Annals of Operations Research

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Volume 151, Issue 1

April 2007

Financial Modeling, Guest Editor: Hercules Vladimirou

16 articles in this issue

Preface
Hercules Vladimirou
OriginalPaper 14 November 2006 Pages: 1 - 4
Preemptive patenting under uncertainty and asymmetric information
Yao-Wen Hsu
Bart M. Lambrecht
OriginalPaper 05 December 2006 Pages: 5 - 28
Real R&D options with time-to-learn and learning-by-doing
Nicos Koussis
Spiros H. Martzoukos
Lenos Trigeorgis
OriginalPaper 09 December 2006 Pages: 29 - 55
Return distributions of strategic growth options
Hans Haanappel
Han Smit
OriginalPaper 06 December 2006 Pages: 57 - 80
Bounds for in-progress floating-strike Asian options using symmetry
Vicky Henderson
David Hobson
Rafal Wojakowski
OriginalPaper 10 November 2006 Pages: 81 - 98
Interest rate options valuation under incomplete information
Constantin Mellios
OriginalPaper 09 December 2006 Pages: 99 - 117
Incomplete information equilibria: Separation theorems and other myths
David Feldman
OriginalPaper 09 December 2006 Pages: 119 - 149
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions
Turan G. Bali
OriginalPaper 07 December 2006 Pages: 151 - 178
Macaulay durations for nonparallel shifts
Harry Zheng
OriginalPaper 10 November 2006 Pages: 179 - 191
A portfolio-based evaluation of affine term structure models
Andrea Beltratti
Paolo Colla
OriginalPaper 01 December 2006 Pages: 193 - 222
Portfolio selection with probabilistic utility
Robert Marschinski
Pietro Rossi
Flavio Cocco
OriginalPaper 10 November 2006 Pages: 223 - 239
A conditional-SGT-VaR approach with alternative GARCH models
Turan G. Bali
Panayiotis Theodossiou
OriginalPaper 07 December 2006 Pages: 241 - 267
Estimating parameters in diffusion processes using an approximate maximum likelihood approach
Erik Lindström
OriginalPaper 21 November 2006 Pages: 269 - 288
Model combination for credit risk assessment: A stacked generalization approach
Michael Doumpos
Constantin Zopounidis
OriginalPaper 10 November 2006 Pages: 289 - 306
The effect of depreciation allowances on the timing of investment and government tax revenue
Vadim I. Arkin
Alexander D. Slastnikov
OriginalPaper 21 November 2006 Pages: 307 - 323
Adapting support vector machine methods for horserace odds prediction
David Edelman
OriginalPaper 10 November 2006 Pages: 325 - 336

Volume 151, Issue 1

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