Journal: Advances in Decision Sciences

Found 6 papers in total
A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula
A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula
2010,
One of the key questions in credit dependence modelling is the specfication of the...
Coevolutionary genetic algorithms for establishing Nash equilibrium in symmetric Cournot games
Coevolutionary genetic algorithms for establishing Nash equilibrium in symmetric Cournot games
2010,
We use coevolutionary genetic algorithms to model the players' learning process in...
Implications of parameter uncertainty on option prices
Implications of parameter uncertainty on option prices
2010,
Financial markets are complex processes where investors interact to set prices. We...
Instability of financial markets and preference heterogeneity
Instability of financial markets and preference heterogeneity
2010,
This paper presents a simple rational expectations model of intertemporal asset...
Modeling sequential searches with ancillary target dependencies
Modeling sequential searches with ancillary target dependencies
2010,
We develop a mathematical modeling approach to evaluate the effectiveness of a...
Minimizing costs can be costly
Minimizing costs can be costly
2010,
A quite common practice, even in academic literature, is to simplify a decision...
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