Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 262-281 of 439
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Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
(Physica-Verlag, 1994)
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Article
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An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.
(Defense Technical Information Center, 1990)We discuss the implementation of a quadratic transportation algorithm on massively parallel computer architectures with hypercube communication networks. The implementation is optimal in the sense that it requires effectively ...
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Article
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Article Open Access
Optimization for financial engineering: a special issue
(Springer US, 2017)
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Article
Optimizing international portfolios with options and forwards
(2011)We develop a stochastic programming model to address in a unified manner a number of interrelated decisions in international portfolio management: optimal portfolio diversification and mitigation of market and currency ...
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Article
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Article
Option implied ambiguity and its information content: Evidence from the subprime crisis
(2018)This paper studies option investors’ tendency to deviate from risk-neutrality around extreme financial events. We incorporate ambiguity into Black–Scholes theory and analyze the lead–lag association between option and stock ...
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Option interactions and the valuation of investments with multiple real options
(Boston University, School of Management, 1990)
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Article
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Option to Invest
(The MIT Press, 2011)This chapter develops a simple framework that lets managers analyze strategic investment and quantify flexibility in a competitive setting in relatively simple terms. It examines the monopolist’s deferral option to identify ...
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Option-based bankruptcy prediction
(2000)
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OR Practice—Large-Scale Nonlinear Network Models and Their Application
(1989)Nonlinear network applications arise in a variety of contexts: hydroelectric power system scheduling, financial planning, matrix estimation, air traffic control, and so on. This paper reviews applications of network ...
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Book Chapter
Parallel Algorithms for Large-scale Stochastic Programming
(Kluwer Academic Publishers, 1997)