14th International Conference on Computational Management Science.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 1, doi. 10.1007/s10287-019-00343-7
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- Publication type:
- Article
Works matching IS 1619697X AND DT 2019 AND VI 16 AND IP 1/2
Results: 15
1
2
Multistage portfolio optimization with multivariate dominance constraints.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 17, doi. 10.1007/s10287-018-0334-9
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- Article
3
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 129, doi. 10.1007/s10287-018-0333-x
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- Article
4
Timing portfolio strategies with exponential Lévy processes.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 97, doi. 10.1007/s10287-018-0332-y
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- Article
5
Identifying systemically important financial institutions: a network approach.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 155, doi. 10.1007/s10287-018-0327-8
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- Publication type:
- Article
6
Tempered stable process, first passage time, and path-dependent option pricing.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 187, doi. 10.1007/s10287-018-0326-9
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- Publication type:
- Article
7
Big data analytics: an aid to detection of non-technical losses in power utilities.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 329, doi. 10.1007/s10287-018-0325-x
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- Article
8
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 249, doi. 10.1007/s10287-018-0324-y
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- Publication type:
- Article
9
Calibration of one-factor and two-factor Hull-White models using swaptions.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 275, doi. 10.1007/s10287-018-0323-z
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- Publication type:
- Article
10
Simulation and evaluation of the distribution of interest rate risk.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 297, doi. 10.1007/s10287-018-0319-8
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- Publication type:
- Article
11
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 71, doi. 10.1007/s10287-018-0306-0
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- Publication type:
- Article
12
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 217, doi. 10.1007/s10287-018-0304-2
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- Publication type:
- Article
13
Blocks of coordinates, stochastic programming, and markets.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 3, doi. 10.1007/s10287-018-0303-3
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- Article
14
On the construction of hourly price forward curves for electricity prices.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 345, doi. 10.1007/s10287-018-0300-6
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- Publication type:
- Article
15
Optimal strategies with option compensation under mean reverting returns or volatilities.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 47, doi. 10.1007/s10287-017-0296-3
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- Publication type:
- Article