Implied volatility and state price density estimation: arbitrage analysis.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 559, doi. 10.1007/s10287-017-0283-8
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2017 AND VI 14 AND IP 4
Results: 7
1
2
A discrete optimality system for an optimal harvesting problem.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 519, doi. 10.1007/s10287-017-0286-5
- By:
- Publication type:
- Article
3
Chebyshev reduced basis function applied to option valuation.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 465, doi. 10.1007/s10287-017-0287-4
- By:
- Publication type:
- Article
4
Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 493, doi. 10.1007/s10287-017-0289-2
- By:
- Publication type:
- Article
5
Centered solutions for uncertain linear equations.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 585, doi. 10.1007/s10287-017-0290-9
- By:
- Publication type:
- Article
6
On the impact of conditional expectation estimators in portfolio theory.
- Published in:
- Computational Management Science, 2017, v. 14, n. 4, p. 535, doi. 10.1007/s10287-017-0282-9
- By:
- Publication type:
- Article
7
Special issue on the 13th international conference on computational management science.
- Published in:
- 2017
- By:
- Publication type:
- Editorial