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Publication years (Num. hits)
1959-1974 (17) 1975-1978 (15) 1980-1983 (17) 1984-1985 (16) 1986-1988 (23) 1989-1990 (20) 1991-1993 (23) 1994-1995 (32) 1996 (17) 1997 (33) 1998 (46) 1999 (36) 2000 (84) 2001 (69) 2002 (91) 2003 (116) 2004 (160) 2005 (181) 2006 (238) 2007 (273) 2008 (268) 2009 (225) 2010 (119) 2011 (101) 2012 (94) 2013 (94) 2014 (85) 2015 (92) 2016 (106) 2017 (106) 2018 (110) 2019 (136) 2020 (143) 2021 (143) 2022 (148) 2023 (135) 2024 (42)
Publication types (Num. hits)
article(1774) book(2) incollection(19) inproceedings(1847) phdthesis(12)
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Found 3654 publication records. Showing 3654 according to the selection in the facets
Hits ? Authors Title Venue Year Link Author keywords
86Xun Liang 0001, Haisheng Zhang, Xiang Li A Simple Method of Forecasting Option Prices Based on Neural Networks. Search on Bibsonomy IEA/AIE The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Hong Kong option market, neural networks, forecasting, Option prices
69Leon Chen, Olivia Sheng, Dennis Goreham, Jeannie Watanabe A real option analysis approach to evaluating digital government investment. Search on Bibsonomy DG.O The full citation details ... 2005 DBLP  BibTeX  RDF black-scholes model, information technology investment evaluation, real option analysis, digital government, estimation error
66Xiaojian Yu, Zhaozhang Ren The Valuation of American Put Option Based on Fuzzy Techniques. Search on Bibsonomy CSSE (3) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
61Tian-Shyr Dai, Yuh-Dauh Lyuu An Efficient, and Fast Convergent Algorithm for Barrier Options. Search on Bibsonomy AAIM The full citation details ... 2007 DBLP  DOI  BibTeX  RDF barrier option, tree, combinatorics, option pricing
59Sintiani Dewi Teddy, Edmund Ming-Kit Lai, Hiok Chai Quek A Brain-Inspired Cerebellar Associative Memory Approach to Option Pricing and Arbitrage Trading. Search on Bibsonomy ICONIP (3) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
59Scott Gregory Chastain, Jian Chen The delivery option in mortgage backed security valuation simulations. Search on Bibsonomy WSC The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
59Paul Lajbcygier Using Visual Exploratory Data Analysis to Find Bias in Option Pricing Models. Search on Bibsonomy IV The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
59Letícia Maria Friske, Carlos H. C. Ribeiro Speeding Up Autonomous Learning by Using State-Independent Option Policies and Termination Improvement. Search on Bibsonomy SBRN The full citation details ... 2002 DBLP  DOI  BibTeX  RDF
56Kisoeb Park, Moonseong Kim, Seki Kim Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. Search on Bibsonomy ICCSA (2) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Arbitrage-free Models with Jump, Bond Option Price, Simulation
56Prasad Chalasani, Somesh Jha, Isaac Saias Approximate Option Pricing. Search on Bibsonomy Algorithmica The full citation details ... 1999 DBLP  DOI  BibTeX  RDF Binomial model, Path-dependent options, Asian options, Computational complexity, Random walks, Option pricing
52Whye Loon Tung, Chai Quek GenSo-OPATS: a brain-inspired dynamically evolving option pricing model and arbitrage trading system. Search on Bibsonomy Congress on Evolutionary Computation The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
49Kiran Kola, Ruppa K. Thulasiram, Parimala Thulasiraman A software architecture framework for on-line option pricing. Search on Bibsonomy J. Supercomput. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Mobile/ubiquitous computing, Web table-mining, Finance applications, Option pricing algorithms, J2ME, MIDP
49Kisoeb Park, Moonseong Kim, Seki Kim On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. Search on Bibsonomy ICCSA (2) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Heath-Jarrow-Morton Model with Jump, Bond Option Price, Monte Carlo Method
49Francis Oliver Bunnin, Yike Guo, Yuhe Ren Option pricing under model and parameter uncertainty using predictive densities. Search on Bibsonomy Stat. Comput. The full citation details ... 2002 DBLP  DOI  BibTeX  RDF sampling-importance resampling, model and parameter uncertainty, option pricing, Bayesian model averaging
49Mary Malliaris, Linda Salchenberger A neural network model for estimating option prices. Search on Bibsonomy Appl. Intell. The full citation details ... 1993 DBLP  DOI  BibTeX  RDF Black-Scholes, neural networks, option pricing, Applied artificial intelligence
47Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options. Search on Bibsonomy Algorithmica The full citation details ... 2005 DBLP  DOI  BibTeX  RDF Asian option, Binomial tree model, Approximation algorithm, Randomized algorithm, Option pricing
46Anson H. T. Tse, David B. Thomas, Wayne Luk Accelerating Quadrature Methods for Option Valuation. Search on Bibsonomy FCCM The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Option Valuation, Finance, Option pricing, Quadrature
46Prasad Chalasani, Somesh Jha, Isaac Saias Approximate Option Pricing. Search on Bibsonomy FOCS The full citation details ... 1996 DBLP  DOI  BibTeX  RDF approximate option pricing, world financial markets, binomial pricing model, stock price, path-dependent options, #-P hard, deterministic polynomial-time approximate algorithms, perpetual American put option, random walk, random walks, error analysis, Monte Carlo methods, Monte Carlo methods, polynomial time, error bounds, computational problem
46Paul Lajbcygier Option Pricing with the Product Constrained Hybrid Neural Network. Search on Bibsonomy ICANN The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
44An-Pin Chen, Yi-Chang Chen, Wen-Chuan Tseng Applying Extending Classifier System to Develop an Option-Operation Suggestion Model of Intraday Trading - An Example of Taiwan Index Option. Search on Bibsonomy KES (1) The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
42Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram, Girish K. Jha Particle swarm optimization algorithm for option pricing: extended abstract. Search on Bibsonomy GECCO (Companion) The full citation details ... 2010 DBLP  DOI  BibTeX  RDF financial option pricing, particle swarm
42Girish K. Jha, Sameer Kumar 0005, Hari Prasain, Parimala Thulasiraman, Ruppa K. Thulasiram Option pricing using Particle Swarm Optimization. Search on Bibsonomy C3S2E The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Black-Scholes, particle swarm optimization, swarm intelligence, option pricing, computational finance
42Emmanuel Haven Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction. Search on Bibsonomy QI The full citation details ... 2009 DBLP  DOI  BibTeX  RDF q-calculus, h-calculus, option pricing, stochastic differential equation
42Kisoeb Park, Seki Kim, William T. Shaw New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. Search on Bibsonomy ICCSA (2) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Heath-Jarrow-Morton (HJM) model, Brace-Gatarek-Musiela (BGM) model and Bond Option
42Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee 0001 Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. Search on Bibsonomy ISNN (1) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF American option, kernel-based regression, jump-diffusion model
42Mohammad Zubair, Ravi Mukkamala High Performance Implementation of Binomial Option Pricing. Search on Bibsonomy ICCSA (1) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Financial Computing, Parallel Computing, High Performance Computing, Option Pricing
42Sangwook Lee, Jusang Lee, Daeyoung Shim, Moongu Jeon Binary Particle Swarm Optimization for Black-Scholes Option Pricing. Search on Bibsonomy KES (1) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Black-Scholes option pricing, bit change mutation, binary particle swarm optimization
42Cristina Videira Lopes, Sushil Krishna Bajracharya Assessing Aspect Modularizations Using Design Structure Matrix and Net Option Value. Search on Bibsonomy T. Aspect-Oriented Software Development The full citation details ... 2006 DBLP  DOI  BibTeX  RDF Aspect-oriented programming and design, design space matrix, net option value, modularity
42Zhongzhong Ning CNY Realignment and USD Expectation: Empirical Study Based on RND Function of Currency Option. Search on Bibsonomy IDEAL The full citation details ... 2006 DBLP  DOI  BibTeX  RDF CNY realignment, USD expectation, Currency option, RND function
42Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm. Search on Bibsonomy ICCSA (3) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF Financial Derivatives, Parallel Algorithm, Fast Fourier Transform, Mathematical Modeling, Data Locality, Option Pricing
42Vincenzina Messina, Valentina Bosetti Uncertainty and Option Value in Land Allocation Problems. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2003 DBLP  DOI  BibTeX  RDF option value, land allocation, uncertainty, environment
41Xubo Zhang, Zigang Zhang Study on Venture Investment Model Base on Signaling Game. Search on Bibsonomy ISIP The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Signaling game, Option-game, Venture investment, Option pricing
41Byungjoon Yoo, Kevin Kai-wing Ho, Kar Yan Tam The Impact of Information in Electronic Auctions: An Analysis of Buy-It-Now Auctions. Search on Bibsonomy HICSS The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
39Jinliang Zhang, Huibin Du, Wansheng Tang Pricing R&D Option with Combining Randomness and Fuzziness. Search on Bibsonomy ICIC (2) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
39Kiran Kola, Amit Chhabra, Ruppa K. Thulasiram, Parimala Thulasiraman A Software Architecture Framework for On-Line Option Pricing. Search on Bibsonomy ISPA The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
39Giorgio Fumera, Ignazio Pillai, Fabio Roli Classification with reject option in text categorisation systems. Search on Bibsonomy ICIAP The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
39Weimin Zheng, Jiwu Shu, Xiaotie Deng, Yonggen Gu Parallel Computing Method of Valuing for Multi-asset European Option. Search on Bibsonomy International Conference on Computational Science The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
37Sameer Kumar 0005, Ruppa K. Thulasiram, Parimala Thulasiraman A bioinspired algorithm to price options. Search on Bibsonomy C3S2E The full citation details ... 2008 DBLP  DOI  BibTeX  RDF swarm intelligence, ant colony optimization, option pricing, computational finance, optimal solution
36Julian Lorenz, Konstantinos Panagiotou, Angelika Steger Optimal Algorithms for k-Search with Application in Option Pricing. Search on Bibsonomy Algorithmica The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Time series search, One-way trading, Online algorithms, Competitive analysis, Option pricing
36Panayiotis Ch. Andreou, Chris Charalambous, Spiros H. Martzoukos European Option Pricing by Using the Support Vector Regression Approach. Search on Bibsonomy ICANN (1) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF implied volatility, non-parametric methods, support vector regression, Option pricing
36Claudio Marrocco, Paolo Simeone, Francesco Tortorella Embedding Reject Option in ECOC Through LDPC Codes. Search on Bibsonomy MCS The full citation details ... 2007 DBLP  DOI  BibTeX  RDF multiple classifier systems, coding theory, LDPC, reject option, ECOC
36Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill 0001 Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm. Search on Bibsonomy GECCO The full citation details ... 2007 DBLP  DOI  BibTeX  RDF real-valued quantum-inspired evolutionary algorithm, option pricing
36Arunabha Mukhopadhyay, Binay Bhushan, Debashis Saha, Ambuj Mahanti E-Risk Management through Self Insurance: An Option Model. Search on Bibsonomy HICSS The full citation details ... 2007 DBLP  DOI  BibTeX  RDF e-risk, option model, self-insurance, e-commerce, security breach
32Marina Marena, Daniele Marazzina, Gianluca Fusai Option pricing, maturity randomization and grid computing. Search on Bibsonomy IPDPS The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
32Jao-Hong Cheng, Chen-Yu Lee Product Outsourcing under Uncertainty: an Application of Fuzzy Real Option Approach. Search on Bibsonomy FUZZ-IEEE The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
32Raymond Y. K. Lau, K.-S. Wong, K.-F. Fung, S.-Y. Ho Toward An On-Demand Option Rating Service for e-Business. Search on Bibsonomy ICEBE The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
32Elisa Alòs A generalization of the Hull and White formula with applications to option pricing approximation. Search on Bibsonomy Finance Stochastics The full citation details ... 2006 DBLP  DOI  BibTeX  RDF Mathematics Subject Classification (2000) 60H07, 91B70, 91B28
32Kyu-Hwan Jung, Hyun-Chul Kim, Jaewook Lee 0001 A Novel Learning Network for Option Pricing with Confidence Interval Information. Search on Bibsonomy ISNN (2) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
32Shian-Chang Huang, Tung-Kuang Wu A Hybrid Unscented Kalman Filter and Support Vector Machine Model in Option Price Forecasting. Search on Bibsonomy ICNC (1) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
32Shian-Chang Huang, Tung-Kuang Wu Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting. Search on Bibsonomy RSCTC The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
32Michael Maio Pires, Tshilidzi Marwala American option pricing using multi-layer perceptron and support vector machine. Search on Bibsonomy SMC (2) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
32Giorgio Fumera, Ignazio Pillai, Fabio Roli A Two-Stage Classifier with Reject Option for Text Categorisation. Search on Bibsonomy SSPR/SPR The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
32N. K. Chidambaran New simulation methodology for risk analysis: genetic programming with monte carlo simulation for option pricing. Search on Bibsonomy WSC The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
32Giorgio Fumera, Fabio Roli Support Vector Machines with Embedded Reject Option. Search on Bibsonomy SVM The full citation details ... 2002 DBLP  DOI  BibTeX  RDF
32Barry W. Boehm, Hoh In Software Cost Option Strategy Tool (S-COST). Search on Bibsonomy COMPSAC The full citation details ... 1996 DBLP  DOI  BibTeX  RDF
30Constantin Mellios Interest rate options valuation under incomplete information. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF General equilibrium, Term structure of interest rates, Incomplete information, Filtering theory, Option prices
30Chieh-Chung Sheng, Hsiao-Ya Chiu, An-Pin Chen Using computational methodology to price European options with actual payoff distributions. Search on Bibsonomy Soft Comput. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Actual payoff distribution, Option pricing, Expected value
30Sajib Barua, Ruppa K. Thulasiram, Parimala Thulasiraman High Performance Computing for a Financial Application Using Fast Fourier Transform. Search on Bibsonomy Euro-Par The full citation details ... 2005 DBLP  DOI  BibTeX  RDF HPC for commercial application, Parallel algorithm, Fast Fourier transform, Mathematical modeling, Data locality, Option pricing
30J. R. Rajasekera, M. Yamada Estimating the Firm Value Distribution Function by Entropy Optimization and Geometric Programming. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2001 DBLP  DOI  BibTeX  RDF entropy optimization, Monte Carlo simulation, option pricing, geometric programming
29Qiwei Jin, Wayne Luk, David B. Thomas Unifying Finite Difference Option-Pricing for Hardware Acceleration. Search on Bibsonomy FPL The full citation details ... 2011 DBLP  DOI  BibTeX  RDF FPGA, Framework, Finance, Finite Difference, Option Pricing
29 Pricing of Bi-direction European Option Under a Kind of Jump Diffusion Model. Search on Bibsonomy IFITA (3) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF jump diffusion model, European bi-direction option, martingale, renewal process
29Yan Li, Mohamed G. Gouda The Blocking Option in Routing Protocols. Search on Bibsonomy SRDS The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Blocking Option, Security, Routing Protocols, Distance Vector
29Chai Quek, Michel Pasquier, Neha Kumar A novel recurrent neural network-based prediction system for option trading and hedging. Search on Bibsonomy Appl. Intell. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Option trading, Hedging system, Recurrent neural network, Computational finance
29Zhengyuan Jia, Jia Han An Improved Model of Executive Stock Option Based on Rough Set and Support Vector Machines. Search on Bibsonomy PACIIA (1) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Executive Stock Option, SVM, Rough set
29You-lan Zhu, Bin-mu Chen, Hongliang Ren 0002, Hanping Xu Application of the Singularity-Separating Method to American Exotic Option Pricing. Search on Bibsonomy Adv. Comput. Math. The full citation details ... 2003 DBLP  DOI  BibTeX  RDF American option pricing, finite difference methods, computational finance
27Mikolás Janota, Fintan Fairmichael, Viliam Holub, Radu Grigore, Julien Charles, Dermot Cochran, Joseph R. Kiniry CLOPS: A DSL for Command Line Options. Search on Bibsonomy DSL The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
27Bernhard Pfahringer, Geoffrey Holmes 0001, Richard Kirkby New Options for Hoeffding Trees. Search on Bibsonomy Australian Conference on Artificial Intelligence The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
27Xun Liang 0001, Haisheng Zhang, Jian Yang Pricing Options in Hong Kong Market Based on Neural Networks. Search on Bibsonomy ICONIP (3) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
27Michele Amico, Zbigniew J. Pasek, Farshid Asl, Giovanni Perrone Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation. Search on Bibsonomy WSC The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
27Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan Financial derivatives and real options: effect of implementation time on real options valuation. Search on Bibsonomy WSC The full citation details ... 2002 DBLP  DOI  BibTeX  RDF
27Scott B. Laprise, Michael C. Fu 0001, Steven I. Marcus, Andrew E. B. Lim A new approach to pricing American-style derivatives. Search on Bibsonomy WSC The full citation details ... 2001 DBLP  DOI  BibTeX  RDF
27Sunita Sarawagi, Shiby Thomas, Rakesh Agrawal 0001 Integrating Mining with Relational Database Systems: Alternatives and Implications. Search on Bibsonomy SIGMOD Conference The full citation details ... 1998 DBLP  DOI  BibTeX  RDF SQL
25Bowen Zhang 0008, Cornelis W. Oosterlee Option pricing with COS method on graphics processing units. Search on Bibsonomy IPDPS The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
25David Allenotor, Ruppa K. Thulasiram, Parimala Thulasiraman A novel application of option pricing to distributed resources management. Search on Bibsonomy IPDPS The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
25Silvia Gabrielli, Anthony Jameson Obstacles to Option Setting: Initial Results with a Heuristic Walkthrough Method. Search on Bibsonomy INTERACT (2) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
25Francesca Mariani, Graziella Pacelli, Francesco Zirilli Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. Search on Bibsonomy Optim. Lett. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
25David Allenotor, Ruppa K. Thulasiram G-FRoM: Grid Resources Pricing A Fuzzy Real Option Model. Search on Bibsonomy eScience The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
25Jingyue Li, Xiaomeng Su Making Cost Effective Security Decision with Real Option Thinking. Search on Bibsonomy ICSEA The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
25Ayman Ghoneim, Hussein A. Abbass, Michael Barlow Investigating alliance dynamics using a co-evolutionary iterated prisoner's dilemma with an exit option. Search on Bibsonomy IEEE Congress on Evolutionary Computation The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
25Gareth W. Morris, Matthew Aubury Design Space Exploration of the European Option Benchmark Using HyperStreams. Search on Bibsonomy FPL The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
25David Allenotor, Ruppa K. Thulasiram A Grid Resources Valuation Model Using Fuzzy Real Option. Search on Bibsonomy ISPA The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
25Gong Chen, Parimala Thulasiraman, Ruppa K. Thulasiram Distributed Quasi-Monte Carlo Algorithm for Option Pricing on HNOWs Using mpC. Search on Bibsonomy Annual Simulation Symposium The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
25Peter M. DeMarzo, Ilan Kremer, Yishay Mansour Online trading algorithms and robust option pricing. Search on Bibsonomy STOC The full citation details ... 2006 DBLP  DOI  BibTeX  RDF online algorithms, finance, regret minimization
25Vasilios S. Tzastoudis, Nikos S. Thomaidis, Georgios Dounias Improving Neural Network Based Option Price Forecasting. Search on Bibsonomy SETN The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
25Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling. Search on Bibsonomy WSC The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
25Christiane Lemieux, Jennie La A study of variance reduction techniques for American option pricing. Search on Bibsonomy WSC The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
25An-Pin Chen, Mu-Yen Chen Measurement Practices for Knowledge Management: An Option Perspective. Search on Bibsonomy CAiSE The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
25Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee 0001 Efficient Option Pricing via a Globally Regularized Neural Network. Search on Bibsonomy ISNN (2) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
25Ramasubramanian Sundararajan, Asim K. Pal Learning with an Embedded Reject Option: A Statistical Learning Theory Perspective. Search on Bibsonomy ICAISC The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
25Letícia Maria Friske, Carlos H. C. Ribeiro Domain-Dependent Option Policies in Autonomous Robot Learning. Search on Bibsonomy SCCC The full citation details ... 2001 DBLP  DOI  BibTeX  RDF
25Jason Wu, Suvrajeet Sen A Stochastic Programming Model for Currency Option Hedging. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2000 DBLP  DOI  BibTeX  RDF currency options, stochastic programming, hedging
25Carlos H. C. Ribeiro On the Use of Option Policies for Autonomous Robot Navigation. Search on Bibsonomy IBERAMIA-SBIA The full citation details ... 2000 DBLP  DOI  BibTeX  RDF
24Davood Damircheli On a Stable Method for Option Pricing: Discontinuous Petrov-Galerkin Method for Option Pricing and Sensitivity Analysis. Search on Bibsonomy CoRR The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
24Anjie Zhu, Feiyu Chen 0001, Hui Xu, Deqiang Ouyang, Jie Shao 0001 Empowering the Diversity and Individuality of Option: Residual Soft Option Critic Framework. Search on Bibsonomy IEEE Trans. Neural Networks Learn. Syst. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
24Chou-Wen Wang, Chin-Wen Wu, Po-Lin Chen Option Pricing Using Machine Learning with Intraday Data of TAIEX Option. Search on Bibsonomy HCI (29) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
24Arushi Jain, Khimya Khetarpal, Doina Precup Safe option-critic: learning safety in the option-critic architecture. Search on Bibsonomy Knowl. Eng. Rev. The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
24Jianglei Yuan, Lili Zhang Empirical Analysis of AHBS Option Pricing Model-Based on SSE 50ETF Option. Search on Bibsonomy ICCIR The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
24Hooman Abdollahi An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market. Search on Bibsonomy Int. J. Appl. Metaheuristic Comput. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
24Chuan-Chuan Ko, Ya-Juan Yang, Chien-Yu Liu Multinational Enterprise Investment Strategy Evaluation - Option to Growth or Option to Abandon of Binomial Options Application. Search on Bibsonomy CIS The full citation details ... 2019 DBLP  DOI  BibTeX  RDF
24Hongmei Zhang, Fawang Liu, Shanzhen Chen, Vo Anh, J. Chen Fast numerical simulation of a new time-space fractional option pricing model governing European call option. Search on Bibsonomy Appl. Math. Comput. The full citation details ... 2018 DBLP  DOI  BibTeX  RDF
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