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  • Search: person:"Burrage, Kevin"
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Year of publication
Subject
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Commodity markets 1 Option pricing 1 numerical methods 1 optimal stopping 1 option pricing 1 stochastic ordinary differential equations 1
Online availability
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Undetermined 2
Type of publication
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Article 3 Book / Working Paper 2
Language
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Undetermined 5
Author
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Burrage, Kevin 5 Alcock, Jamie 2 Barbu, Monica 2 Lesmono, Dharma 2 Tonkes, Elliot 2
Institution
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Society for Computational Economics - SCE 2
Published in...
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Computing in Economics and Finance 2003 2 Computational Statistics & Data Analysis 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1
Source
All
RePEc 4 OLC EcoSci 1
Showing 1 - 5 of 5
Cover Image
Opportunistic timing and manipulation in Australian Federal Elections
Lesmono, Dharma; Tonkes, Elliot; Burrage, Kevin - In: European Journal of Operational Research 192 (2009) 2, pp. 677-691
In many parliamentary systems, election timing is an important decision made by governments in order to maximize their expected remaining life in power. Governments can also introduce policy or economic actions to enhance their popular standing and thus their chance of being re-elected. On the...
Persistent link: https://www.econbiz.de/10005355252
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Cover Image
Opportunistic timing and manipulation in Australian Federal Elections
Lesmono, Dharma; Tonkes, Elliot; Burrage, Kevin - In: European journal of operational research : EJOR 192 (2009) 2, pp. 677-691
Persistent link: https://www.econbiz.de/10008161338
Saved in:
Cover Image
A genetic estimation algorithm for parameters of stochastic ordinary differential equations
Alcock, Jamie; Burrage, Kevin - In: Computational Statistics & Data Analysis 47 (2004) 2, pp. 255-275
Persistent link: https://www.econbiz.de/10005172278
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Cover Image
A Numerical Solution to American Style Options on Commodities
Burrage, Kevin; Alcock, Jamie; Barbu, Monica - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537812
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Cover Image
A Stochastic Seasonal Model for Commodity Option Pricing
Barbu, Monica; Burrage, Kevin - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345663
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