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Volume 1 / 1988 - Volume 39 / 2012
209-236
Valuation of R&D Sequential Exchange Options Using Monte Carlo Approach
Flavia Cortelezzi and Giovanni Villani
237-262
Models and Simulations for Portfolio Rebalancing
Gianfranco Guastaroba, Renata Mansini and M. Grazia Speranza
263-276
Impacts of Interval Computing on Stock Market Variability Forecasting
Ling T. He and Chenyi Hu
277-304
Block Kalman Filtering for Large-Scale DSGE Models
Ingvar Strid and Karl Walentin
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