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Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox

Sukhomlin, Nikolay; Santana Jiménez, Lisette Josefina - In: Revista de métodos cuantitativos para la economía y … 10 (2010), pp. 73-98

The main result of this paper consists in the resolution of the inverse problem for the Black-Cox (1976) model, using the method proposed by Sukhomlin (2007). Based on the backward approach, we obtain an exact expression of the implied volatility expressed as a function of quantifiable market...

Persistent link: https://www.econbiz.de/10009957380

A region’s basic image as a measure of its attractiveness

Angelis, Vasilis; Dimaki, Katerina - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 7-33

The growth or decline of a region depends on its power to pull and retain both business and the right blend of people to run them. This pulling power depends on what we call the "Image" of the region, a variable which expresses the region's present state of development and future prospects and...

Persistent link: https://www.econbiz.de/10009958078

Constructing enterprise input-output tables : a case study of New Zealand dairy products

Lenzen, Manfred; Lundie, Sven - In: Journal of economic structures : JES; the official … 1 (2012), pp. 1-15

We describe an efficient method for estimating enterprise input-output tables for cases when only information on marginal totals is available. In order to estimate the production structure of enterprises, we utilize engineering knowledge to construct a qualitative prior containing 1 wherever an...

Persistent link: https://www.econbiz.de/10010081824

Enfoques de programación matemática fuzzy multiobjetivo para la planicación operativa del transporte en una cadena de suministro del sector del automóvil

Díaz-Madroñero, Manuel; Peidro, David; Mula, Josefa; … - In: Revista de métodos cuantitativos para la economía y … 9 (2010), pp. 44-68

programming ; uncertainty …

Persistent link: https://www.econbiz.de/10009957375

Una revisión crítica para la construcción de indicadores sintéticos

Domínguez Serrano, Mónica; Blancas Peral, Francisco Javier - In: Revista de métodos cuantitativos para la economía y … 11 (2011), pp. 41-70

This paper presents a critical analysis of some of the techniques which are applied in practice to obtain composite indicators from a previous sub-indicator system. In studying each methodology, we identify the advantages and disadvantages associated with them, paying particular attention to...

Persistent link: https://www.econbiz.de/10009957386

Una propuesta para la localización de áreas de servicio y descanso adaptadas al transporte de mercancías peligrosas mediante un modelo de optimización; aplicación al territorio esp...

Caro Vela, María Dolor; Paralera Morales, Concepción - In: Revista de métodos cuantitativos para la economía y … 11 (2011), pp. 17-32

This paper analyzes the importance of having a network of stations adapted to vehicles carrying dangerous goods. In the r̄st place, it is studied the current demand which is offered by the existing parking areas, and in the second place, it is explained a maximum coverage location model in...

Persistent link: https://www.econbiz.de/10009957388

Branch-and-price and heuristic column generation for the generalized truck-and-trailer routing problem

Drexl, Michael - In: Revista de métodos cuantitativos para la economía y … 12 (2011), pp. 5-38

The generalized truck-and-trailer routing problem (GTTRP) constitutes a uniēd model for vehicle routing problems with trailers and a fixed lorry-trailer assignment. The GTTRP is a generalization of the truck-and-trailer routing problem (TTRP), which itself is an extension of the well-known...

Persistent link: https://www.econbiz.de/10009957394

Environmental benefit, side effects and objective-oriented financing of agri-environmental measures : case study of Poland

Ziolkowska, Jadwiga - In: International journal of economic sciences and applied … 2 (2009) 1, pp. 71-88

In this paper we investigate how to allocate the available budget for agri-environmental measures to maximise environmental benefits and to minimise potential negative side effects resulting for farmers from the implementation of agri-environmental measures. According to the governmental and EU...

Persistent link: https://www.econbiz.de/10009958034

Modeling labor supply through duality and the Slutsky equation

Ivanov, Ivan; Dobreva, Julia - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 111-122

In the present paper an analysis of the neo-classical optimization model with linear constraints is proposed. By introducing the dual problem it is shown that the solution to the maximization problem is also a solution to the minimization problem. The purely theoretical model proposes a...

Persistent link: https://www.econbiz.de/10009958055

Arekar, Kirti; Kumar, Sanjeevani - In: Journal of applied finance & banking 1 (2011) 1, pp. 131-142

Investment of portfolio known that there is an important level of uncertainty about the future worth of a portfolio …. The concept of value at risk (VAR) has been used to help describe a portfolio's uncertainty. The current trend of … financial model indicates that the reliability description of the portfolio's uncertainty and then gave highly reliable …

Persistent link: https://www.econbiz.de/10009958480