Volume 2009 [20 articles]

• Modified neural network algorithms for predicting trading signals of stock market indices, C.D. Tilakaratne, M.A. Mammadov, S.A. Morris
  Volume 2009 (2009), Article ID 125308, 22 pages
• Selecting the best forecasting-implied volatility model using genetic programming, Wafa Abdelmalek, Sana Ben Hamida, Fathi Abid
  Volume 2009 (2009), Article ID 179230, 19 pages
• Valuation for an American continuous-installment put option on bond under Vasicek interest rate model, Guoan Huang, Guohe Deng, Lihong Huang
  Volume 2009 (2009), Article ID 215163, 11 pages
• A fuzzy pay-off method for real option valuation, Mikael Collan, Robert Fullér, József Mezei
  Volume 2009 (2009), Article ID 238196, 14 pages
• Convex interval games, S.Z.Alparslan Gök, R. Branzei, S. Tijs
  Volume 2009 (2009), Article ID 342089, 14 pages
• Valuing time-dependent CEV barrier options, C.F. Lo, H.M. Tang, K.C. Ku, C.H. Hui
  Volume 2009 (2009), Article ID 359623, 17 pages
• Intelligent computational methods for financial engineering, Lean Yu, Shouyang Wang, K.K. Lai
  Volume 2009 (2009), Article ID 394731, 2 pages
• Warranty optimization in a dynamic environment, Nedialko B. Dimitrov, Stefanka Chukova
  Volume 2009 (2009), Article ID 414507, 14 pages
• Improving EWMA plans for detecting unusual increases in Poisson counts, R.S. Sparks, T. Keighley, D. Muscatello
  Volume 2009 (2009), Article ID 512356, 16 pages
• Callable Russian options and their optimal boundaries, Atsuo Suzuki, Katsushige Sawaki
  Volume 2009 (2009), Article ID 593986, 13 pages
• Discriminant analysis of zero recovery for China's NPL, Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen, Xiaoguang Yang
  Volume 2009 (2009), Article ID 594793, 16 pages
• Discrete analysis of portfolio selection with optimal stopping time, Jianfeng Liang
  Volume 2009 (2009), Article ID 609196, 9 pages
• Semi-Markov reliability models with recurrence times and credit rating applications, Guglielmo D'Amico, Jacques Janssen, Raimondo Manca
  Volume 2009 (2009), Article ID 625712, 17 pages
• Fuzzy real options in brownfield redevelopment evaluation, Qian Wang, Keith W. Hipel, D.Marc Kilgour
  Volume 2009 (2009), Article ID 817137, 16 pages
• On the complexities of selected satisfiability and equivalence queries over Boolean formulas and inclusion queries over hulls, K. Subramani
  Volume 2009 (2009), Article ID 845804, 18 pages
• Cumulative gains model quality metric, Thomas Brandenburger, Alfred Furth
  Volume 2009 (2009), Article ID 868215, 14 pages
• A new decision-making method for stock portfolio selection based on computing with linguistic assessment, Chen-Tung Chen, Wei-Zhan Hung
  Volume 2009 (2009), Article ID 897024, 20 pages
• Optimal bespoke CDO design via NSGA-II, Diresh Jewan, Renkuan Guo, Gareth Witten
  Volume 2009 (2009), Article ID 925169, 32 pages
• Valuation of game options in jump-diffusion model and with applications to convertible bonds, Lei Wang, Zhiming Jin
  Volume 2009 (2009), Article ID 945923, 17 pages
• Components of Pearson's Statistic for at Least Partially Ordered m-Way Contingency Tables, J.C.W. Rayner, Eric J. Beh
  Volume 2009 (2009), Article ID 980706, 9 pages