Works matching IS 11739126 AND DT 2009 AND VI 2009
Results: 21
Components of Pearson's Statistic for at Least Partially Ordered m-Way Contingency Tables.
- Published in:
- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/980706
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- Article
Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/945923
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- Article
Optimal Bespoke CDO Design via NSGA-II.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/925169
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- Article
A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/897024
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- Article
Cumulative Gains Model Quality Metric.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/868215
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- Article
On the Complexities of Selected Satisfiability and Equivalence Queries over Boolean Formulas and Inclusion Queries over Hulls.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/845804
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- Article
Fuzzy Real Options in Brownfield Redevelopment Evaluation.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/817137
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- Article
Analysis and Optimization of a Combined Make-to-Stock and Make-to-Order Multiproduct Manufacturing System.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/716059
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- Article
Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/625712
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- Article
Discrete Analysis of Portfolio Selection with Optimal Stopping Time.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/609196
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- Article
Discriminant Analysis of Zero Recovery for China's NPL.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/594793
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- Article
Callable Russian Options and Their Optimal Boundaries.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/593986
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- Article
Improving EWMA Plans for Detecting Unusual Increases in Poisson Counts.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/512356
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- Article
Warranty Optimization in a Dynamic Environment.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/414507
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- Article
Intelligent Computational Methods for Financial Engineering.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/394731
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- Article
Valuing Time-Dependent CEV Barrier Options.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/359623
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- Article
Convex Interval Games.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/342089
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- Article
A Fuzzy Pay-Off Method for Real Option Valuation.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/238196
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- Article
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/215163
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- Article
Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/179230
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- Publication type:
- Article
Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices.
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- Journal of Applied Mathematics & Decision Sciences, 2009, v. 2009, p. 1, doi. 10.1155/2009/125308
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- Article