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ORCIDJournal of Applied Mathematics and Decision Sciences, Volume 2009
Volume 2009, 2009
- Diresh Jewan, Renkuan G. Guo, Gareth Witten:
Optimal Bespoke CDO Design via NSGA-II. 925169:1-925169:32 - Jianfeng Liang:
Discrete Analysis of Portfolio Selection with Optimal Stopping Time. 609196:1-609196:9 - Nedialko B. Dimitrov, Stefanka S. Chukova
:
Warranty Optimization in a Dynamic Environment. 414507:1-414507:14 - Lei Wang, Zhiming Jin:
Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds. 945923:1-945923:17 - Atsuo Suzuki, Katsushige Sawaki:
Callable Russian Options and Their Optimal Boundaries. 593986:1-593986:13 - Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen, Xiaoguang Yang:
Discriminant Analysis of Zero Recovery for China's NPL. 594793:1-594793:16 - Guoan Huang, Guohe Deng, Lihong Huang:
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model. 215163:1-215163:11 - Mikael Collan, Robert Fullér, József Mezei:
A Fuzzy Pay-Off Method for Real Option Valuation. 238196:1-238196:14 - Chandima Tilakaratne, Musa A. Mammadov, Sidney A. Morris:
Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices. 125308:1-125308:22 - Thomas Brandenburger, Alfred Furth:
Cumulative Gains Model Quality Metric. 868215:1-868215:14 - Sirma Zeynep Alparslan Gök, Rodica Branzei, Stef Tijs:
Convex Interval Games. 342089:1-342089:14 - Qian Wang, Keith W. Hipel, D. Marc Kilgour:
Fuzzy Real Options in Brownfield Redevelopment Evaluation. 817137:1-817137:16 - Chen-Tung Chen, Wei-Zhan Hung:
A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment. 897024:1-897024:20 - K. Subramani:
On the Complexities of Selected Satisfiability and Equivalence Queries over Boolean Formulas and Inclusion Queries over Hulls. 845804:1-845804:18 - Chi-Fai Lo, Hon Man Tang, Ka Chun Ku, Cho-Hoi Hui:
Valuing Time-Dependent CEV Barrier Options. 359623:1-359623:17 - Wafa Abdelmalek, Sana Ben Hamida, Fathi Abid:
Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming. 179230:1-179230:19 - Lean Yu, Shouyang Wang, Kin Keung Lai:
Intelligent Computational Methods for Financial Engineering. 394731:1-394731:2 - Ross Stewart Sparks, Tim Keighley, David Muscatello:
Improving EWMA Plans for Detecting Unusual Increases in Poisson Counts. 512356:1-512356:16 - John C. W. Rayner, Eric J. Beh:
Components of Pearson's Statistic for at Least Partially Ordered m-Way Contingency Tables. 980706:1-980706:9 - Guglielmo D'Amico, Jacques Janssen, Raimondo Manca:
Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. 625712:1-625712:17 - Khaled Hadj Youssef, Christian van Delft, Yves Dallery:
Analysis and Optimization of a Combined Make-to-Stock and Make-to-Order Multiproduct Manufacturing System. 716059:1-716059:27
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