Narrow search
Showing 1 - 10 of 16,817
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio; Campolieti, Giuseppe - 2006
Persistent link: https://www.econbiz.de/10002383474
Cover Image
Asset liability management and duration matching using financial futures : a mathematical programming approach
Dandapani, Krishnan - In: The review of research in banking and finance : a … 4 (1988) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001100661