Search results for "Options"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
64	Prasad Chalasani, Somesh Jha, Isaac Saias	Approximate Option Pricing.	Algorithmica	1999	DBLP DOI BibTeX RDF	Binomial model, Path-dependent options, Asian options, Computational complexity, Random walks, Option pricing
63	Jyoti Gupta, Alain Chevalier	Pertinence of real options approach to the valuation of internet companies.	Oper. Res.	2002	DBLP DOI BibTeX RDF	Internet companies, Eva, New Economy Companies, Real Options, Valuation
59	Haider Abbas, Louise Yngström, Ahmed Hemani	Adaptability infrastructure for bridging IT security evaluation and options theory.	SIN	2009	DBLP DOI BibTeX RDF	it product evaluation, it security evaluation, options theory
54	Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski	Bounds for in-progress floating-strike Asian options using symmetry.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Asian options, Floating strike Asian options, Put call symmetry, Change of numéraire, Bounds
50	Cuihong Li, Joseph Andrew Giampapa, Katia P. Sycara	Bilateral negotiation decisions with uncertain dynamic outside options.	IEEE Trans. Syst. Man Cybern. Part C	2006	DBLP DOI BibTeX RDF
50	Cuihong Li, Katia P. Sycara, Joseph Andrew Giampapa	Dynamic Outside Options in Alternating-Offers Negotiations.	HICSS	2005	DBLP DOI BibTeX RDF
46	Dongjun Wu, Paul Kleindorfer, Yanjun Sun	Optimal Electric Power Capacity Expansion in the Presence of Options.	HICSS	2002	DBLP DOI BibTeX RDF	Capacity Expansions, Capacity Options, Electric Power, Equilibrium
45	Sahin Cem Geyik, Boleslaw K. Szymanski, Petros Zerfos, Abbe Mowshowitz	Sensor Service Selection through Switch Options.	IEEE SCC	2011	DBLP DOI BibTeX RDF	switch options, sensor networks, service-oriented architecture, service selection, service modeling, real options
41	Sylvia B. Encheva, Sharil Tumin	Collaboration Options for Small and Medium Size Enterprises.	KES (1)	2008	DBLP DOI BibTeX RDF	intelligent infrastructures, collaboration options
41	Ming-Cheng Wu, Simon H. Yen, Kuo-Ren Lou	Pricing real abandonment options on several R&D investment projects.	Soft Comput.	2007	DBLP DOI BibTeX RDF	Real abandonment options, Managerial flexibility, Capital budgeting, Research and development
41	Mark Gaynor, Scott O. Bradner	A real options framework to value network, protocol, and service architecture.	Comput. Commun. Rev.	2004	DBLP DOI BibTeX RDF	network architecture, network services, real options, end-to-end
41	Dave A. Voss, Abdul-Qayyum M. Khaliq, S. H. K. Kazmi, H. He	A Fourth Order -stable Method for the Black-Scholes Model with Barrier Options.	ICCSA (3)	2003	DBLP DOI BibTeX RDF	Black-Scholes PDE, Barrier options, L-stability, parallelism
41	Mark Gaynor, Scott O. Bradner	The Real Options Approach to Standardization.	HICSS	2001	DBLP DOI BibTeX RDF	IT Standards, Internet, Protocols, Real Options
39	Indranil R. Bardhan, Robert J. Kauffman, Sanjeewa Naranpanawe	Optimizing an IT Project Portfolio with Time-Wise Interdependencies.	HICSS	2006	DBLP DOI BibTeX RDF	Financial evaluation, real options, optimization models, portfolio management, risk control, IT projects
37	Sor Ying (Byron) Wong, Sonia Schulenburg	Portfolio allocation using XCS experts in technical analysis, market conditions and options market.	GECCO (Companion)	2007	DBLP DOI BibTeX RDF	reinforcement learning, economics, learning classifier system, XCS, finance, computational finance, options
37	Tom Croonenborghs, Kurt Driessens, Maurice Bruynooghe	Learning Relational Options for Inductive Transfer in Relational Reinforcement Learning.	ILP	2007	DBLP DOI BibTeX RDF	Relational Reinforcement Learning, Transfer Learning, Options
37	Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei	An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.	AAIM	2007	DBLP DOI BibTeX RDF	Arithmetic average options, logarithmically equally-spaced placement, adaptive placement
37	Luiz E. Brandão, James S. Dyer	Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation.	Ann. Oper. Res.	2005	DBLP DOI BibTeX RDF	lattice methods, decision trees, real options
37	Sushil Krishna Bajracharya, Trung Chi Ngo, Cristina Videira Lopes	On using Net Options Value as a value based design framework.	ACM SIGSOFT Softw. Eng. Notes	2005	DBLP DOI BibTeX RDF	net options value, value based design
37	Jianzu Wu, Huiyu Xuan	Optimal Timing of Firms' R&D Investment Under Asymmetric Duopoly: A Real Options and Game-Theoretic Approach.	AAIM	2005	DBLP DOI BibTeX RDF	Optimal timing, R&D Investment, Asymmetric Duopoly, Game Theory, Real Options
37	Visa Koivunen, Nageen Himayat, Saleem A. Kassam	Multivariate MTM filters-analysis and design options.	ICIP	1995	DBLP DOI BibTeX RDF	modified trimmed mean, multivariate MTM filters, averaging operation, median operation, noise attenuation, design options, RGB color images, robustness, filtering, filtering theory, image colour analysis, median filters, detail preservation, influence function
35	Harriet Black Nembhard, Leyuan Shi, Mehmet Aktan	Financial derivatives and real options: effect of implementation time on real options valuation.	WSC	2002	DBLP DOI BibTeX RDF
35	Karhan Akcoglu, Ming-Yang Kao, Shuba V. Raghavan	Fast Pricing of European Asian Options with Provable Accuracy: Single-Stock and Basket Options.	ESA	2001	DBLP DOI BibTeX RDF
34	Peter Peterson, Greg Fellin	Self-paced training 2000: options, options, options (Poster).	SIGUCCS	1999	DBLP DOI BibTeX RDF
33	Chueh-Yung Tsao, Chi-Tsung Huang	Efficient solutions for discrete Asian options.	Soft Comput.	2007	DBLP DOI BibTeX RDF	Discrete Asian option, Control variate technique, Taylor expansion, Closed-form solution
33	Rogier P. J. Pinkers, Peter M. W. Knijnenburg, Masayo Haneda, Harry A. G. Wijshoff	Statistical Selection of Compiler Options.	MASCOTS	2004	DBLP DOI BibTeX RDF
33	Hans Haanappel, Han Smit	Return distributions of strategic growth options.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Asset returns, Game theory, Real options
33	Juan G. Lazo Lazo, Marco Aurélio Cavalcanti Pacheco, Marley Maria Bernardes Rebuzzi Vellasco	Real Options and Genetic Algorithms to Approach of the Optimal Decision Rule for Oil Field Development Under Uncertainties.	IFSA (2)	2007	DBLP DOI BibTeX RDF	Latin Hypercube Sampling, Genetic Algorithms, Monte Carlo Simulation, Real Options
33	Sunisa Rimcharoen, Daricha Sutivong, Prabhas Chongstitvatana	A synthesis of optimal stopping time in compact genetic algorithm based on real options approach.	GECCO	2007	DBLP DOI BibTeX RDF	optimal stopping time, genetic algorithms, real options
33	Robert J. Kauffman, Ajay Kumar	Modeling Network Decisions under Uncertainty: Countervailing Externalities and Embedded Options.	HICSS	2007	DBLP DOI BibTeX RDF	countervailing externalities, stochastic benefits and costs, game theory, Congestion, real options, network externalities, decision-making under uncertainty, IT value
33	Gianluca Fusai, I. David Abrahams, Carlo Sgarra	An exact analytical solution for discrete barrier options.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	Barrier options, discrete monitoring, Wiener-Hopf equation, Black-Scholes, z-transform
33	Jing Shen, Guochang Gu, Haibo Liu	Multi-Agent Hierarchical Reinforcement Learning by Integrating Options into MAXQ.	IMSCCS (1)	2006	DBLP DOI BibTeX RDF	MAXQ, Options, hierarchical reinforcement learning, multi-agent reinforcement learning
33	Carlo Alberto Magni, Giovanni Mastroleo, Marina Vignola, Gisella Facchinetti	Strategic options and expert systems: a fruitful marriage.	Soft Comput.	2004	DBLP DOI BibTeX RDF	Strategic, Sensitivity analysis, Real options, Fuzzy expert system
33	Knut Petras	Numerical Computation of an Integral Representation for Arithmetic-Average Asian Options.	Computing	2004	DBLP DOI BibTeX RDF	Validated integration, Hermitian quadrature formulas, Asian options, automatic differentiation
33	Gordon H. Dash, Choudary R. Hanumara, Nina Kajiji	Neural network architectures for efficient modeling of FX futures options volatility.	Oper. Res.	2003	DBLP DOI BibTeX RDF	FX Futures Options Volatility, Radial Basis Function, GARCH
33	Mauro D'Amico, Gianluca Fusai, Aldo Tagliani	Valuation of exotic options using moments.	Oper. Res.	2002	DBLP DOI BibTeX RDF	Moment problem, Exotic options, Maximum Entropy principle
33	Albert J. Menkveld, Ton Vorst	A Pricing Model for American Options with Gaussian Interest Rates.	Ann. Oper. Res.	2000	DBLP DOI BibTeX RDF	American options, early exercise, change of numeraire, interest rates
31	Barry R. Cobb, John M. Charnes	Simulation methodology for collateralized debt and real options: simulation and optimization for real options valuation.	WSC	2003	DBLP DOI BibTeX RDF
31	Shmuel S. Oren	Combining Financial Double Call Options with Real Options for Early Curtailment of Electricity Service.	HICSS	1999	DBLP DOI BibTeX RDF
30	Adam I. Juda, David C. Parkes	The sequential auction problem on eBay: an empirical analysis and a solution.	EC	2006	DBLP DOI BibTeX RDF	proxy bidding, sequential auction problem, online auctions, options, eBay
30	Shie Mannor, Ishai Menache, Amit Hoze, Uri Klein	Dynamic abstraction in reinforcement learning via clustering.	ICML	2004	DBLP DOI BibTeX RDF	Clustering, Reinforcement Learning, Q-Learning, Options, Hierarchical Reinforcement Learning
29	Tian-Shyr Dai, Yuh-Dauh Lyuu	An exact subexponential-time lattice algorithm for Asian options.	Acta Informatica	2007	DBLP DOI BibTeX RDF
29	Pavlo Kovalov, Vadim Linetsky, Michael D. Marcozzi	Pricing Multi-Asset American Options: A Finite Element Method-of-Lines with Smooth Penalty.	J. Sci. Comput.	2007	DBLP DOI BibTeX RDF	Penalty method, Finite element method, Option pricing, Variational inequality
29	Vijay S. Iyengar, David Flaxer, Anil Nigam, John Vergo	Evaluation of IT Portfolio Options by Linking to Business Services.	DEECS	2006	DBLP DOI BibTeX RDF
29	Adrian Stanciulescu, Jean Vanderdonckt	Design Options For Multimodal Web Applications.	CADUI	2006	DBLP DOI BibTeX RDF	Design option, User interface extensible mark up language, Design rationale, Design space, Multimodal user interface, Web interface, Design decision
29	Tian-Shyr Dai, Yuh-Dauh Lyuu	An exact subexponential-time lattice algorithm for Asian options.	SODA	2004	DBLP BibTeX RDF
29	Martin Stolle, Doina Precup	Learning Options in Reinforcement Learning.	SARA	2002	DBLP DOI BibTeX RDF
29	Jerry Flatto, L. Leslie Gardner	Financial decision-making: using information generated by a discrete event simulation to evaluate real options in a research and development environment.	WSC	2000	DBLP DOI BibTeX RDF
29	Dhiman Chatterjee, V. C. Ramesh	Real Options for Risk Management in Information Technology Projects.	HICSS	1999	DBLP DOI BibTeX RDF
29	John B. McKee	Supporting package software documentation: options for user services groups.	SIGUCCS	1987	DBLP DOI BibTeX RDF
28	Duan Weichang	Benefits Distribution Model of High-Risk Projects Based on Deferral Options for Supply Chain Finance.	MVHI	2010	DBLP DOI BibTeX RDF	supply chain-finance, deferral option, venture capital, DCF, real options
28	Zornitza Racheva, Maya Daneva	How Do Real Options Concepts Fit in Agile Requirements Engineering?.	SERA	2010	DBLP DOI BibTeX RDF	case study, agile software development, business value, Real Options, decision-making process, Requirements prioritization
28	Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis	Real R&D options with time-to-learn and learning-by-doing.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Optimal timing of R? Path-dependency, Real options
27	Michele Amico, Zbigniew J. Pasek, Farshid Asl, Giovanni Perrone	Simulation methodology for collateralized debt and real options: a new methodology to evaluate the real options of investment using binomial trees and monte carlo simulation.	WSC	2003	DBLP DOI BibTeX RDF
26	Ravi R. Iyer 0001	CQoS: a framework for enabling QoS in shared caches of CMP platforms.	ICS	2004	DBLP DOI BibTeX RDF	QoS, performance, cache, partitioning, CMP, sharing
26	Mark A. Iwen, Amol Dattatraya Mali	DSatz: A Directional SAT Solver for Planning.	ICTAI	2002	DBLP DOI BibTeX RDF
26	Rami Bahsoon, Wolfgang Emmerich	An Economics-Driven Approach for Valuing Scalability in Distributed Architectures.	WICSA	2008	DBLP DOI BibTeX RDF	Economics-driven software engineering, relating requirements to architecture, real options theory, scalability
26	Amy Willis, Suneer Patel, Christopher D. Clack	GP age-layer and crossover effects in bid-offer spread prediction.	GECCO	2008	DBLP DOI BibTeX RDF	age layers, crossover, finance, options, GP, spreads, ALPS
26	Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal	Managing capacity for telecommunications networks under uncertainty.	IEEE/ACM Trans. Netw.	2002	DBLP DOI BibTeX RDF	uncertain demand for capacity, network planning, real options
26	Laurent Mascarilla, Carl Frélicot	Reject Strategies Driven Combination of Pattern Classifiers.	Pattern Anal. Appl.	2002	DBLP DOI BibTeX RDF	Dempster-Shafer rule, Theory of evidence, Pattern classification, Fuzzy systems, Classifier combination, Reject options
26	Kevin J. Sullivan, William G. Griswold, Yuanfang Cai, Ben Hallen	The structure and value of modularity in software design.	ESEC / SIGSOFT FSE	2001	DBLP DOI BibTeX RDF	design structure matrix, modularity, software, real options
26	L. N. Coyle, J. J. Yang	Analysis of the SSAP Method for the Numerical Valuation of High-Dimensional Multivariate American Securities.	Algorithmica	1999	DBLP DOI BibTeX RDF	American options, American pricing, Itô process, Optimal control, Monte Carlo simulation, Finite-difference
24	Mikolás Janota, Fintan Fairmichael, Viliam Holub, Radu Grigore, Julien Charles, Dermot Cochran, Joseph R. Kiniry	CLOPS: A DSL for Command Line Options.	DSL	2009	DBLP DOI BibTeX RDF
24	Sameer Kumar 0005, Ruppa K. Thulasiram, Parimala Thulasiraman	A bioinspired algorithm to price options.	C3S2E	2008	DBLP DOI BibTeX RDF	swarm intelligence, ant colony optimization, option pricing, computational finance, optimal solution
24	Barry R. Cobb, John M. Charnes	Real options valuation.	WSC	2007	DBLP DOI BibTeX RDF
24	Fan-Yong Liu	Pricing the Foreign Currency Options with the Fuzzy Numbers Based on the Garman-Kohlhagen Model.	ICANNGA (1)	2007	DBLP DOI BibTeX RDF
24	Kui Hu, Zhi Tang 0001, Xun Liang 0001	The valuation of china venture capital guiding fund policy based on options model.	SMC	2007	DBLP DOI BibTeX RDF
24	Li Hui, Qiuyan Zhong	Research on enterprise information system implementation decision based on real options approach.	SMC	2007	DBLP DOI BibTeX RDF
24	John Haymaker, John Chachere	Coordinating Goals, Preferences, Options, and Analyses for the Stanford Living Laboratory Feasibility Study.	EG-ICE	2006	DBLP DOI BibTeX RDF
24	Gang Zhao, Yakun Zhou, Pirooz Vakili	A new efficient simulation strategy for pricing path-dependent options.	WSC	2006	DBLP DOI BibTeX RDF
24	Georg Grossmann, Michael Schrefl, Markus Stumptner	Verification of Business Process Integration Options.	Business Process Management	2006	DBLP DOI BibTeX RDF
24	Xu Chen, Jianping Wan	The Advantage of Harmonic Asian Options and an Approximation Approach.	ICIC (2)	2006	DBLP DOI BibTeX RDF
24	Gül Gökay Emel, Pinar özkeserli	The Valuation of Localization Investments with Real Options: A Case from Turkish Automotive Industry.	OR	2006	DBLP DOI BibTeX RDF
24	Britton Wolfe, Satinder Singh 0001	Predictive state representations with options.	ICML	2006	DBLP DOI BibTeX RDF
24	Kenichiro Ohta, Kunihiko Sadakane, Akiyoshi Shioura, Takeshi Tokuyama	A Fast, Accurate, and Simple Method for Pricing European-Asian and Saving-Asian Options.	Algorithmica	2005	DBLP DOI BibTeX RDF	Asian option, Binomial tree model, Approximation algorithm, Randomized algorithm, Option pricing
24	Kai Huang, Ruppa K. Thulasiram	Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets.	HPCS	2005	DBLP DOI BibTeX RDF
24	Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu	Pricing Asian Options with an Efficient Convergent Approximation Algorithm.	WSTST	2005	DBLP DOI BibTeX RDF
24	Tian-Shyr Dai, Yuh-Dauh Lyuu	Pricing Double Barrier Options by Combinatorial Approaches.	WSTST	2005	DBLP DOI BibTeX RDF
24	Gyutai Kim, Yun Bae Kim	A Simulation-Based Investment Justification for an Advanced Manufacturing Technology with Real Options.	AsiaSim	2004	DBLP DOI BibTeX RDF
24	Dennis B. Smith, Liam O'Brien, John Bergey	Using the Options Analysis for Reengineering (OAR) Method for Mining Components for a Product Line.	SPLC	2002	DBLP DOI BibTeX RDF
24	Doina Precup, Richard S. Sutton, Satinder Singh 0001	Theoretical Results on Reinforcement Learning with Temporally Abstract Options.	ECML	1998	DBLP DOI BibTeX RDF
23	Hajar Nafia, Imane Agmour, Youssef El Foutayeni, Naceur Achtaich	Pricing American put options model with application to oil options.	Int. J. Comput. Sci. Math.	2023	DBLP DOI BibTeX RDF
23	Shiyao Wu	JobHam-place with smart recommend job options and candidate filtering options.	CoRR	2023	DBLP DOI BibTeX RDF
23	Zijing Zhao 0003, Taozheng Guo	Analyze the Value of European Options and Power Options Based on Black-Scholes Model.	ICEME	2021	DBLP DOI BibTeX RDF
23	Zhao Du, Mengxiang Li, Kanliang Wang	"The more options, the better?" Investigating the impact of the number of options on backers' decisions in reward-based crowdfunding projects.	Inf. Manag.	2019	DBLP DOI BibTeX RDF
23	Yuan Yuan 0013	Modèles et Algorithmes pour les Problèmes de Livraison du Dernier Kilomètre avec Plusieurs Options d'Expédition. (Models and Algorithms for Last Mile Delivery Problems with Multiple Shipping Options).		2019	RDF
23	Mondher Bellalah	On information costs, short sales and the pricing of extendible options, steps and Parisian options.	Ann. Oper. Res.	2018	DBLP DOI BibTeX RDF
23	Randall A. Heron, Erik Lie	Do Stock Options Overcome Managerial Risk Aversion? Evidence from Exercises of Executive Stock Options.	Manag. Sci.	2017	DBLP DOI BibTeX RDF
23	T. K. Philip Hwang, Ssu Min Wu, Guan-Jun Ding, Ting-Huan Ko, Ying-Chia Huang	Employing Personalized Shortcut Options and Group Recommending Options for Improving the Usability of User Interface of Hospital Self-service Registration Kiosks.	HCI (7)	2017	DBLP DOI BibTeX RDF
23	Barbara Glensk, Reinhard Madlener	Flexibility Options for Lignite-Fired Power Plants: A Real Options Approach.	OR	2016	DBLP DOI BibTeX RDF
23	Shuai Wang, Yang Shen, Linyi Qian	Static Hedging of Geometric Average Asian Options with Standard Options.	Commun. Stat. Simul. Comput.	2015	DBLP DOI BibTeX RDF
23	Dongya Deng, Cuiye Peng	New Methods with Capped Options for Pricing American Options.	J. Appl. Math.	2014	DBLP DOI BibTeX RDF
23	Lorella Fatone, Marco Giacinti, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli	Parallel option pricing on GPU: barrier options and realized variance options.	J. Supercomput.	2012	DBLP DOI BibTeX RDF
23	Stephen X. Zhang, Vladan Babovic	An evolutionary real options framework for the design and management of projects and systems with complex real options and exercising conditions.	Decis. Support Syst.	2011	DBLP DOI BibTeX RDF
23	Divakaran Liginlal, Lara Khansa, Stella C. Chia	Using Real Options Theory to Evaluate Strategic Investment Options for Mobile Content Delivery: A Case Study.	Int. J. Bus. Data Commun. Netw.	2010	DBLP DOI BibTeX RDF
23	Hak Ju Kim, Martin B. H. Weiss, Benoit Morel	Real options and technology management: Assessing technology migration options in wireless industry.	Telematics Informatics	2009	DBLP DOI BibTeX RDF
23	Hak Ju Kim	Real Options: Strategic Technology Migration Options in Wireless Industry.	AMCIS	2008	DBLP BibTeX RDF
23	Péter Jacsó	Options for presenting search results: Part 2: options for citation searching.	Online Inf. Rev.	2005	DBLP DOI BibTeX RDF
23	Péter Jacsó	Options for presenting search results: Part I - common options.	Online Inf. Rev.	2005	DBLP DOI BibTeX RDF
23	Ype Wijnia, Paulien M. Herder	Options for real options: dealing with uncertainty in investment decisions for electricity networks.	SMC	2005	DBLP DOI BibTeX RDF