nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A game-theoretical and cryptographical approach to crypto-cloud computing and its economical and financial aspects
|
Kırlar, Barış Bülent |
|
2016 |
260 |
1-2 |
p. 217-231 |
artikel |
2 |
Analysis of inventory control model with shortage under time-dependent demand and time-varying holding cost including stochastic deterioration
|
Pervin, Magfura |
|
2016 |
260 |
1-2 |
p. 437-460 |
artikel |
3 |
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
|
Shang, Danjue |
|
2016 |
260 |
1-2 |
p. 501-514 |
artikel |
4 |
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading
|
Temocin, Busra Zeynep |
|
2017 |
260 |
1-2 |
p. 515-544 |
artikel |
5 |
Contingent claim pricing through a continuous time variational bargaining scheme
|
Azevedo, N. |
|
2015 |
260 |
1-2 |
p. 95-112 |
artikel |
6 |
Do price limits help control stock price volatility?
|
Danışoğlu, Seza |
|
2016 |
260 |
1-2 |
p. 129-157 |
artikel |
7 |
Early warning on stock market bubbles via methods of optimization, clustering and inverse problems
|
Kürüm, Efsun |
|
2017 |
260 |
1-2 |
p. 293-320 |
artikel |
8 |
Efficient simulations for a Bernoulli mixture model of portfolio credit risk
|
Başoğlu, İsmail |
|
2016 |
260 |
1-2 |
p. 113-128 |
artikel |
9 |
Individual optimal pension allocation under stochastic dominance constraints
|
Kopa, Miloš |
|
2016 |
260 |
1-2 |
p. 255-291 |
artikel |
10 |
Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint
|
Flotho, Stefanie |
|
2017 |
260 |
1-2 |
p. 159-196 |
artikel |
11 |
Multiresolution analysis of S&P500 time series
|
Kılıç, Deniz Kenan |
|
2016 |
260 |
1-2 |
p. 197-216 |
artikel |
12 |
Numerical computation of convex risk measures
|
Papayiannis, G. I. |
|
2016 |
260 |
1-2 |
p. 417-435 |
artikel |
13 |
Object selection in credit scoring using covariance matrix of parameters estimations
|
Aduenko, Alexander A. |
|
2017 |
260 |
1-2 |
p. 3-21 |
artikel |
14 |
On the methods of pricing American options: case study
|
Aydoğan, Burcu |
|
2016 |
260 |
1-2 |
p. 79-94 |
artikel |
15 |
Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance
|
Pinheiro, S. |
|
2016 |
260 |
1-2 |
p. 461-480 |
artikel |
16 |
Optimal Pricing of competing retailers under uncertain demand-a two layer supply chain model
|
Roy, Arpita |
|
2015 |
260 |
1-2 |
p. 481-500 |
artikel |
17 |
Option pricing in an exponential MixedTS Lévy process
|
Mercuri, Lorenzo |
|
2016 |
260 |
1-2 |
p. 353-374 |
artikel |
18 |
Portfolio selection strategy for fixed income markets with immunization on average
|
Ortobelli, Sergio |
|
2016 |
260 |
1-2 |
p. 395-415 |
artikel |
19 |
Preface: Advances of OR in commodities and financial modelling
|
Selçuk-Kestel, A. Sevtap |
|
2017 |
260 |
1-2 |
p. 1-2 |
artikel |
20 |
Risk parity for Mixed Tempered Stable distributed sources of risk
|
Mercuri, Lorenzo |
|
2016 |
260 |
1-2 |
p. 375-393 |
artikel |
21 |
Robust auction design under multiple priors by linear and integer programming
|
Koçyiğit, Çağıl |
|
2017 |
260 |
1-2 |
p. 233-253 |
artikel |
22 |
Robust term structure estimation in developed and emerging markets
|
Ahi, Emrah |
|
2016 |
260 |
1-2 |
p. 23-49 |
artikel |
23 |
Temporal clustering of time series via threshold autoregressive models: application to commodity prices
|
Aslan, Sipan |
|
2017 |
260 |
1-2 |
p. 51-77 |
artikel |
24 |
The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming
|
Manahov, Viktor |
|
2016 |
260 |
1-2 |
p. 321-352 |
artikel |