-98 - Constantin Mellios:
Interest rate options valuation under incomplete information. 99-117 - David Feldman
:
Incomplete information equilibria: Separation theorems and other myths. 119-149 - Turan G. Bali:
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. 151-178 - Harry Zheng:
Macaulay durations for nonparallel shifts. 179-191 - Andrea Beltratti
, Paolo Colla:
A portfolio-based evaluation of affine term structure models. 193-222 - Robert Marschinski, Pietro Rossi, Massimo Tavoni
, Flavio Cocco:
Portfolio selection with probabilistic utility. 223-239 - Turan G. Bali, Panayiotis Theodossiou
:
A conditional-SGT-VaR approach with alternative GARCH models. 241-267 - Erik Lindström
:
Estimating parameters in diffusion processes using an approximate maximum likelihood approach. 269-288 - Michael Doumpos, Constantin Zopounidis:
Model combination for credit risk assessment: A stacked generalization approach. 289-306 - Vadim I. Arkin, Alexander Slastnikov:
The effect of depreciation allowances on the timing of investment and government tax revenue. 307-323 - David Edelman:
Adapting support vector machine methods for horserace odds prediction. 325-336
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