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@article{DBLP:journals/mcs/AbadB13,
  author       = {Pilar Abad and
                  Sonia Benito},
  title        = {A detailed comparison of value at risk estimates},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {258--276},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.05.011},
  doi          = {10.1016/J.MATCOM.2012.05.011},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/AbadB13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/AielliC13,
  author       = {Gian Piero Aielli and
                  Massimiliano Caporin},
  title        = {Fast clustering of {GARCH} processes via Gaussian mixture models},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {205--222},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.09.015},
  doi          = {10.1016/J.MATCOM.2012.09.015},
  timestamp    = {Sat, 09 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/AielliC13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/AllenAM13,
  author       = {David E. Allen and
                  Ron Amram and
                  Michael McAleer},
  title        = {Volatility spillovers from the Chinese stock market to economic neighbours},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {238--257},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.01.001},
  doi          = {10.1016/J.MATCOM.2013.01.001},
  timestamp    = {Thu, 10 Feb 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/AllenAM13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/CasarinCJMP13,
  author       = {Roberto Casarin and
                  Chia{-}Lin Chang and
                  Juan{-}Angel Jimenez{-}Martin and
                  Michael McAleer and
                  Teodosio P{\'{e}}rez{-}Amaral},
  title        = {Risk management of risk under the Basel Accord: {A} Bayesian approach
                  to forecasting Value-at-Risk of {VIX} futures},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {183--204},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.06.013},
  doi          = {10.1016/J.MATCOM.2012.06.013},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/CasarinCJMP13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/ChangAMA13,
  author       = {Chia{-}Lin Chang and
                  David E. Allen and
                  Michael McAleer and
                  Teodosio P{\'{e}}rez{-}Amaral},
  title        = {Risk modelling and management: An overview},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {159--163},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.08.001},
  doi          = {10.1016/J.MATCOM.2013.08.001},
  timestamp    = {Fri, 11 Feb 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/ChangAMA13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/ChangGJ13,
  author       = {Chia{-}Lin Chang and
                  Lydia Gonz{\'{a}}lez{-}Serrano and
                  Juan{-}Angel Jimenez{-}Martin},
  title        = {Currency hedging strategies using dynamic multivariate {GARCH}},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {164--182},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.02.008},
  doi          = {10.1016/J.MATCOM.2012.02.008},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/ChangGJ13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/FernandezFGLLV13,
  author       = {J. L. Fern{\'{a}}ndez and
                  Ana M. Ferreiro and
                  Jos{\'{e}} Antonio Garc{\'{\i}}a{-}Rodr{\'{\i}}guez and
                  {\'{A}}lvaro Leitao and
                  Jos{\'{e}} G. L{\'{o}}pez{-}Salas and
                  Carlos V{\'{a}}zquez},
  title        = {Static and dynamic {SABR} stochastic volatility models: Calibration
                  and option pricing using GPUs},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {55--75},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.05.007},
  doi          = {10.1016/J.MATCOM.2013.05.007},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/FernandezFGLLV13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/HammoudehSUL13,
  author       = {Shawkat Hammoudeh and
                  Ramazan Sari and
                  Mehmet Uzunkaya and
                  Tengdong Liu},
  title        = {The dynamics of BRICS's country risk ratings and domestic stock markets,
                  {U.S.} stock market and oil price},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {277--294},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.01.002},
  doi          = {10.1016/J.MATCOM.2012.01.002},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/HammoudehSUL13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/Jimenez-MartinM13,
  author       = {Juan{-}Angel Jimenez{-}Martin and
                  Michael McAleer and
                  Teodosio P{\'{e}}rez{-}Amaral and
                  Paulo Ara{\'{u}}jo Santos},
  title        = {GFC-robust risk management under the Basel Accord using extreme value
                  methodologies},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {223--237},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.08.010},
  doi          = {10.1016/J.MATCOM.2013.08.010},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/Jimenez-MartinM13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/KimB13,
  author       = {Hye Kyung Kim and
                  Hunki Baek},
  title        = {The dynamical complexity of a predator-prey system with Hassell-Varley
                  functional response and impulsive effect},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {1--14},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.05.011},
  doi          = {10.1016/J.MATCOM.2013.05.011},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/KimB13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/KungW13,
  author       = {James J. Kung and
                  E.{-}Ching Wu},
  title        = {An evaluation of some popular investment strategies under stochastic
                  interest rates},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {96--108},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.10.006},
  doi          = {10.1016/J.MATCOM.2012.10.006},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/KungW13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/LauriniH13,
  author       = {M{\'{a}}rcio Poletti Laurini and
                  Luiz Koodi Hotta},
  title        = {Indirect Inference in fractional short-term interest rate diffusions},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {109--126},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.06.003},
  doi          = {10.1016/J.MATCOM.2013.06.003},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/LauriniH13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/NahviNJ13,
  author       = {Shahkar Ahmad Nahvi and
                  Mashuq Un Nabi and
                  S. Janardhanan},
  title        = {Nonlinearity-aware sub-model combination in trajectory based methods
                  for nonlinear Mor},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {127--144},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.07.001},
  doi          = {10.1016/J.MATCOM.2013.07.001},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/NahviNJ13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/SantosA13,
  author       = {Paulo Ara{\'{u}}jo Santos and
                  M. Isabel Fraga Alves},
  title        = {Forecasting Value-at-Risk with a duration-based {POT} method},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {295--309},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.07.016},
  doi          = {10.1016/J.MATCOM.2012.07.016},
  timestamp    = {Sat, 09 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/SantosA13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/SinghAR13,
  author       = {Abhay K. Singh and
                  David E. Allen and
                  Powell J. Robert},
  title        = {Extreme market risk and extreme value theory},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {310--328},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2012.05.010},
  doi          = {10.1016/J.MATCOM.2012.05.010},
  timestamp    = {Sat, 09 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/SinghAR13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/SvetovDVS13,
  author       = {I. E. Svetov and
                  Evgeny Yu. Derevtsov and
                  Yuriy S. Volkov and
                  Thomas Schuster},
  title        = {A numerical solver based on B-splines for 2D vector field tomography
                  in a refracting medium},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {15--32},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.05.008},
  doi          = {10.1016/J.MATCOM.2013.05.008},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/SvetovDVS13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/YouC13,
  author       = {Xiong You and
                  Bingzhen Chen},
  title        = {Symmetric and symplectic exponentially fitted Runge-Kutta-Nystr{\"{o}}m
                  methods for Hamiltonian problems},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {76--95},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.05.010},
  doi          = {10.1016/J.MATCOM.2013.05.010},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/YouC13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/Zu13,
  author       = {Jian Zu},
  title        = {Global qualitative analysis of a predator-prey system with Allee effect
                  on the prey species},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {33--54},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.05.009},
  doi          = {10.1016/J.MATCOM.2013.05.009},
  timestamp    = {Tue, 07 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/mcs/Zu13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/mcs/khaoulaniB13,
  author       = {R. El khaoulani and
                  P.{-}O. Bouchard},
  title        = {Efficient numerical integration of an elastic-plastic damage law within
                  a mixed velocity-pressure formulation},
  journal      = {Math. Comput. Simul.},
  volume       = {94},
  pages        = {145--158},
  year         = {2013},
  url          = {https://doi.org/10.1016/j.matcom.2013.06.004},
  doi          = {10.1016/J.MATCOM.2013.06.004},
  timestamp    = {Wed, 04 Mar 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/khaoulaniB13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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