Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 99
... REFERENCES [ 1 ] K. Amin . On the computation of continuous time option prices using discrete approximations . Journal of Financial and Quantitative Analysis , 26 : 477–496 , 1991 . [ 2 ] K. Amin and A. Khanna . Convergence of american ...
... REFERENCES [ 1 ] K. Amin . On the computation of continuous time option prices using discrete approximations . Journal of Financial and Quantitative Analysis , 26 : 477–496 , 1991 . [ 2 ] K. Amin and A. Khanna . Convergence of american ...
Página 206
... reference articles while writing this paper . Many thanks also to Professor Jeff Racine for making available to us the latest version of his NonParamewtric Software , N © . REFERENCES Berg M.D. , Li Q. , Ullah A. , ( 2000 ) ...
... reference articles while writing this paper . Many thanks also to Professor Jeff Racine for making available to us the latest version of his NonParamewtric Software , N © . REFERENCES Berg M.D. , Li Q. , Ullah A. , ( 2000 ) ...
Página 284
... REFERENCES [ 1 ] Brown , S. J. and Goetzmann , W. N. Mutual Fund Styles . Journal of Financial Economics 43 : 373-399 , 1997 . [ 2 ] Brown , S. J. , Goetzmann , W. N. , Hiraki , T. and Shiraishi , N. An Analysis of the Relative ...
... REFERENCES [ 1 ] Brown , S. J. and Goetzmann , W. N. Mutual Fund Styles . Journal of Financial Economics 43 : 373-399 , 1997 . [ 2 ] Brown , S. J. , Goetzmann , W. N. , Hiraki , T. and Shiraishi , N. An Analysis of the Relative ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets