Hybrid artificial neural networks for efficient valuation of real options and financial derivatives.
- Published in:
- Computational Management Science, 2005, v. 2, n. 2, p. 155, doi. 10.1007/s10287-004-0032-7
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2005 AND VI 2 AND IP 2
Results: 6
1
2
Distribution assumptions and risk constraints in portfolio optimization.
- Published in:
- Computational Management Science, 2005, v. 2, n. 2, p. 139, doi. 10.1007/s10287-004-0031-8
- By:
- Publication type:
- Article
3
Portfolio selection under VaR constraints.
- Published in:
- Computational Management Science, 2005, v. 2, n. 2, p. 123, doi. 10.1007/s10287-004-0030-9
- By:
- Publication type:
- Article
4
Quadratic interior-point methods in statistical disclosure control.
- Published in:
- Computational Management Science, 2005, v. 2, n. 2, p. 107, doi. 10.1007/s10287-004-0029-2
- By:
- Publication type:
- Article
5
A multivariate FGD technique to improve VaR computation in equity markets.
- Published in:
- Computational Management Science, 2005, v. 2, n. 2, p. 87, doi. 10.1007/s10287-004-0028-3
- By:
- Publication type:
- Article
6
Guest editorial.
- Published in:
- 2005
- By:
- Publication type:
- Editorial