Efficient High-Order Numerical Methods for Pricing of Options.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 31, doi. 10.1007/s10614-013-9405-8
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2015 AND VI 45 AND IP 1
Results: 7
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2
Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 49, doi. 10.1007/s10614-013-9407-6
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- Publication type:
- Article
3
Analyzing Time-Frequency Based Co-movement in Inflation: Evidence from G-7 Countries.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 91, doi. 10.1007/s10614-013-9408-5
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- Publication type:
- Article
4
Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 111, doi. 10.1007/s10614-013-9411-x
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- Publication type:
- Article
5
A Model of Stock Manipulation Ramping Tricks.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 135, doi. 10.1007/s10614-013-9412-9
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- Publication type:
- Article
6
Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 151, doi. 10.1007/s10614-013-9414-7
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- Publication type:
- Article
7
A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path.
- Published in:
- Computational Economics, 2015, v. 45, n. 1, p. 1, doi. 10.1007/s10614-013-9404-9
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- Publication type:
- Article