Search results for "options"

Hits ?▲	Authors	Title	Venue	Year	Link
11	Ali Fereshtian, Reza Mollapourasl, Florin Avram	RBF approximation by partition of unity for valuation of options under exponential Lévy processes.	J. Comput. Sci.	2019	DBLP DOI BibTeX RDF
11	Shashi Jain, Álvaro Leitao, Cornelis W. Oosterlee	Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options.	J. Comput. Sci.	2019	DBLP DOI BibTeX RDF
11	Bo Tang 0016, Kyriakos Mouratidis, Man Lung Yiu, Zhenyu Chen	Creating Top Ranking Options in the Continuous Option and Preference Space. (PDF / PS)	Proc. VLDB Endow.	2019	DBLP DOI BibTeX RDF
11	Erhan Bayraktar, Zhou Zhou 0004	No-Arbitrage and Hedging with Liquid American Options.	Math. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Kenichiro Shiraya, Akihiko Takahashi	Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models.	Math. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Nick F. D. Huberts, Herbert Dawid, Kuno J. M. Huisman, Peter M. Kort	Entry deterrence by timing rather than overinvestment in a strategic real options framework.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino	A general framework for pricing Asian options under stochastic volatility on parallel architectures.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Fei Xie, Zhijian He, Xiaoqun Wang	An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Azzurra Morreale, Luigi Mittone, Giovanna Lo Nigro	Risky choices in strategic environments: An experimental investigation of a real options game.	Eur. J. Oper. Res.	2019	DBLP DOI BibTeX RDF
11	Brittany Speller, Kelly Metcalfe, Erin D. Kennedy, Marcia Facey, Ellen Greenblatt, Adena S. Scheer, Ellen Warner, Anil Abraham Joy, Frances C. Wright, Nancy N. Baxter	The "Begin Exploring Fertility Options, Risks and Expectations" (BEFORE) decision aid: development and alpha testing of a fertility tool for premenopausal breast cancer patients.	BMC Medical Informatics Decis. Mak.	2019	DBLP DOI BibTeX RDF
11	Hengguang Li, Reza Mollapourasl, Majid Haghi	A Local Radial Basis Function Method for Pricing Options Under the Regime Switching Model.	J. Sci. Comput.	2019	DBLP DOI BibTeX RDF
11	Sean Horan	Random consideration and choice: A case study of "default" options.	Math. Soc. Sci.	2019	DBLP DOI BibTeX RDF
11	Johannes Wollenburg, Andreas Holzapfel, Alexander H. Hübner	Omni-channel customer management processes in retail: An exploratory study on fulfillment-related options.	Logist. Res.	2019	DBLP DOI BibTeX RDF
11	Brenna N. Renn, Theresa J. Hoeft, Heather Sophia Lee, Amy M. Bauer, Patricia A. Areán	Preference for in-person psychotherapy versus digital psychotherapy options for depression: survey of adults in the U.S.	npj Digit. Medicine	2019	DBLP DOI BibTeX RDF
11	Mohammad Abedi, Daniel Bartolomeo	Entropic Dynamics of Stocks and European Options.	Entropy	2019	DBLP DOI BibTeX RDF
11	Mohammad Abedi, Daniel Bartolomeo	Entropic Dynamics of Exchange Rates and Options.	Entropy	2019	DBLP DOI BibTeX RDF
11	Yang Wang 0052, Baojun Bian, Zijiang Yang 0001, Jizhou Zhang	The Valuation of American Passport Options: A Viscosity Solution Approach.	J. Optim. Theory Appl.	2019	DBLP DOI BibTeX RDF
11	Michael Lewis 0004, Yanwen Wang, Chunhua Wu	Season Ticket Buyer Value and Secondary Market Options.	Mark. Sci.	2019	DBLP DOI BibTeX RDF
11	Petar Kochovski, Pavel D. Drobintsev, Vlado Stankovski	Formal Quality of Service assurances, ranking and verification of cloud deployment options with a probabilistic model checking method.	Inf. Softw. Technol.	2019	DBLP DOI BibTeX RDF
11	Markus Borg, Panagiota Chatzipetrou, Krzysztof Wnuk, Emil Alégroth, Tony Gorschek, Efi Papatheocharous, Syed Muhammad Ali Shah, Jakob Axelsson	Selecting component sourcing options: A survey of software engineering's broader make-or-buy decisions.	Inf. Softw. Technol.	2019	DBLP DOI BibTeX RDF
11	Yanhong Zhong, Guohe Deng	Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate.	Complex.	2019	DBLP DOI BibTeX RDF
11	Piotr Nowak, Michal Pawlowski	Pricing European options under uncertainty with application of Levy processes and the minimal Lq equivalent martingale measure.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
11	Puneet Pasricha, Anubha Goel	Pricing vulnerable power exchange options in an intensity based framework.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
11	Xiaoping Hu 0005, Ying Xiu, Jie Cao 0011	Recombined multinomial tree based on saddle-point approximation and its application to Levy models options pricing.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
11	Xinfeng Ruan, Wenjun Zhang 0007	A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate".	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
11	Graeme C. Dandy, Angela Marchi, Holger R. Maier, John Kandulu, Darla Hatton MacDonald, Arman Ganji	An integrated framework for selecting and evaluating the performance of stormwater harvesting options to supplement existing water supply systems.	Environ. Model. Softw.	2019	DBLP DOI BibTeX RDF
11	Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte	Minimax theorems for American options without time-consistency.	Finance Stochastics	2019	DBLP DOI BibTeX RDF
11	Douglas S. Altner, Erica K. Mason, Leslie D. Servi	Two-stage stochastic days-off scheduling of multi-skilled analysts with training options.	J. Comb. Optim.	2019	DBLP DOI BibTeX RDF
11	Fatemehsadat Tabatabaeimehr, Marc Ruiz 0001, Luis Velasco	Distributed and Centralized Options for Self-Learning.	ICTON	2019	DBLP DOI BibTeX RDF
11	Enrico Ghillino, Pasquale Pasella, Remco Stoffer, Dwight H. Richards, Jigesh Patel, Pablo Mena, Rob Scarmozzino, Paolo Bardella, Emanuele Virgillito, Dario Pilori, Andrea Carena, Vittorio Curri	Assessing the Impact of Design Options for an Optical Switch in Network Routing Impairments.	ICTON	2019	DBLP DOI BibTeX RDF
11	Aline Weber, Charles P. Martin, Jim Tørresen, Bruno C. da Silva 0001	Identifying Reusable Early-Life Options.	ICDL-EPIROB	2019	DBLP DOI BibTeX RDF
11	Viet-Hoang Tran, Olivier Bonaventure	Beyond socket options: making the Linux TCP stack truly extensible.	Networking	2019	DBLP DOI BibTeX RDF
11	Christer Carlsson	Digital Coaching to Make Fuzzy Real Options Methods Viable for Investment Decisions.	FUZZ-IEEE	2019	DBLP DOI BibTeX RDF
11	Karan Menon, Hannu Kärkkäinen, Sameer Mittal, Thorsten Wuest	Impact of IIoT Based Technologies on Characteristic Features and Related Options of Nonownership Business Models.	PLM	2019	DBLP DOI BibTeX RDF
11	Ievgen Kabin, Alejandro Sosa, Zoya Dyka, Dan Klann, Peter Langendörfer	On the Influence of the FPGA Compiler Optimization Options on the Success of the Horizontal Attack.	ReConFig	2019	DBLP DOI BibTeX RDF
11	Luis Holguin, Alberto Ochoa-Zezzatti, Victor M. Larios-Rosillo, Edgar Cossio, Ma. Roció Maciel Arellano, Gilberto Rivera Zárate	Small steps towards a smart city: Mobile application that provides options for the use of public transport in Juarez City.	ISC2	2019	DBLP DOI BibTeX RDF
11	Thibault Degrande, Frederic Vannieuwenborg, Sofie Verbrugge, Didier Colle	Adoption of Cooperative Intelligent Transport Systems in Flemish passenger cars: a review of European Policy Options.	CTTE-FITCE	2019	DBLP DOI BibTeX RDF
11	Marc-André Kaufhold, Christian Reuter 0001, Thomas Ludwig 0005	Flow Experience in Software Engineering: Development and Evaluation of Design options for Eclipse.	ECIS	2019	DBLP BibTeX RDF
11	Slavi G. Georgiev, Lubin G. Vulkov	Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching.	HPC	2019	DBLP DOI BibTeX RDF
11	Miglena N. Koleva, Lubin G. Vulkov	Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method.	LSSC	2019	DBLP DOI BibTeX RDF
11	György Molnár, Katalin Nagy, Zoltán Balogh 0002	The role and impact of visualization during the processing of educational materials, presentation options in education and in the virtual space.	CogInfoCom	2019	DBLP DOI BibTeX RDF
11	Katrin Glocker, Janko Ahlbrandt, Alexander Knurr, Peter Horák, Christoph Heining, Frank Ückert	Finding Options Beyond Standard of Care in Oncology: A Proposal for Workflows Utilizing Knowledge Databases.	MedInfo	2019	DBLP DOI BibTeX RDF
11	Nicholas Gregorich, Fred Harris 0001, Chris Dick	Design Options for Audio Frequency Shifting System for Unique and Interesting Sound Effects.	ACSSC	2019	DBLP DOI BibTeX RDF
11	Laurentiu Gabriel Militaru, Dan Popescu 0002, Loretta Ichim	Spectrum options and wireless communication solutions for drones.	ECAI	2019	DBLP DOI BibTeX RDF
11	Ibrahim Sefa	Lyapunov-Function-Based Control Options for Grid-Connected Inverters.	ECAI	2019	DBLP DOI BibTeX RDF
11	Elhabib Moustaid, Maksims Kornevs, Sebastiaan A. Meijer	Sensitivity Analysis of Policy Options for Urban Mental Health Using System Dynamics and Fuzzy Cognitive Maps.	WSC	2019	DBLP DOI BibTeX RDF
11	Nicholas Denis, Maia Fraser	Options in Multi-task Reinforcement Learning - Transfer via Reflection.	Canadian AI	2019	DBLP DOI BibTeX RDF
11	Mohit Kumar, Weisong Shi	Energy Consumption Analysis of Java Command-line Options.	IGSC	2019	DBLP DOI BibTeX RDF
11	Joan Danielle Ongchoco, Julian Jara-Ettinger, Joshua Knobe	Imagining the good: An offline tendency to simulate good options even when no decision has to be made.	CogSci	2019	DBLP BibTeX RDF
11	Kang-Lin Wang, Chi-Bang Kuan, Jiann-Fuh Liaw, Wei-Liang Kuo	Autopiler: An AI Based Framework for Program Autotuning and Options Recommendation.	AICAS	2019	DBLP DOI BibTeX RDF
11	Konstantina Panagiotou, Christian Klumpner, Mark Sumner, George E. Georghiou	An Exploration of Design Options for Integrated Residential PV-ESS.	IECON	2019	DBLP DOI BibTeX RDF
11	Khimya Khetarpal, Doina Precup	Learning Options with Interest Functions.	AAAI	2019	DBLP DOI BibTeX RDF
11	Heikki Kokkinen, Juha Kalliovaara, Tero Jokela	Spectrum Allocation Options for Point-to-Multipoint Services in 5G.	CrownCom	2019	DBLP DOI BibTeX RDF
11	Ohoud Alharbi, Ahmed Sabbir Arif, Wolfgang Stuerzlinger, Mark D. Dunlop, Andreas Komninos	WiseType: A Tablet Keyboard with Color-Coded Visualization and Various Editing Options for Error Correction.	Graphics Interface	2019	DBLP BibTeX RDF
11	Yuta Okabe, Yoko Nishihara, Ryosuke Yamanishi	Touch Panel Interface to Support Explanation of Pains by Choosing Options.	KES	2019	DBLP DOI BibTeX RDF
11	Kaan Kalkanci, Christoph Roser	Options for Maintaining Weak FIFO in Parallel Queues.	APMS (1)	2019	DBLP DOI BibTeX RDF
11	Oleksii Konashevych, Marta Poblet	Blockchain Anchoring of Public Registries: Options and Challenges.	ICEGOV	2019	DBLP DOI BibTeX RDF
11	Josh Aaron Miller, Vivian Lee, Seth Cooper, Magy Seif El-Nasr	Large-Scale Analysis of Visualization Options in a Citizen Science Game.	CHI PLAY (Companion)	2019	DBLP DOI BibTeX RDF
11	Chris Partridge, Andrew Mitchell, Michael Loneragan, Hayden Atkinson, Sergio de Cesare, Mesbah Khan	Coordinate Systems: Level Ascending Ontological Options.	MoDELS (Companion)	2019	DBLP DOI BibTeX RDF
11	Alexander V. Bogdanov, S. A. Bogdanov, V. P. Rukovchuk, Dmitry S. Khmel	Deep Learning Approach for Prognoses of Long-Term Options Behavior.	ICCSA (2)	2019	DBLP DOI BibTeX RDF
11	Jennifer McNally, Elizabeth Harrington Diederich	Browsing for Content Across Pay TV and On Demand Video Options.	TVX	2019	DBLP DOI BibTeX RDF
11	Takuya Hiraoka, Takahisa Imagawa, Tatsuya Mori, Takashi Onishi, Yoshimasa Tsuruoka	Learning Robust Options by Conditional Value at Risk Optimization.	NeurIPS	2019	DBLP BibTeX RDF
11	Shangtong Zhang, Shimon Whiteson	DAC: The Double Actor-Critic Architecture for Learning Options.	NeurIPS	2019	DBLP BibTeX RDF
11	Ana Guerrero de la Peña, Navindran Davendralingam, Ali K. Raz, Daniel DeLaurentis, Gregory M. Shaver, Vivek Sujan, Neera Jain	Modeling the Combined Effect of Powertrain Options and Autonomous Technology on Vehicle Adoption and Utilization by Line-haul Fleets.	ITSC	2019	DBLP DOI BibTeX RDF
11	Kei May Lau	III-V Lasers and Integrated Components Directly Grown on Silicon: Options for Integration.	DRC	2019	DBLP DOI BibTeX RDF
11	Piotr Szymak	Selection of Training Options for Deep Learning Neural Network Using Genetic Algorithm.	MMAR	2019	DBLP DOI BibTeX RDF
11	Chris Stetter, Maximilian Heumann, Martin Westbomke, Malte Stonis, Michael H. Breitner	A Real Options Approach to Determine the Optimal Choice Between Lifetime Extension and Repowering of Wind Turbines.	OR	2019	DBLP DOI BibTeX RDF
11	Lun Li, Ali Arab 0001, Jiqiang Liu, Jingxian Liu, Zhu Han 0001	Bitcoin Options Pricing Using LSTM-Based Prediction Model and Blockchain Statistics.	Blockchain	2019	DBLP DOI BibTeX RDF
11	Chuan-Chuan Ko, Ya-Juan Yang, Chien-Yu Liu	Multinational Enterprise Investment Strategy Evaluation - Option to Growth or Option to Abandon of Binomial Options Application.	CIS	2019	DBLP DOI BibTeX RDF
11	Yuu Jinnai, Jee Won Park, David Abel, George Dimitri Konidaris	Discovering Options for Exploration by Minimizing Cover Time.	ICML	2019	DBLP BibTeX RDF
11	Yuu Jinnai, David Abel, David Ellis Hershkowitz, Michael L. Littman, George Dimitri Konidaris	Finding Options that Minimize Planning Time.	ICML	2019	DBLP BibTeX RDF
11	Khaled Belahcène, Christophe Labreuche, Nicolas Maudet, Vincent Mousseau, Wassila Ouerdane	Comparing Options with Argument Schemes Powered by Cancellation.	IJCAI	2019	DBLP DOI BibTeX RDF
11	David Abel, John Winder, Marie desJardins, Michael L. Littman	The Expected-Length Model of Options.	IJCAI	2019	DBLP DOI BibTeX RDF
11	Rahul Ramesh, Manan Tomar, Balaraman Ravindran	Successor Options: An Option Discovery Framework for Reinforcement Learning.	IJCAI	2019	DBLP DOI BibTeX RDF
11	Ralf Lübben, Jens Schwardmann	Application Level Performance Measurements of Multi-Connectivity Options in Cellular Networks for Vehicular Scenarios.	LCN	2019	DBLP DOI BibTeX RDF
11	Carlos Ponce-Sanchez, Laberiano Andrade-Arenas, Carlos Sotomayor-Beltran	Admission options and their implications for student desertion at the National University of Engineering.	ICACIT	2019	DBLP DOI BibTeX RDF
11	Tan Yan Shan, Won Jet Rou, Radha Krishnan Nair	Factors Influencing Acounting Students in UCSI University in Choosing Internal Audit as Their Career Options.	EBIMCS	2019	DBLP DOI BibTeX RDF
11	Joshua D. Anderson, John E. Core	Managerial Incentives to Increase Risk Provided by Debt, Stock, and Options.	Manag. Sci.	2018	DBLP DOI BibTeX RDF
11	Gary E. Bolton, Ben Greiner, Axel Ockenfels	Dispute Resolution or Escalation? The Strategic Gaming of Feedback Withdrawal Options in Online Markets.	Manag. Sci.	2018	DBLP DOI BibTeX RDF
11	Sona Kilianová, Boris Letko	An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model.	Risk Decis. Anal.	2018	DBLP DOI BibTeX RDF
11	Ehsan Hajizadeh, Masoud Mahootchi	Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options.	Neural Comput. Appl.	2018	DBLP DOI BibTeX RDF
11	Rabii El Ghorfi, Mohamed El Aroussi, Mohamed Ouadou, Driss Aboutajdine	Valuating IT Governance Strategies With Real Options in a Decision Making Framework.	Int. J. Inf. Syst. Serv. Sect.	2018	DBLP DOI BibTeX RDF
11	Yue Hu 0006, David M. Koppelman, Steven R. Brandt	Thoroughly Exploring GPU Buffering Options for Stencil Code by Using an Efficiency Measure and a Performance Model.	IEEE Trans. Multi Scale Comput. Syst.	2018	DBLP DOI BibTeX RDF
11	Burcu Aydogan, Ümit Aksoy, Ömür Ugur	On the methods of pricing American options: case study.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
11	Daniel Wei-Chung Miao, Yung-Hsin Lee, Jr-Yan Wang	Using forward Monte-Carlo simulation for the valuation of American barrier options.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
11	Hideharu Funahashi, Tomohide Higuchi	An analytical approximation for single barrier options under stochastic volatility models.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
11	Ho-Chun Herbert Chang, Kevin Li	The Amnesiac Lookback Option: Selectively Monitored Lookback Options and Cryptocurrencies.	Frontiers Appl. Math. Stat.	2018	DBLP DOI BibTeX RDF
11	Joshua Wafula, Yusuf Karimjee, Yvonne Tamba, Geoffrey Malava, Caroline Muchiri, Grace Koech, Jan De Leeuw, Josephat Nyongesa, Keith D. Shepherd, Eike Luedeling	Probabilistic Assessment of Investment Options in Honey Value Chains in Lamu County, Kenya.	Frontiers Appl. Math. Stat.	2018	DBLP DOI BibTeX RDF
11	Nunzia Carbonara, Roberta Pellegrino	Real options approach to evaluate postponement as supply chain disruptions mitigation strategy.	Int. J. Prod. Res.	2018	DBLP DOI BibTeX RDF
11	Martyn Ellison, Radu Calinescu, Richard F. Paige	Evaluating cloud database migration options using workload models.	J. Cloud Comput.	2018	DBLP DOI BibTeX RDF
11	Yingda Song, Ning Cai 0003, Steven Kou	Computable Error Bounds of Laplace Inversion for Pricing Asian Options.	INFORMS J. Comput.	2018	DBLP DOI BibTeX RDF
11	Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi	Radial-basis-function-based finite difference operator splitting method for pricing American options.	Int. J. Comput. Math.	2018	DBLP DOI BibTeX RDF
11	Shuaib Lwasa	Drought and Flood Risk, Impacts and Adaptation Options for Resilience in Rural Communities of Uganda.	Int. J. Appl. Geospat. Res.	2018	DBLP DOI BibTeX RDF
11	Simone Di Domenico, Mauro De Sanctis, Ernestina Cianca, Fabrizio Giuliano, Giuseppe Bianchi 0001	Exploring Training Options for RF Sensing Using CSI.	IEEE Commun. Mag.	2018	DBLP DOI BibTeX RDF
11	Tobias Hellmann, Jacco J. J. Thijssen	Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game.	Oper. Res.	2018	DBLP DOI BibTeX RDF
11	Michail Chronopoulos, Emmanouil Panaousis, Jens Grossklags	An Options Approach to Cybersecurity Investment.	IEEE Access	2018	DBLP DOI BibTeX RDF
11	Yude Yang, Bori Wei, Hui Liu 0014, Yiyi Zhang, Junhui Zhao, Emad Manla	Chaos Firefly Algorithm With Self-Adaptation Mutation Mechanism for Solving Large-Scale Economic Dispatch With Valve-Point Effects and Multiple Fuel Options.	IEEE Access	2018	DBLP DOI BibTeX RDF
11	Sema Coskun, Ralf Korn	Pricing barrier options in the Heston model using the Heath-Platen estimator.	Monte Carlo Methods Appl.	2018	DBLP DOI BibTeX RDF
11	Katherine Wynn, German C. Spangenberg, Kevin F. Smith, William Wilson	Valuing GM technologies using real options: the case of drought tolerant wheat in Australia.	Technol. Anal. Strateg. Manag.	2018	DBLP DOI BibTeX RDF
11	Min-Ku Lee, Jeong-Hoon Kim	Pricing of defaultable options with multiscale generalized Heston's stochastic volatility.	Math. Comput. Simul.	2018	DBLP DOI BibTeX RDF