| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection
|
Gulliksson, Mårten
|
|
|
56 |
4 |
p. 773-794
|
article
|
| 2 |
Degrees of Rationality in Agent-Based Retail Markets
|
Methenitis, Georgios
|
|
|
56 |
4 |
p. 953-973
|
article
|
| 3 |
Fast Monte Carlo Simulation for Pricing Equity-Linked Securities
|
Jang, Hanbyeol
|
|
|
56 |
4 |
p. 865-882
|
article
|
| 4 |
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models
|
Ivashchenko, Sergey
|
|
|
56 |
4 |
p. 747-771
|
article
|
| 5 |
Liquidity Constraints for Portfolio Selection Based on Financial Volume
|
Vieira, Eduardo Bered Fernandes
|
|
|
56 |
4 |
p. 1055-1077
|
article
|
| 6 |
Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units
|
Digkas, Georgios
|
|
|
56 |
4 |
p. 843-864
|
article
|
| 7 |
Multiple Shooting Method for Solving Black–Scholes Equation
|
Abdi-Mazraeh, Somayeh
|
|
|
56 |
4 |
p. 723-746
|
article
|
| 8 |
Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems
|
Chipeniuk, Karsten O.
|
|
|
56 |
4 |
p. 883-928
|
article
|
| 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
|
article
|
| 10 |
ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets
|
Katsikis, Vasilios N.
|
|
|
56 |
4 |
p. 711-721
|
article
|
| 11 |
Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean
|
Arratia, Argimiro
|
|
|
56 |
4 |
p. 929-952
|
article
|
| 12 |
Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters
|
Noh, Sanha
|
|
|
56 |
4 |
p. 795-841
|
article
|
| 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
|
article
|
Journal description