Sommaire

Discriminant analysis of zero recovery for China's NPL.

Tang, Yue ; Chen, Hao ; Wang, Bo ; Chen, Muzi ; Chen, Min ; Yang, Xiaoguang

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Discrete analysis of portfolio selection with optimal stopping time.

Liang, Jianfeng

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Cumulative gains model quality metric.

Brandenburger, Thomas ; Furth, Alfred

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Warranty optimization in a dynamic environment.

Dimitrov, Nedialko B. ; Chukova, Stefanka

Access to full text
Full (PDF)


The Electronic Library of Mathematics
A fuzzy pay-off method for real option valuation.

Collan, Mikael ; Fullér, Robert ; Mezei, József

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Selecting the best forecasting-implied volatility model using genetic programming.

Abdelmalek, Wafa ; Ben Hamida, Sana ; Abid, Fathi

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Valuing time-dependent CEV barrier options.

Lo, C.F. ; Tang, H.M. ; Ku, K.C. ; Hui, C.H.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Modified neural network algorithms for predicting trading signals of stock market indices.

Tilakaratne, C.D. ; Mammadov, M.A. ; Morris, S.A.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Callable Russian options and their optimal boundaries.

Suzuki, Atsuo ; Sawaki, Katsushige

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Components of Pearson's statistic for at least partially ordered m-way contingency tables.

Rayner, J.C.W. ; Beh, Eric J.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.

Huang, Guoan ; Deng, Guohe ; Huang, Lihong

Access to full text
Full (PDF)


The Electronic Library of Mathematics
On the complexities of selected satisfiability and equivalence queries over Boolean formulas and inclusion queries over hulls.

Subramani, K.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
A new decision-making method for stock portfolio selection based on computing with linguistic assessment.

Chen, Chen-Tung ; Hung, Wei-Zhan

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Fuzzy real options in brownfield redevelopment evaluation.

Wang, Qian ; Hipel, Keith W. ; Kilgour, D.Marc

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Optimal bespoke CDO design via NSGA-II.

Jewan, Diresh ; Guo, Renkuan ; Witten, Gareth

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Intelligent computational methods for financial engineering.

Yu, Lean ; Wang, Shouyang ; Lai, K.K.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Convex interval games.

Gök, S.Z.Alparslan ; Branzei, R. ; Tijs, S.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Improving EWMA plans for detecting unusual increases in Poisson counts.

Sparks, R.S. ; Keighley, T. ; Muscatello, D.

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Valuation of game options in jump-diffusion model and with applications to convertible bonds.

Wang, Lei ; Jin, Zhiming

Access to full text
Full (PDF)


The Electronic Library of Mathematics
Semi-Markov reliability models with recurrence times and credit rating applications.

D'Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo

Access to full text
Full (PDF)


The Electronic Library of Mathematics