Works matching IS 02545330 AND DT 2007 AND VI 151 AND IP 1
Results: 16
Model combination for credit risk assessment: A stacked generalization approach.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 289, doi. 10.1007/s10479-006-0120-x
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Macaulay durations for nonparallel shifts.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 179, doi. 10.1007/s10479-006-0115-7
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Portfolio selection with probabilistic utility.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 223, doi. 10.1007/s10479-006-0117-5
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Adapting support vector machine methods for horserace odds prediction.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 325, doi. 10.1007/s10479-006-0131-7
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Preface.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 1, doi. 10.1007/s10479-006-0147-z
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Bounds for in-progress floating-strike Asian options using symmetry.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 81, doi. 10.1007/s10479-006-0122-8
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The effect of depreciation allowances on the timing of investment and government tax revenue.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 307, doi. 10.1007/s10479-006-0121-9
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Estimating parameters in diffusion processes using an approximate maximum likelihood approach.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 269, doi. 10.1007/s10479-006-0126-4
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A portfolio-based evaluation of affine term structure models.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 193, doi. 10.1007/s10479-006-0134-4
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Preemptive patenting under uncertainty and asymmetric information.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 5, doi. 10.1007/s10479-006-0125-5
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Return distributions of strategic growth options.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 57, doi. 10.1007/s10479-006-0130-8
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Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 151, doi. 10.1007/s10479-006-0116-6
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A conditional-SGT-VaR approach with alternative GARCH models.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 241, doi. 10.1007/s10479-006-0118-4
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Incomplete information equilibria: Separation theorems and other myths.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 119, doi. 10.1007/s10479-006-0119-3
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Interest rate options valuation under incomplete information.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 99, doi. 10.1007/s10479-006-0128-2
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Real R&D options with time-to-learn and learning-by-doing.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 29, doi. 10.1007/s10479-006-0127-3
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