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Pricing options on scenario trees
(2008)
We examine valuation procedures that can be applied to incorporate options in scenario-based portfolio optimization models. Stochastic programming models use discrete scenarios to represent the stochastic evolution of asset ...
Comparative Analysis of Artificial Neural Network Models: Application in Bankruptcy Prediction
(2000)
This study compares the predictive performance of three neural network methods, namely the learning vector quantization, the radial basis function, and the feedforward network that uses the conjugate gradient optimization ...
Valuing Infrastructure Investment: an option games approach
(2009)
The article discusses infrastructure investment for business enterprises, describing and analyzing an infrastructure development methodology called option games. The option games methodology integrates real options valuation ...
Financial simulations on a massively parallel connection machine
(2004)
by James M. Hutchinson & Stavros A. Zenios. Includes bibliographical references (p. 23-24).