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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981989
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An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
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Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering
Hara, Chiaki - 2010
Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...
Persistent link: https://www.econbiz.de/10012689623
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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A lattice framework for option pricing with two state variables
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
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Finanzderivate mit MATLAB® : mathematische Modellierung und numerische Simulation
Günther, Michael; Jüngel, Ansgar - 2010 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003909742
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Pricing energy derivatives by linear programming : tolling agreement contracts
Ryabchenko, Valeriy; Uryasev, Stan - In: The journal of computational finance 14 (2010/11) 3, pp. 73-126
Persistent link: https://www.econbiz.de/10008989930
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Deriving a minimum distance-based collective preorder : a binary mathematical programming approach
Jabeur, Khaled; Martel, Jean-Marc; Guitouni, Adel - In: OR spectrum : quantitative approaches in management 34 (2012) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10009488312
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Optimality conditions of type KKT for optimization problem with interval-valued objective function via generalized derivative
Chalco-Cano, Y.; Lodwick, W. A.; Rufian-Lizana, A. - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 3, pp. 305-322
Persistent link: https://www.econbiz.de/10010232686
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Minimizing group discordance optimization model for deriving expert weights
Xu, Zeshui; Cai, Xiaoqiang - In: Group decision and negotiation 21 (2012) 6, pp. 863-875
Persistent link: https://www.econbiz.de/10009684847