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~isPartOf:"Computational Management Science : CMS"
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90 (Operations Research, Mathematical Programming)
1
Aktienmarkt
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Asset-Backed Securities
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Börsenkurs
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CDO pricing
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Convex optimization
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Computational Management Science : CMS
European journal of operational research : EJOR
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INFORMS journal on computing : JOC
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
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Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
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2
Computational study of the US stock market evolution : a rank correlation-based network model
Shirokikh, Oleg
;
Pastukhov, Grigory
;
Boginski, Vladimir
; …
- In:
Computational Management Science : CMS
10
(
2013
)
2/3
,
pp. 81-103
Persistent link: https://www.econbiz.de/10009757829
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