search query: @journal_id 1747 / total: 13
references: 10-13 / 13
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10.
Control of credit risk collaterization using quasi-variational inequalities
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 5-38
 2001 Aparicio, F. M.
Cossin, D.
11.
A Bayesian approach for constructing implied volatility surfaces through neural networks
Journal of Computational Finance
2001 : FALL, VOL. 4:1, p. 83-107
 2001 Avellaneda, M.
Carelli, A.
Stella, F.
12.
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Journal of Computational Finance
2001 : FALL, VOL. 4:1, p. 21-56
 2001 Huang, J.
Pang, J.-S.
13.
A PDE method for computing moments
Journal of Computational Finance
2001 : FALL, VOL. 4:1, p. 5-20
 2001 Little, T.
Pant, V.
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