Annals of Operations Research, Volume 151
Volume 151, Number 1, April 2007
Hercules Vladimirou: Preface. 1-4- Yao-Wen Hsu, Bart M. Lambrecht: Preemptive patenting under uncertainty and asymmetric information. 5-28
- Nicos Koussis, Spiros H. Martzoukos, Lenos Trigeorgis: Real R&D options with time-to-learn and learning-by-doing. 29-55
- Vicky Henderson, David Hobson, William Shaw, Rafal Wojakowski: Bounds for in-progress floating-strike Asian options using symmetry. 81-98
- Constantin Mellios: Interest rate options valuation under incomplete information. 99-117
- David Feldman: Incomplete information equilibria: Separation theorems and other myths. 119-149
- Turan G. Bali: Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. 151-178
- Harry Zheng: Macaulay durations for nonparallel shifts. 179-191
- Andrea Beltratti, Paolo Colla: A portfolio-based evaluation of affine term structure models. 193-222
- Robert Marschinski, Pietro Rossi, Massimo Tavoni, Flavio Cocco: Portfolio selection with probabilistic utility. 223-239
- Turan G. Bali, Panayiotis Theodossiou: A conditional-SGT-VaR approach with alternative GARCH models. 241-267
- Erik Lindström: Estimating parameters in diffusion processes using an approximate maximum likelihood approach. 269-288
- Michael Doumpos, Constantin Zopounidis: Model combination for credit risk assessment: A stacked generalization approach. 289-306
- Vadim I. Arkin, Alexander Slastnikov: The effect of depreciation allowances on the timing of investment and government tax revenue. 307-323
- David Edelman: Adapting support vector machine methods for horserace odds prediction. 325-336
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