The following pages link to NMOF (Q23249):
Displaying 22 items.
- MaxMC (Q46370) (← links)
- (Q92820) (redirect page) (← links)
- PMwR (Q92965) (← links)
- AssetAllocation (Q110509) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Detection of local tourism systems by threshold accepting (Q1789564) (← links)
- The 3rd special issue on optimization heuristics in estimation and modelling problems (Q1927079) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints (Q2044823) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- How to handle negative interest rates in a CIR framework (Q2101691) (← links)
- ROTEC: robust to early termination command governor for systems with limited computing capacity (Q2124478) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- An equivalent mathematical program for games with random constraints (Q2244431) (← links)
- Exact computation of censored least absolute deviations estimator (Q2330738) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Relaxation parameters and composite refinement techniques (Q2674592) (← links)
- Construction of uniform projection designs via level permutation and expansion (Q2676908) (← links)
- A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
- Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
