Numerical Methods in Finance
Latest Publications

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11

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4

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Published By Springer-Verlag

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_9 ◽

2005 ◽

pp. 173-191 ◽

Cited By ~ 4

Author(s):

Marie-Claude Beaulieu ◽

Jean-Marie Dufour ◽

Lynda Khalaf

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Multivariate Tests ◽

Asset Pricing Models ◽

Asymmetric Distributions

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A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_10 ◽

2005 ◽

pp. 193-226 ◽

Cited By ~ 1

Author(s):

Mohamed A. Ayadi ◽

Lawrence Kryzanowski

Keyword(s):

Performance Evaluation ◽

Mutual Fund ◽

Fund Performance ◽

Discount Factor ◽

Stochastic Discount Factor ◽

Mutual Fund Performance ◽

Fixed Income ◽

Fund Performance Evaluation

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The Robust Control Approach to Option Pricing and Interval Models: An Overview

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_4 ◽

2005 ◽

pp. 91-108 ◽

Cited By ~ 27

Author(s):

Pierre Bernhard

Keyword(s):

Robust Control ◽

Option Pricing ◽

Control Approach

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On Numerical Methods and the Valuation of American Options

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_6 ◽

2005 ◽

pp. 129-142

Author(s):

Mondher Bellaiah

Keyword(s):

Numerical Methods ◽

American Options

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Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_8 ◽

2005 ◽

pp. 159-171

Author(s):

Ephraim Clark

Keyword(s):

Foreign Direct Investment ◽

Direct Investment ◽

Expropriation Risk ◽

The Cost

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Corporate Debt Valuation: The Structural Approach

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_1 ◽

2005 ◽

pp. 1-33 ◽

Cited By ~ 1

Author(s):

Pascal François

Keyword(s):

Structural Approach ◽

Corporate Debt ◽

Debt Valuation

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Bessel Processes and Asian Options

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_2 ◽

2005 ◽

pp. 35-57 ◽

Cited By ~ 11

Author(s):

Daniel Dufresne

Keyword(s):

Asian Options ◽

Bessel Processes

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Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_3 ◽

2005 ◽

pp. 59-89 ◽

Cited By ~ 23

Author(s):

Jean-Pierre Aubin ◽

Dominique Pujal ◽

Patrick Saint-Pierre

Keyword(s):

Transaction Costs ◽

Dynamic Management

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Valuing American Contingent Claims when Time to Maturity is Uncertain

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_7 ◽

2005 ◽

pp. 143-158 ◽

Cited By ~ 2

Author(s):

Tony Berrada

Keyword(s):

Contingent Claims

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Continuous Min-Max Approach for Single Period Portfolio Selection Problem

Numerical Methods in Finance ◽

10.1007/0-387-25118-9_12 ◽

2005 ◽

pp. 241-258 ◽

Cited By ~ 1

Author(s):

Nalan Gülpmar ◽

Berç Rustem

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Single Period

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