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ORCIDMathematics and Computers in Simulation, Volume 94
Volume 94, August 2013
- Hye Kyung Kim, Hunki Baek:
The dynamical complexity of a predator-prey system with Hassell-Varley functional response and impulsive effect. 1-14 - I. E. Svetov, Evgeny Yu. Derevtsov, Yuriy S. Volkov, Thomas Schuster:
A numerical solver based on B-splines for 2D vector field tomography in a refracting medium. 15-32 - Jian Zu
:
Global qualitative analysis of a predator-prey system with Allee effect on the prey species. 33-54 - J. L. Fernández, Ana M. Ferreiro, José Antonio García-Rodríguez, Álvaro Leitao, José G. López-Salas, Carlos Vázquez:
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs. 55-75 - Xiong You, Bingzhen Chen:
Symmetric and symplectic exponentially fitted Runge-Kutta-Nyström methods for Hamiltonian problems. 76-95 - James J. Kung, E.-Ching Wu:
An evaluation of some popular investment strategies under stochastic interest rates. 96-108 - Márcio Poletti Laurini, Luiz Koodi Hotta:
Indirect Inference in fractional short-term interest rate diffusions. 109-126 - Shahkar Ahmad Nahvi, Mashuq Un Nabi, S. Janardhanan:
Nonlinearity-aware sub-model combination in trajectory based methods for nonlinear Mor. 127-144 - R. El khaoulani, Pierre-Olivier Bouchard:
Efficient numerical integration of an elastic-plastic damage law within a mixed velocity-pressure formulation. 145-158 - Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral:
Risk modelling and management: An overview. 159-163 - Chia-Lin Chang, Lydia González-Serrano, Juan-Angel Jimenez-Martin:
Currency hedging strategies using dynamic multivariate GARCH. 164-182 - Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral:
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. 183-204 - Gian Piero Aielli, Massimiliano Caporin:
Fast clustering of GARCH processes via Gaussian mixture models. 205-222 - Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos:
GFC-robust risk management under the Basel Accord using extreme value methodologies. 223-237 - David E. Allen, Ron Amram, Michael McAleer:
Volatility spillovers from the Chinese stock market to economic neighbours. 238-257 - Pilar Abad, Sonia Benito:
A detailed comparison of value at risk estimates. 258-276 - Shawkat Hammoudeh, Ramazan Sari, Mehmet Uzunkaya, Tengdong Liu:
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price. 277-294 - Paulo Araújo Santos, M. Isabel Fraga Alves:
Forecasting Value-at-Risk with a duration-based POT method. 295-309 - Abhay K. Singh, David E. Allen, Powell J. Robert:
Extreme market risk and extreme value theory. 310-328
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