Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 271-290 of 439
-
Article
-
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 ...
-
Article
-
Book
Option interactions and the valuation of investments with multiple real options
(Boston University, School of Management, 1990)
-
Article
-
Article
-
Book
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 ...
-
Book
Option-based bankruptcy prediction
(2000)
-
Book
-
Article
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 ...
-
Book Chapter
Parallel Algorithms for Large-scale Stochastic Programming
(Kluwer Academic Publishers, 1997)
-
Article
Parallel and Supercomputing in the Practice of Management Science
(1994)The performance of von Neumann (serial) computers improved by a factor of 10⁶ between 1955 and 1990. Within the next decade we expect to see similar improvements delivered by parallel supercomputers. As this new technology ...
-
Book
Parallel and Vector Computing for Nonlinear Network Optimization.
(Defense Technical Information Center, 1990)A massively parallel algorithm for nonlinear multicommodity flow problems has been designed and tested. A new promising algorithm for quadratic stochastic programs with network structures has also been developed.
-
Article
-
Book Chapter
Parallel decomposition of multicommodity flow problems using coercion methods
(1992)We study the parallel implementation of a decomposition algorithm based on coercion functions, for the multicommodity network flow problem. Alternative designs for the parallel implementation of the algorithm are proposed. ...
-
Article
Parallel decomposition of multicommodity network flows using a linear-quadratic penalty algorithm
(1992)
-
Article
Parallel Numerical Optimization: Current Status and an Annotated Bibliography
(1989)Parallel computing is becoming a basic tool for research in several areas of computational mathematical programming. Algorithms and models that were intractable by the performance standards of von Neumann computers are ...
-
Book
Parallel optimization : theory, algorithms, and applications
(Oxford University Press, 1997)
-
Book
Parallel optimization on novel computer architectures
(Springer, 1988)
-
Article