The following pages link to (Q3087164):
Displaying 14 items.
- NMOF (Q23249) (← 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)
- An equivalent mathematical program for games with random constraints (Q2244431) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
