Synowiec, Daniel Jump-diffusion models with constant parameters for financial log-return processes. (English) Zbl 1165.91413 Comput. Math. Appl. 56, No. 8, 2120-2127 (2008). MSC: 91B28 60J75 PDFBibTeX XMLCite \textit{D. Synowiec}, Comput. Math. Appl. 56, No. 8, 2120--2127 (2008; Zbl 1165.91413) Full Text: DOI
You, Surong; Le, Jiajin; Ding, Xiaodong Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting. (English) Zbl 1165.91426 Comput. Math. Appl. 56, No. 8, 1905-1917 (2008). MSC: 91B30 26E50 91B28 PDFBibTeX XMLCite \textit{S. You} et al., Comput. Math. Appl. 56, No. 8, 1905--1917 (2008; Zbl 1165.91426) Full Text: DOI
Balbás, Alejandro; Balbás, Beatriz; Galperin, Inna; Galperin, Efim Deterministic regression model and visual basic code for optimal forecasting of financial time series. (English) Zbl 1165.91452 Comput. Math. Appl. 56, No. 10, 2757-2771 (2008). MSC: 91B84 62M10 62P05 91B28 PDFBibTeX XMLCite \textit{A. Balbás} et al., Comput. Math. Appl. 56, No. 10, 2757--2771 (2008; Zbl 1165.91452) Full Text: DOI Link
Alawneh, Ameen; Al-Khaled, Kamel Numerical treatment of stochastic models used in statistical systems and financial markets. (English) Zbl 1165.91392 Comput. Math. Appl. 56, No. 10, 2724-2732 (2008). MSC: 91B28 65C30 PDFBibTeX XMLCite \textit{A. Alawneh} and \textit{K. Al-Khaled}, Comput. Math. Appl. 56, No. 10, 2724--2732 (2008; Zbl 1165.91392) Full Text: DOI
Liu, Hsuan-Ku; Wu, Berlin; Liu, Ming Long Investors’ preference order of fuzzy numbers. (English) Zbl 1142.91540 Comput. Math. Appl. 55, No. 11, 2623-2630 (2008). MSC: 91B28 90C70 PDFBibTeX XMLCite \textit{H.-K. Liu} et al., Comput. Math. Appl. 55, No. 11, 2623--2630 (2008; Zbl 1142.91540) Full Text: DOI
Balbas, A.; Mayoral, S. Nonconvex optimization for pricing and hedging in imperfect markets. (English) Zbl 1133.91403 Comput. Math. Appl. 52, No. 1-2, 121-136 (2006). MSC: 91B28 90C29 PDFBibTeX XMLCite \textit{A. Balbas} and \textit{S. Mayoral}, Comput. Math. Appl. 52, No. 1--2, 121--136 (2006; Zbl 1133.91403) Full Text: DOI Link
Anastassiou, G. A. Applications of geometric moment theory related to optimal portfolio management. (English) Zbl 1133.91021 Comput. Math. Appl. 51, No. 9-10, 1405-1430 (2006). MSC: 91B28 60D05 PDFBibTeX XMLCite \textit{G. A. Anastassiou}, Comput. Math. Appl. 51, No. 9--10, 1405--1430 (2006; Zbl 1133.91021) Full Text: DOI
Cho, Chung-Ki; Kang, Sunbu; Kim, Taekkeun; Kwon, Yonghoon Parameter estimation approach to the free boundary for the pricing of an American call option. (English) Zbl 1133.91411 Comput. Math. Appl. 51, No. 5, 713-720 (2006). MSC: 91B28 65M60 PDFBibTeX XMLCite \textit{C.-K. Cho} et al., Comput. Math. Appl. 51, No. 5, 713--720 (2006; Zbl 1133.91411) Full Text: DOI
Cheng, Chi-Bin; Chen, Ching-Lung; Fu, Chung-Jen Financial distress prediction by a radial basis function network with logit analysis learning. (English) Zbl 1115.91326 Comput. Math. Appl. 51, No. 3-4, 579-588 (2006). MSC: 91B28 68T05 PDFBibTeX XMLCite \textit{C.-B. Cheng} et al., Comput. Math. Appl. 51, No. 3--4, 579--588 (2006; Zbl 1115.91326) Full Text: DOI
Liou, Yeong-Cheng; Yao, Jen-Chih Bilevel decision via variational inequalities. (English) Zbl 1077.90052 Comput. Math. Appl. 49, No. 7-8, 1243-1253 (2005). MSC: 90C26 91B28 49J40 PDFBibTeX XMLCite \textit{Y.-C. Liou} and \textit{J.-C. Yao}, Comput. Math. Appl. 49, No. 7--8, 1243--1253 (2005; Zbl 1077.90052) Full Text: DOI
Lai, C.-H.; Parrott, A. K.; Rout, S.; Honnor, M. E. A distributed algorithm for European options with nonlinear volatility. (English) Zbl 1122.91035 Comput. Math. Appl. 49, No. 5-6, 885-894 (2005). MSC: 91B28 PDFBibTeX XMLCite \textit{C. H. Lai} et al., Comput. Math. Appl. 49, No. 5--6, 885--894 (2005; Zbl 1122.91035) Full Text: DOI Link
Choi, S.; Marcozzi, M. D. The valuation of foreign currency options under stochastic interest rates. (English) Zbl 1073.91029 Comput. Math. Appl. 46, No. 5-6, 741-749 (2003). MSC: 91B28 60H10 PDFBibTeX XMLCite \textit{S. Choi} and \textit{M. D. Marcozzi}, Comput. Math. Appl. 46, No. 5--6, 741--749 (2003; Zbl 1073.91029) Full Text: DOI
Cao, Hongqing; Kang, Lishan; Chen, Yuping; Guo, Tao The dynamic evolutionary modeling of HODEs for time series prediction. (English) Zbl 1046.37052 Comput. Math. Appl. 46, No. 8-9, 1397-1411 (2003). MSC: 37M10 34C60 62M10 62M20 90C59 91B28 PDFBibTeX XMLCite \textit{H. Cao} et al., Comput. Math. Appl. 46, No. 8--9, 1397--1411 (2003; Zbl 1046.37052) Full Text: DOI
Balbás, A.; Jiménez Guerra, P.; Muñoz-Bouzo, M. J. The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. (English) Zbl 1103.90395 Comput. Math. Appl. 44, No. 7, 887-897 (2002). MSC: 90C29 91B28 PDFBibTeX XMLCite \textit{A. Balbás} et al., Comput. Math. Appl. 44, No. 7, 887--897 (2002; Zbl 1103.90395) Full Text: DOI
Sawaki, Katsushige Optimal exercise policies for call options and their valuation. (English) Zbl 0782.90010 Comput. Math. Appl. 24, No. 1-2, 141-146 (1992). MSC: 91B28 91B24 91B62 PDFBibTeX XMLCite \textit{K. Sawaki}, Comput. Math. Appl. 24, No. 1--2, 141--146 (1992; Zbl 0782.90010) Full Text: DOI
Tanaka, H.; Dohi, T.; Fujiwara, H.; Osaki, S.; Kaio, N. Construction of a decision-support system for a combination of options. (English) Zbl 0782.90011 Comput. Math. Appl. 24, No. 1-2, 135-140 (1992). MSC: 91B28 PDFBibTeX XMLCite \textit{H. Tanaka} et al., Comput. Math. Appl. 24, No. 1--2, 135--140 (1992; Zbl 0782.90011) Full Text: DOI
Mills, Jeffrey A. Making inflexible investment decisions with incomplete information. (English) Zbl 0759.90003 Comput. Math. Appl. 24, No. 8-9, 247-258 (1992). MSC: 91B28 94A17 PDFBibTeX XMLCite \textit{J. A. Mills}, Comput. Math. Appl. 24, No. 8--9, 247--258 (1992; Zbl 0759.90003) Full Text: DOI
Nairay, Alain Dynamic portfolio choice under asset price lognormality. (English) Zbl 0769.90006 Comput. Math. Appl. 24, No. 8-9, 157-166 (1992). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Nairay}, Comput. Math. Appl. 24, No. 8--9, 157--166 (1992; Zbl 0769.90006) Full Text: DOI
Huynh, T.; Lassez, C. An expert decision-support system for option-based investment strategies. (English) Zbl 0728.68145 Comput. Math. Appl. 20, No. 9-10, 1-14 (1990). MSC: 68U99 91B28 68T35 PDFBibTeX XMLCite \textit{T. Huynh} and \textit{C. Lassez}, Comput. Math. Appl. 20, No. 9--10, 1--14 (1990; Zbl 0728.68145) Full Text: DOI
Sengupta, J. K. A dynamic view of the portfolio efficiency frontier. (English) Zbl 0681.90009 Comput. Math. Appl. 18, No. 6-7, 565-580 (1989). MSC: 91B28 62P20 93E11 91B62 90C90 PDFBibTeX XMLCite \textit{J. K. Sengupta}, Comput. Math. Appl. 18, No. 6--7, 565--580 (1989; Zbl 0681.90009) Full Text: DOI