Narrow search
Showing 1 - 7 of 7
Cover Image
On the problem of calibrating an agent based model for financial markets
Fabretti, Annalisa - In: Journal of economic interaction and coordination : JEIC 8 (2013) 2, pp. 277-293
Persistent link: https://www.econbiz.de/10010183236
Cover Image
A model and case study for efficient shelf usage and assortment analysis
Fadılog̃lu, Mehmet Murat; Karaşan, Oya Ekin; Pınar, … - 2010
Persistent link: https://www.econbiz.de/10008711249
Cover Image
Polynomial time algorithms for two special classes of the proportionate multiprocessor open shop
Pınar, Mustafa Ç.; Salih, Aslıhan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 720-729
Persistent link: https://www.econbiz.de/10008349222
Cover Image
Consistent calibration of HJM models to cap implied volatilities
Angelini, Flavio; Herzel, Stefano - In: The journal of futures markets 25 (2005) 11, pp. 1093-1120
Persistent link: https://www.econbiz.de/10006811582
Cover Image
Consistent Initial Curves for Interest Rate Models
Angelini, Flavio; Herzel, Stefano - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 8-17
Persistent link: https://www.econbiz.de/10005942590
Cover Image
Efficient option valuation using trees
Heath, David C.; Herzel, Stefano - In: Applied mathematical finance 9 (2002) 3, pp. 163-178
Persistent link: https://www.econbiz.de/10008215883
Cover Image
The cost of sustainability in optimal portfolio decisions
Herzel, Stefano; Nicolosi, Marco; Stric, Ctlin - In: The European journal of finance 18 (2012) 3, pp. 333-350
Persistent link: https://www.econbiz.de/10009972055