[21 ARTICLES]
- Analysis and Optimization of a Combined Make-to-Stock and Make-to-Order Multiproduct Manufacturing System, Khaled Hadj Youssef, Christian van Delft, and Yves Dallery
Volume 2009 (2009), Article ID 716059, 27 pages - Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications, Guglielmo D’Amico, Jacques Janssen, and Raimondo Manca
Volume 2009 (2009), Article ID 625712, 17 pages - Components of Pearson’s Statistic for at Least Partially Ordered -Way Contingency Tables, J. C. W. Rayner and Eric J. Beh
Volume 2009 (2009), Article ID 980706, 9 pages - Improving EWMA Plans for Detecting Unusual Increases in Poisson Counts, R. S. Sparks, T. Keighley, and D. Muscatello
Volume 2009 (2009), Article ID 512356, 16 pages - Intelligent Computational Methods for Financial Engineering, Lean Yu, Shouyang Wang, and K. K. Lai
Volume 2009 (2009), Article ID 394731, 2 pages - Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming, Wafa Abdelmalek, Sana Ben Hamida, and Fathi Abid
Volume 2009 (2009), Article ID 179230, 19 pages - Valuing Time-Dependent CEV Barrier Options, C. F. Lo, H. M. Tang, K. C. Ku, and C. H. Hui
Volume 2009 (2009), Article ID 359623, 17 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 - A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment, Chen-Tung Chen and Wei-Zhan Hung
Volume 2009 (2009), Article ID 897024, 20 pages - 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 - Discrete Analysis of Portfolio Selection with Optimal Stopping Time, Jianfeng Liang
Volume 2009 (2009), Article ID 609196, 9 pages - Optimal Bespoke CDO Design via NSGA-II, Diresh Jewan, Renkuan Guo, and Gareth Witten
Volume 2009 (2009), Article ID 925169, 32 pages