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Central European Journal of Operations Research, Tập 22, Số 2, 2014
Mục lục:
DòngNội dung
1The state of financial modelling in 2012, as shaped by the GFC / Rita L. D’Ecclesia
2Are we using the wrong letters? An analysis of executive stock option Greeks / Susana Álvarez-Díez, J. Samuel Baixauli-Soler, María Belda-Ruiz
3Downside risk in multiperiod tracking error models / Diana Barro, Elio Canestrelli
4Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective / Rosella Castellano, Luisa Scaccia
5Market efficiency of the Post Communist East European stock markets / Victor Dragota, Elena Valentina, Tilica
6N-tuple S&P patterns across decades, 1950--2011 / A. G. Malliaris, Mary Malliaris
7Optimal impulse control of a portfolio with a fixed transaction cost / Stefano Baccarin, Daniele Marazzina
8Option pricing in a conditional Bilateral Gamma model / Fabio Bellini · Lorenzo Mercuri
9A stochastic model for investments in different technologies for electricity production in the long period / Maria Teresa Vespucci and others