Contingent claim pricing through a continuous time variational bargaining scheme.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 95, doi. 10.1007/s10479-015-2089-9
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2018 AND VI 260 AND IP 1/2
Results: 24
1
2
A game-theoretical and cryptographical approach to crypto-cloud computing and its economical and financial aspects.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 217, doi. 10.1007/s10479-016-2139-y
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- Publication type:
- Article
3
Option pricing in an exponential MixedTS Lévy process.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 353, doi. 10.1007/s10479-016-2180-x
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- Publication type:
- Article
4
Portfolio selection strategy for fixed income markets with immunization on average.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 395, doi. 10.1007/s10479-016-2182-8
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- Publication type:
- Article
5
Multiresolution analysis of S&P500 time series.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 197, doi. 10.1007/s10479-016-2215-3
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- Publication type:
- Article
6
Efficient simulations for a Bernoulli mixture model of portfolio credit risk.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 113, doi. 10.1007/s10479-016-2241-1
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- Publication type:
- Article
7
Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 461, doi. 10.1007/s10479-016-2242-0
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- Publication type:
- Article
8
On the methods of pricing American options: case study.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 79, doi. 10.1007/s10479-016-2267-4
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- Publication type:
- Article
9
Robust term structure estimation in developed and emerging markets.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 23, doi. 10.1007/s10479-016-2282-5
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- Publication type:
- Article
10
Numerical computation of convex risk measures.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 417, doi. 10.1007/s10479-016-2284-3
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- Publication type:
- Article
11
The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 321, doi. 10.1007/s10479-016-2286-1
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- Publication type:
- Article
12
Do price limits help control stock price volatility?
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 129, doi. 10.1007/s10479-016-2317-y
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- Publication type:
- Article
13
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 501, doi. 10.1007/s10479-016-2354-6
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- Publication type:
- Article
14
Analysis of inventory control model with shortage under time-dependent demand and time-varying holding cost including stochastic deterioration.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 437, doi. 10.1007/s10479-016-2355-5
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- Publication type:
- Article
15
Individual optimal pension allocation under stochastic dominance constraints.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 255, doi. 10.1007/s10479-016-2387-x
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- Publication type:
- Article
16
Risk parity for Mixed Tempered Stable distributed sources of risk.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 375, doi. 10.1007/s10479-016-2394-y
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- Publication type:
- Article
17
Robust auction design under multiple priors by linear and integer programming.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 233, doi. 10.1007/s10479-017-2416-4
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- Publication type:
- Article
18
Object selection in credit scoring using covariance matrix of parameters estimations.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 3, doi. 10.1007/s10479-017-2417-3
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- Publication type:
- Article
19
Early warning on stock market bubbles via methods of optimization, clustering and inverse problems.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 293, doi. 10.1007/s10479-017-2496-1
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- Publication type:
- Article
20
Interaction of fiscal and monetary policy in a monetary union under the zero lower bound constraint.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 159, doi. 10.1007/s10479-017-2530-3
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- Publication type:
- Article
21
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 515, doi. 10.1007/s10479-017-2638-5
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- Publication type:
- Article
22
Temporal clustering of time series via threshold autoregressive models: application to commodity prices.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 51, doi. 10.1007/s10479-017-2659-0
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- Publication type:
- Article
23
Preface: Advances of OR in commodities and financial modelling.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 1, doi. 10.1007/s10479-017-2714-x
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- Publication type:
- Article
24
Optimal Pricing of competing retailers under uncertain demand-a two layer supply chain model.
- Published in:
- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 481, doi. 10.1007/s10479-015-1996-0
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- Publication type:
- Article