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Found 40 Documents (Results 1–40)

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A real options model for the disinvestment in conventional power plants. (English) Zbl 1343.91024

Lübbecke, Marco (ed.) et al., Operations research proceedings 2014. Selected papers of the annual international conference of the German Operations Research Society (GOR), RWTH Aachen University, Germany, September 2–5, 2014. Basel: Springer (ISBN 978-3-319-28695-2/pbk; 978-3-319-28697-6/ebook). Operations Research Proceedings, 173-179 (2016).
MSC:  91B74 91G50
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Bifactorial pricing models: light and shadows in correlation role. (English) Zbl 1418.91507

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. Selected papers based on the presentations at the international conference MAF 2012, Venice, Italy, April 10–12, 2012. Cham: Springer. 99-110 (2014).
MSC:  91G20 91G30 62P05
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Model risk and uncertainty – illustrated with examples from mathematical finance. (English) Zbl 1291.91168

Klüppelberg, Claudia (ed.) et al., Risk. A multidisciplinary introduction. Cham: Springer (ISBN 978-3-319-04485-9/hbk; 978-3-319-04486-6/ebook). 279-306 (2014).
MSC:  91B70 91Gxx 62C12
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Project pricing with the Black-Scholes-formula. (Projektbewertung mit der Black-Scholes-Formel: Eine Modellanalyse am Beispiel von Produktinnovationen.) (German. English summary) Zbl 1356.91092

Luderer, Bernd (ed.), Die Kunst des Modellierens. Mathematisch-ökonomische Modelle. Wiesbaden: Vieweg+Teubner (ISBN 978-3-8351-0212-5/hbk). Studienbücher Wirtschaftmathematik, 441-457 (2008).
MSC:  91G20 91G50
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Optimal statistical inference in financial engineering. (English) Zbl 1152.62074

Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008).
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The least cost superreplicating portfolio for short puts and calls in the Boyle-Vorst model with transaction costs. (English) Zbl 1145.91342

Lee, Cheng-Few (ed.), Advances in quantitative analysis of finance and accounting. Vol. 5. Hackensack, NJ: World Scientific (ISBN 978-981-270-628-7/bk). Advances in Quantitative Analysis of Finance and Accounting 5, 1-22 (2007).
MSC:  91B28
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Quadratic congruential generators with odd composite modulus. (English) Zbl 0885.65006

Niederreiter, Harald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9–12, 1996. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 127, 415-426 (1997).
MSC:  65C10 11K45
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