Bond pricing in APL2: A study in numerical solution of the Brennan and Schwartz bond pricing model using a vector processor Garth H. Foster OriginalPaper Pages: 179 - 196
Progressive equilibration algorithms: The case of linear transaction costs Alexander EydelandAnna Nagurney OriginalPaper Pages: 197 - 219
Computational aspects of robust estimators for linear regressions Marilena FurnoChristopher Baum OriginalPaper Pages: 221 - 237
PRTSM: Pattern recognition-based time series modeler Kun Chang LeeSung Joo Park OriginalPaper Pages: 239 - 254