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ORCIDRisk and Decision Analysis, Volume 5
Volume 5, Number 1, 2014
- Sergio Bianchi
, Augusto Pianese:
Multifractional processes in finance. 1-22 - Alexander Melnikov, Shuo Tong:
Valuation of finance/insurance contracts: Efficient hedging and stochastic interest rates modeling. 23-41 - Masoud Parsa, T. Mallikarjunappa:
Futures trading and commodity spot market volatility: Empirical evidence on selected commodities in Indian market. 43-61 - Sridhar Seshadri, Qi Wu:
Production and inventory planning under decreasing absolute risk aversion: A unified approach for sensitivity analysis. 63-73 - Srdjan Stojanovic, Ahmet Göncü:
Pricing portfolios of contracts on cumulative temperature with risk premium determination. 75-98
Volume 5, Numbers 2-3, 2014
- Ioan Mihai Oancea, Stylianos Perrakis:
From stochastic dominance to Black-Scholes: An alternative option pricing paradigm. 99-112 - Charles S. Tapiero:
Financial regulation, non-compliance risks and control: A statistical approach. 113-127 - Alain Bensoussan, Murat Kantarcioglu, SingRu Celine Hoe:
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models. 129-138 - Yaroslav Ivanenko, Illia Pasichnichenko:
On one definition of uncertainty. 139-148 - Tim Leung, Xin Li, Zheng Wang:
Optimal starting-stopping and switching of a CIR process with fixed costs. 149-161
Volume 5, Number 4, 2014
- Amogh Deshpande, Saul Jacka:
Game-theoretic approach to risk-sensitive benchmarked asset management. 163-176 - Alexander Melnikov, Yuliya Mishura:
On stocks and interest rates modeling in long-range dependent environment. 177-187 - Alain Bensoussan, Metin Çakanyildirim, Meng Li, Suresh P. Sethi:
Inventory management with overlapping shrinkages and demands. 189-210
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