nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection
|
Gulliksson, Mårten |
|
|
56 |
4 |
p. 773-794 |
artikel |
2 |
Degrees of Rationality in Agent-Based Retail Markets
|
Methenitis, Georgios |
|
|
56 |
4 |
p. 953-973 |
artikel |
3 |
Fast Monte Carlo Simulation for Pricing Equity-Linked Securities
|
Jang, Hanbyeol |
|
|
56 |
4 |
p. 865-882 |
artikel |
4 |
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models
|
Ivashchenko, Sergey |
|
|
56 |
4 |
p. 747-771 |
artikel |
5 |
Liquidity Constraints for Portfolio Selection Based on Financial Volume
|
Vieira, Eduardo Bered Fernandes |
|
|
56 |
4 |
p. 1055-1077 |
artikel |
6 |
Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units
|
Digkas, Georgios |
|
|
56 |
4 |
p. 843-864 |
artikel |
7 |
Multiple Shooting Method for Solving Black–Scholes Equation
|
Abdi-Mazraeh, Somayeh |
|
|
56 |
4 |
p. 723-746 |
artikel |
8 |
Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems
|
Chipeniuk, Karsten O. |
|
|
56 |
4 |
p. 883-928 |
artikel |
9 |
Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method
|
Vezeris, D. Th. |
|
|
56 |
4 |
p. 975-1054 |
artikel |
10 |
ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets
|
Katsikis, Vasilios N. |
|
|
56 |
4 |
p. 711-721 |
artikel |
11 |
Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean
|
Arratia, Argimiro |
|
|
56 |
4 |
p. 929-952 |
artikel |
12 |
Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters
|
Noh, Sanha |
|
|
56 |
4 |
p. 795-841 |
artikel |
13 |
The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing
|
Ghafouri, H. |
|
|
56 |
4 |
p. 695-709 |
artikel |