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Estimating the number and location of knots in spline regressions
Marsh, Lawrence C. - In: The journal of applied business research 2 (1986) 2, pp. 60-70
Persistent link: https://www.econbiz.de/10001157279
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An efficient optimal solution procedure for the resource investment problem
Demeulemeester, Erik - 1992
Persistent link: https://www.econbiz.de/10000844040
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Calibrated option bounds
King, Alan J.; Koivu, Matti; Pennanen, Teemu - In: International journal of theoretical and applied finance 8 (2005) 2, pp. 141-159
Persistent link: https://www.econbiz.de/10002679452
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Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - 2016
A problem of optimally purchasing electricity at a real-valued spot price (that is, with potentially negative cost) has been recently addressed in De Angelis, Ferrari and Moriarty (2015) [SIAM J. Control Optim. 53(3)]. This problem can be considered one of irreversible investment with a cost...
Persistent link: https://www.econbiz.de/10011517478
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Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - In: Mathematics and financial economics 11 (2017) 4, pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
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A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.; Hambly, Ben - In: Mathematical methods of operations research 71 (2010) 3, pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
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Mathematical models and methods in marketing
Bass, Frank M.; Buzzell, Robert D.; Greene, Mark R.; … - 1961
Persistent link: https://www.econbiz.de/10003198470
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Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel - In: Nonlinear models in mathematical finance : new research …, (pp. 173-218). 2008
Persistent link: https://www.econbiz.de/10011954443
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Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji - In: Quantitative finance 21 (2021) 7, pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
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Dynamische Programmierung bei erweiterten Modellen simultaner Investitions- und Finanzierungsplanung
Jackwerth, Jens Carsten - 1994
Persistent link: https://www.econbiz.de/10000884059