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A NUMERICAL STUDY OF EUROPEAN OPTIONS UNDER MERTON'S JUMP-DIFFUSION MODEL WITH RADIAL BASIS FUNCTION BASED FINITE DIFFERENCES METHODKUMAR, Alpesh; LOK PATI TRIPATHI; KADALBAJOO, Mohan K et al.Neural, parallel & scientific computations. 2013, Vol 21, Num 3-4, pp 293-304, issn 1061-5369, 12 p.Article

A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime CrisisKNAUP, Martin; WAGNER, Wolf.Management science. 2012, Vol 58, Num 8, pp 1423-1437, issn 0025-1909, 15 p.Article

A note on scale transformations in the PROMETHEE V methodDE ALMEIDA, Adiel Teixeira; VETSCHERA, Rudolf.European journal of operational research. 2012, Vol 219, Num 1, pp 198-200, issn 0377-2217, 3 p.Article

Dividend Smoothing and PredictabilityLONG CHEN; ZHI DA; PRIESTLEY, Richard et al.Management science. 2012, Vol 58, Num 10, pp 1834-1853, issn 0025-1909, 20 p.Article

Linearized Nelson-Siegel and Svensson models for the estimation of spot interest ratesGAUTHIER, Genevieve; SIMONATO, Jean-Guy.European journal of operational research. 2012, Vol 219, Num 2, pp 442-451, issn 0377-2217, 10 p.Article

Execution Risk in High-Frequency ArbitrageKOZHAN, Roman; WING WAH THAM.Management science. 2012, Vol 58, Num 11, pp 2131-2149, issn 0025-1909, 19 p.Article

Keynes Meets Markowitz: The Trade-Off Between Familiarity and DiversificationBOYLE, Phelim; GARLAPPI, Lorenzo; UPPAL, Raman et al.Management science. 2012, Vol 58, Num 2, pp 253-272, issn 0025-1909, 20 p.Article

An algebraic approach to integer portfolio problemsCASTRO, F; GAGO, J; HARTILLO, I et al.European journal of operational research. 2011, Vol 210, Num 3, pp 647-659, issn 0377-2217, 13 p.Article

How Issuer Default Risk Affects Basket Credit Linked Note Coupon RateWU, Po-Cheng; KAO, Lie-Jane; LEE, Chih-Wei et al.International journal of information and management sciences. 2011, Vol 22, Num 1, pp 59-71, issn 1017-1819, 13 p.Article

Innovation and development of Chinese futures market under the circumstances of global financial crisisDALI GAN.International journal of networking and virtual organisations. 2011, Vol 9, Num 3, pp 300-315, issn 1470-9503, 16 p.Article

Applying simulation optimization to the asset allocation of a property―casualty insurerYU, Tzu-Yi; TSAI, Chenghsien; HUANG, Hsiao-Tzu et al.European journal of operational research. 2010, Vol 207, Num 1, pp 499-507, issn 0377-2217, 9 p.Article

Charitable Motives and Bidding in Charity AuctionsPOPKOWSKI LESZCZYC, Peter T. L; ROTHKOPF, Michael H.Management science. 2010, Vol 56, Num 3, pp 399-413, issn 0025-1909, 15 p.Article

Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph: Empirical analysis with high-frequency financial data based on a Poisson mixture model : Applications of physics in financial analysisSATO, A.-H; HAYASHI, T.The European physical journal. B, Condensed matter physics (Print). 2010, Vol 76, Num 4, pp 529-535, issn 1434-6028, 7 p.Article

Higher-order phase transitions on financial markets : Applications of physics in financial analysisKASPRZAK, A; KUTNER, R; PERELLO, J et al.The European physical journal. B, Condensed matter physics (Print). 2010, Vol 76, Num 4, pp 513-527, issn 1434-6028, 15 p.Article

How to measure single-name credit risk concentrationsUBERTI, Pierpaolo; FIGINI, Silvia.European journal of operational research. 2010, Vol 202, Num 1, pp 232-238, issn 0377-2217, 7 p.Article

Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraintsWEI YAN; SHURONG LI.International journal of control. 2010, Vol 83, Num 3, pp 642-650, issn 0020-7179, 9 p.Article

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest ratesJOSA-FOMBELLIDA, Ricardo; PABLO RINCON-ZAPATERO, Juan.European journal of operational research. 2010, Vol 201, Num 1, pp 211-221, issn 0377-2217, 11 p.Article

Order-splitting and long-memory in an order-driven market : Applications of Physics in Economics and FinanceYAMAMOTO, R; LEBARON, B.The European physical journal. B, Condensed matter physics (Print). 2010, Vol 73, Num 1, pp 51-57, issn 1434-6028, 7 p.Article

Should you stop investing in a sinking fund when it is sinking?MINGERS, John; PARKER, Kim T.European journal of operational research. 2010, Vol 207, Num 1, pp 508-513, issn 0377-2217, 6 p.Article

A Framework of Peak Load Pricing with Strategic FirmsZÖTTL, Gregor.Operations research. 2010, Vol 58, Num 6, pp 1637-1649, issn 0030-364X, 13 p.Article

Impossible FrontiersBRENNAN, Thomas J; LO, Andrew W.Management science. 2010, Vol 56, Num 6, pp 905-923, issn 0025-1909, 19 p.Article

The performance of equity mutual funds in PolandLYROUDI, Katerina; PAZGIER, Agnieszka; KIELBASA, Anna et al.International journal of computational science and engineering (Print). 2010, Vol 5, Num 1, pp 35-49, issn 1742-7185, 15 p.Article

Comparative analysis of banking production frameworks in eastern european financial marketsKENJEGALIEVA, Karligash; SIMPER, Richard; WEYMAN-JONES, Tom et al.European journal of operational research. 2009, Vol 198, Num 1, pp 326-340, issn 0377-2217, 15 p.Article

Forecast Accuracy Uncertainty and MomentumBING HAN; DONG HONG; WARACHKA, Mitch et al.Management science. 2009, Vol 55, Num 6, pp 1035-1046, issn 0025-1909, 12 p.Article

On the no-arbitrage condition in option implied treesMORIGGIA, V; MUZZIOLI, S; TORRICELLI, C et al.European journal of operational research. 2009, Vol 193, Num 1, pp 212-221, issn 0377-2217, 10 p.Article

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