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Search: person:"Ke͏̈llezi, Evis"
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Ke͏̈llezi, Evis
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Gilli, Manfred
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Pauletto, Giorgio
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1
A global optimization heuristic for portfolio choice with VaR and expected shortfall
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Computational methods in decision-making, economics and …
,
(pp. 167-183)
.
2010
Persistent link: https://www.econbiz.de/10009153089
Saved in:
2
Serial and parallel Krylov methods for implicit finite difference schemes arising in multivariate option pricing
Gilli, Manfred
;
Ke͏̈llezi, Evis
;
Pauletto, Giorgio
-
2001
Persistent link: https://www.econbiz.de/10001592002
Saved in:
3
Extreme value theory for tail-related risk measures
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599884
Saved in:
4
A heuristic approach to portfolio optimization
Gilli, Manfred
;
Ke͏̈llezi, Evis
-
2000
Persistent link: https://www.econbiz.de/10001599885
Saved in:
5
The threshold accepting heuristic for index tracking
Gilli, Manfred
;
Ke͏̈llezi, Evis
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 1-18)
.
2002
Persistent link: https://www.econbiz.de/10001746914
Saved in:
6
Solving finite difference schemes arising in trivariate option pricing
Gilli, Manfred
;
Ke͏̈llezi, Evis
;
Pauletto, Giorgio
- In:
Journal of economic dynamics & control
26
(
2002
)
9
,
pp. 1499-1516
Persistent link: https://www.econbiz.de/10006768946
Saved in:
7
Computational issues in portfolio risk management and derivatives pricing
Ke͏̈llezi, Evis
-
2001
Persistent link: https://www.econbiz.de/10001690376
Saved in:
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