Skip to main content
Have a personal or library account? Click to login
Organization in Finance Prepared by Stochastic Differential Equations with Additive and Nonlinear Models and Continuous Optimization Cover

Organization in Finance Prepared by Stochastic Differential Equations with Additive and Nonlinear Models and Continuous Optimization

Open Access
|Dec 2008

References

  1. Akume, D. A. (2007)., Doctoral's Thesis, University of Yaounde I, Department of Mathematics.
  2. Aster, R., Borchers, B. & Thurber, C. (2005)., Elsevier Academic Press, London.
  3. Boyd, S. & Vandenberghe, L. (2004)., Cambridge University Press, Cambridge.
  4. Buja, A., Hastie, T. & Tibshirani, R. (1989). Linear smoothers and additive models,(2): 453-510.
  5. De Boor, C. (2001).Springer Verlag, New York.
  6. Friedman, J. H. & Stuetzle, W. (1981). Projection pursuit regression,: 817-823.
  7. Hastie, T. & Tibshirani, R. (1987). Generalized additive models: some applications,(398): 371-386.
  8. Hastie, T., Tibshirani, R. & Friedman, J. H. (2001)., Springer Verlag, New York.
  9. Işcanoğlu Çekiç, A., Weber G.-W. & Taylan, P. (2007). Predicting Default Probabilities with Generalized Additive Models for Emerging Markets, Invited Lecture, Graduate Summer School on New Advances in Statistics, METU, August 11-24, 2007.
  10. Kloeden, P. E, Platen, E. & Schurz, H. (1994)., Springer Verlag, New York.
  11. Nash, G., and Sofer, A. (1996)., McGraw-Hill, New York.
  12. Nemirovski, A.(2002) Five lectures on modern convex optimization, Available from:
  13. Nesterov, Y. E. & Nemirovskii, A. S. (1994), SIAM Publications, Philadelphia.
  14. Øksendal, B. K. (2003)., Springer, Berlin.
  15. Seydel, R. U. (2003)., Springer, Berlin.
  16. Taylan, P. & Weber, G.-W. (2007). New approaches to regression in financial mathematics by additive models,(2): 3-22.
  17. Taylan, P. & Weber, G.-W. (2007) Approximation of stochastic differential equations by additive models using splines and conic programming, to appear in the proceedings of CASYS'07, Eighth International Conference on Computing Anticipatory Systems, Edited by Dubois, D. M. American Institute of Physics.
  18. Taylan, P., Weber, G.-W. & Beck, A. (2007) New approaches to regression by generalized additive, models and continuous optimization for modern applications in finance, science and technology,(5-6): 675-698.
DOI: https://doi.org/10.2478/v10051-008-0020-8 | Journal eISSN: 1581-1832 | Journal ISSN: 1318-5454
Language: English
Page range: 185 - 193
Published on: Dec 18, 2008
Published by: University of Maribor
In partnership with: Paradigm Publishing Services

© 2008 Pakize Taylan, Gerhard-Wilhelm Weber, published by University of Maribor
This work is licensed under the Creative Commons License.