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 129
... decline . Journal of Financial Economics , 17 : 91-111 , 1986 . [ 3 ] G. Barone - Adesi and R. E. Whaley . Efficient analytic approximation of American option values . Journal of Finance , 42 : 301-320 , 1987 . [ 4 ] S. Beckers ...
... decline . Journal of Financial Economics , 17 : 91-111 , 1986 . [ 3 ] G. Barone - Adesi and R. E. Whaley . Efficient analytic approximation of American option values . Journal of Finance , 42 : 301-320 , 1987 . [ 4 ] S. Beckers ...
Página 211
... decline and is also denoted as long- term dependence . Estimation of the decay parameter ? gives quite homogeneous results across markets . As a benchmark for our later analysis of simulated data , we give estimates from the frequently ...
... decline and is also denoted as long- term dependence . Estimation of the decay parameter ? gives quite homogeneous results across markets . As a benchmark for our later analysis of simulated data , we give estimates from the frequently ...
Página 213
... declines because of the decrease of the domestic price level . First period consumption first increases and later on declines since agents act as if they could increase their lifetime income via capital gains when the motion towards a ...
... declines because of the decrease of the domestic price level . First period consumption first increases and later on declines since agents act as if they could increase their lifetime income via capital gains when the motion towards a ...
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