α-Quantile Option in a Jump-Diffusion Economy (English)
- New search for: Ballotta, Laura
- New search for: Ballotta, Laura
In:
Financial Engineering, E-commerce and Supply Chain
;
75-87
;
2002
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ISSN:
- Article/Chapter (Book) / Electronic Resource
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Title:α-Quantile Option in a Jump-Diffusion Economy
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Contributors:Ballotta, Laura ( author )
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Published in:Applied Optimization ; 70 ; 75-87
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Publisher:
- New search for: Springer US
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Place of publication:Boston, MA
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Publication date:2002-01-01
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Size:13 pages
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ISBN:
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ISSN:
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DOI:
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Type of media:Article/Chapter (Book)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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The Threshold Accepting Heuristic for Index TrackingGilli, Manfred / Këllezi, Evis et al. | 2002
- 19
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Algorithms for Optimization of Value-at-RiskLarsen, Nicklas / Mausser, Helmut / Uryasev, Stanislav et al. | 2002
- 47
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Empirical Bayes Estimation of Securities Price ParametersMaclean, Leonard C. / Foster, Michael E. / Ziemba, William T. et al. | 2002
- 59
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The Value of Integrative Risk Management for Insurance Products with GuaranteesConsiglio, Andrea / Cocco, Flavio / Zenios, Stavros A. et al. | 2002
- 75
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α-Quantile Option in a Jump-Diffusion EconomyBallotta, Laura et al. | 2002
- 89
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On Optimality Condition of Interacting Agents in Financial MarketsKorotkich, Victor et al. | 2002
- 101
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Searching for the Optimal Defence ExpenditureAndreou, A. S. / Parsopoulos, K. E. / Vrahatis, M. N. / Zombanakis, G. A. et al. | 2002
- 119
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The Efficiency of Capital Market Microstructure in GreeceMertzanis, Harilaos V. et al. | 2002
- 139
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A Multiobjective Methodology for Bank Asset Liability ManagementKosmidou, K. / Zopounidis, C. et al. | 2002
- 153
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Post Tax Optimal InvestmentsOsorio, Maria A. / Settergren, Reuben / Rustem, Berc / Gulpinar, Nalan et al. | 2002
- 175
-
Random Matrix Theory and a Definition of Correlations in Financial MarketsKorotkikh, Galina et al. | 2002
- 189
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The Simulation of the Implied Distribution and Other Smile Consistent Stochastic Volatility Models: An OverviewSkiadopoulos, George et al. | 2002
- 213
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E-Commerce in the Agribusiness Sector: Present Situation and Future TrendsBaourakis, G. / Daian, G. et al. | 2002
- 231
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Identifying Patterns in Internet Retail Store LayoutsVrechopoulos, Adam P. / Papamichail, Georgios P. / Doukidis, Georgios I. et al. | 2002
- 247
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A Dynamic Slope Scaling Procedure for the Fixed-Charge Cost Multi-Commodity Network Flow ProblemEkşioğlu, Sandra Duni / Pardalos, Panos M. / Romeijn, H. Edwin et al. | 2002
- 271
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Quantitative Inventory Modeling and Future Trends in Supply Chain ManagementKarakitsiou, Athanasia / Migdalas, Athanasios et al. | 2002
- 295
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Non-Linear Pricing in Single Period Supply Contracts with Asymmetric Demand InformationBurnetas, Apostolos / Gilbert, Stephen M. / Smith, Craig et al. | 2002
- 321
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The Optimization of the Distribution System in the Context of Supply Chain Management DevelopmentBaourakis, G. / Stroe, M. et al. | 2002
- 343
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From Logistics to Collaborative Logistics — A Theoretical ApproachMavrommati, Athanasia / Migdalas, Athanasios et al. | 2002
- 361
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Supply Chain Management: A Business Approach to Some Actual AspectsQueiroz, Inês Alves et al. | 2002
- 379
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Failure Discrimination by Semi-Definite ProgrammingKonno, Hiroshi / Gotoh, Jun-ya / Uryasev, Stanislav / Yuki, Atsushi et al. | 2002