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Drugov, Mikhail - 2015

Persistent link: https://www.econbiz.de/10010482951

Chapter 8 Modeling Group Negotiation: Three Computational Approaches that can Inform Behavioral Sciences

Turan, Nazli; Dudik, Miroslav; Gordon, Geoff; Weingart, … - In: Negotiation and groups, (pp. 189-205). 2011

Purpose – The purpose of this chapter is to introduce new methods to behavioral research on group negotiation. Design/methodology/approach – We describe three techniques from the field of Machine Learning and discuss their possible application to modeling dynamic processes in group...

Persistent link: https://www.econbiz.de/10015379347

On stochastic dominance and decreasing absolute risk averse option pricing bounds

Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59

Persistent link: https://www.econbiz.de/10001066766

A lattice framework for option pricing with two state variables

Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001047159

Option bounds in discrete time and the pricing of corporate debt

Perrakis, Stylianos - In: Advances in futures and options research : a research annual 2 (1987), pp. 179-207

Persistent link: https://www.econbiz.de/10001081779

An algorithm for computing values of options on the maximum or minimum of several assets

Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 215-227

Persistent link: https://www.econbiz.de/10001089783

Die Genetische Programmierung als Instrument zur theorie- und empiriegeleiteten Bewertung von derivaten Finanzierungstiteln

Keber, Christian - In: Zum Erkenntnisstand der Betriebswirtschaftslehre am …, (pp. 113-133). 2001

Persistent link: https://www.econbiz.de/10001591230

Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation

Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001768648

Asset liability management and duration matching using financial futures : a mathematical programming approach

Dandapani, Krishnan - In: The review of research in banking and finance : a … 4 (1988) 1, pp. 33-48

Persistent link: https://www.econbiz.de/10001100661

Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach

Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997

Persistent link: https://www.econbiz.de/10000646551