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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
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