Financial Engineering, E-commerce and Supply Chain, Vol. 70
P.M. Pardalos (Editor), Vassilis TsitsiringosBooks.org participates in affiliate programs including Bookshop.org and the Amazon Services LLC Associates Program. We may earn a commission from qualifying purchases made through links on this page, at no additional cost to you.
Synopsis
Selected and refereed, 21 papers from an international conference held in Athens, Greece in May 2001 present the views of active researchers in computational finance, supply chain, electronic commerce, and related areas on the workings of the economy. Their topics include the threshold-accepting heuristic for index tracking, the empirical Bayes estimation of securities price parameters, the efficiency of capital market microstructures in Greece, the simulation of the implied distribution and other smile-consistent stochastic volatility models, and non-linear pricing in single-period supply contracts with asymmetric demand information. There is no index. Annotation (c)2003 Book News, Inc., Portland, OR