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                             13 results found
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
                             13 results found
 
 Koninklijke Bibliotheek - National Library of the Netherlands