Table of Contents [1–10 of 230 articles]

• Fuzzy Real Options in Brownfield Redevelopment Evaluation, Qian Wang, Keith W. Hipel, and D. Marc Kilgour
  Volume 2009 (2009), Article ID 817137, 16 pages
• Convex Interval Games, S. Z. Alparslan Gök, R. Branzei, and S. Tijs
  Volume 2009 (2009), Article ID 342089, 14 pages
• Cumulative Gains Model Quality Metric, Thomas Brandenburger and Alfred Furth
  Volume 2009 (2009), Article ID 868215, 14 pages
• Modified Neural Network Algorithms for Predicting Trading Signals of Stock Market Indices, C. D. Tilakaratne, M. A. Mammadov, and S. A. Morris
  Volume 2009 (2009), Article ID 125308, 22 pages
• A Fuzzy Pay-Off Method for Real Option Valuation, Mikael Collan, Robert Fullér, and József Mezei
  Volume 2009 (2009), Article ID 238196, 14 pages
• Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model, Guoan Huang, Guohe Deng, and Lihong Huang
  Volume 2009 (2009), Article ID 215163, 11 pages
• Discriminant Analysis of Zero Recovery for China's NPL, Yue Tang, Hao Chen, Bo Wang, Muzi Chen, Min Chen, and Xiaoguang Yang
  Volume 2009 (2009), Article ID 594793, 16 pages
• Callable Russian Options and Their Optimal Boundaries, Atsuo Suzuki and Katsushige Sawaki
  Volume 2009 (2009), Article ID 593986, 13 pages
• Valuation of Game Options in Jump-Diffusion Model and with Applications to Convertible Bonds, Lei Wang and Zhiming Jin
  Volume 2009 (2009), Article ID 945923, 17 pages
• Warranty Optimization in a Dynamic Environment, Nedialko B. Dimitrov and Stefanka Chukova
  Volume 2009 (2009), Article ID 414507, 14 pages