Handbook of Computational Finance
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29

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Published By Springer Berlin Heidelberg

9783642172533, 9783642172540

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Filtering Methods

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_16 ◽

2011 ◽

pp. 439-467

Author(s):

Andras Fulop

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Introduction to Support Vector Machines and Their Applications in Bankruptcy Prognosis

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_27 ◽

2011 ◽

pp. 731-761 ◽

Cited By ~ 1

Author(s):

Yuh-Jye Lee ◽

Yi-Ren Yeh ◽

Hsing-Kuo Pao

Keyword(s):

Support Vector Machines ◽

Support Vector ◽

Vector Machines

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Dynamic Programming and Hedging Strategies in Discrete Time

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_22 ◽

2011 ◽

pp. 605-631

Author(s):

Shih-Feng Huang ◽

Meihui Guo

Keyword(s):

Dynamic Programming ◽

Discrete Time ◽

Hedging Strategies

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R as a Tool in Computational Finance

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_29 ◽

2011 ◽

pp. 781-804

Author(s):

John P. Nolan

Keyword(s):

Computational Finance

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Low-Discrepancy Simulation

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_26 ◽

2011 ◽

pp. 703-729

Author(s):

Harald Niederreiter

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Approximation of Dynamic Programs

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_23 ◽

2011 ◽

pp. 633-649 ◽

Cited By ~ 1

Author(s):

Michèle Breton ◽

Javier de Frutos

Keyword(s):

Dynamic Programs

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Modeling Asset Prices

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_2 ◽

2011 ◽

pp. 15-33

Author(s):

James E. Gentle ◽

Wolfgang Karl Härdle

Keyword(s):

Asset Prices

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Volatility Estimation Based on High-Frequency Data

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_13 ◽

2011 ◽

pp. 335-369 ◽

Cited By ~ 3

Author(s):

Christian Pigorsch ◽

Uta Pigorsch ◽

Ivaylo Popov

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Volatility Estimation

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Diffusion Models of Asset Prices

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_3 ◽

2011 ◽

pp. 35-60

Author(s):

Jérôme Detemple ◽

Marcel Rindisbacher

Keyword(s):

Asset Prices ◽

Diffusion Models

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Fitting High-Dimensional Copulae to Data

Handbook of Computational Finance ◽

10.1007/978-3-642-17254-0_17 ◽

2011 ◽

pp. 469-501 ◽

Cited By ~ 3

Author(s):

Ostap Okhrin

Keyword(s):

High Dimensional

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