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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Predictor–corrector"
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Mathematical programming
4
Mathematische Optimierung
4
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
Algorithm
2
Algorithmus
2
Black-Scholes model
2
Black-Scholes-Modell
2
Interior-point methods
2
Option trading
2
Optionsgeschäft
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Predictor-corrector algorithm
2
Stochastic process
2
Stochastischer Prozess
2
-linear complementarity problem
1
American option
1
American option pricing
1
Aspect-oriented software
1
BDF3-WENO method
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Black-Scholes equation
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Branch and Bound
1
Branch-and-Bound
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Devisenoption
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EU countries
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EU-Staaten
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Europa
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European Options
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European option
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Extended traffic network
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Fault prediction
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Finite difference method
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Article
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Aufsatz in Zeitschrift
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Ahmadian, D.
1
Al-Khiaty, Mojeeb Al-Rahman
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Almeida, R.
1
Alshayeb, Mohammad
1
Balbo, Antonio Roberto
1
Cashel-Cordo, Peter
1
Darvay, Zsolt
1
Du, Wei
1
Elish, Mahmoud O.
1
Fang, Debin
1
Hajipour, Mojtaba
1
Heo, Sangwoo
1
Homem, Thiago Pedro Donadon
1
Illés, Tibor
1
Kalantari, R.
1
Lim, SeungCheol
1
Lima, Camila de
1
Malek, Alaeddin
1
Rigó, Petra Renáta
1
Shahmorad, S.
1
Silva, Helenice de Oliveira Florentino
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Teixeira, A.
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Computational economics
2
European journal of operational research : EJOR
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Global business and finance review
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International journal of quality & reliability management
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Journal of the Operational Research Society : OR
1
Top : transactions in operations research
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ECONIS (ZBW)
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1
Predictor-corrector
interior-point algorithm for P*(κ)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
Darvay, Zsolt
;
Illés, Tibor
;
Rigó, Petra Renáta
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10013206800
Saved in:
2
The effectiveness of a
predictor-corrector
technique in European currency option valuation
Heo, Sangwoo
;
Yang, Jinsuk
;
Lim, SeungCheol
; …
- In:
Global business and finance review
24
(
2019
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012161859
Saved in:
3
A hybrid approach combining interior-point and branch-and-bound methods applied to the problem of sugar cane waste
Lima, Camila de
;
Balbo, Antonio Roberto
;
Homem, Thiago …
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10011625879
Saved in:
4
The stability analysis of
predictor-corrector
method in solving American option pricing model
Kalantari, R.
;
Shahmorad, S.
;
Ahmadian, D.
- In:
Computational economics
47
(
2016
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10011712341
Saved in:
5
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
6
On the convergence of a
predictor-corrector
variant algorithm
Almeida, R.
;
Teixeira, A.
- In:
Top : transactions in operations research
23
(
2015
)
2
,
pp. 401-418
Persistent link: https://www.econbiz.de/10011553132
Saved in:
7
Solving the logit-based stochastic user equilibrium problem with elastic demand based on the extended traffic network model
Yu, Qian
;
Fang, Debin
;
Du, Wei
- In:
European journal of operational research : EJOR
239
(
2014
)
1
,
pp. 112-118
Persistent link: https://www.econbiz.de/10010403681
Saved in:
8
An exploratory case study of aspect-oriented metrics for fault proneness, content and fixing effort prediction
Elish, Mahmoud O.
;
Al-Khiaty, Mojeeb Al-Rahman
; …
- In:
International journal of quality & reliability management
30
(
2013
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10010192081
Saved in:
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