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Wavelet Methods in PDE Valuation of Financial Derivatives., , и . IDEAL, том 1983 из Lecture Notes in Computer Science, стр. 215-238. Springer, (2000)A real-time adaptive trading system using genetic programming, и . Quantitative Finance, (2000)The Profitability of Intra-Day FX Trading Using Technical Indicators, и . Working Paper, 35/00. Judge Institute of Management Studies, University of Cambridge, Trumpington Street, Cambridge, CB2 1AG, (2000)A real-time adaptive trading system using genetic programming, и . Quantitative Finance, 1 (4): 397--413 (2001)Designing minimum guaranteed return funds, , , , , и . Quantitative Finance, 7 (2): 245--256 (2007)Fast numerical valuation of American, exotic and complex options, и . Applied Mathematical Finance, 4 (1): 1--20 (1997)Object-oriented model integration in a financial decision support system., и . Decis. Support Syst., 7 (4): 329-340 (1991)An automated FX trading system using adaptive reinforcement learning, и . Expert Systems with Applications, 30 (3): 543--552 (апреля 2006)Special Issue on Financial Engineering.Dynamic stochastic programming for asset-liability management., и . Ann. Oper. Res., (1998)The Linear Order Complementarity Problem., и . Math. Oper. Res., 14 (3): 534-558 (1989)