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An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537651
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APT At Work: Finding The Relevant Risk Factors For Asset Pricing
Maringer, Dietmar - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537655
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Solving Ecological Mangement Problems Using Dynamic Programming
Kato, Mika; Gruene, Lars; Semmler, Willi - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537673
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New product introduction: determining optimal advertising policies
Viscolani, Bruno - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706594
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706598
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Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
Fuertes, Ana-Maria; Martin, Miguel A.; Perez, M. Teresa - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706604
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Quasi-Perfect Rationality, Playing Automata Dynamic Games
Oliveira, Fernando S. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706617
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An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
NUÑEZ, Laura - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706619
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Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments
Gong, Gang; Semmler, Willi - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706647
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Controlling Chaos in Higher Dimensional Maps
Wieland, Cristian - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345367