Works matching IS 1619697X AND DT 2018 AND VI 15 AND IP 2
Results: 8
Twenty-five years of applied mathematical programming and modelling.
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- Computational Management Science, 2018, v. 15, n. 2, p. 135, doi. 10.1007/s10287-018-0322-0
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Determination and estimation of risk aversion coefficients.
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- Computational Management Science, 2018, v. 15, n. 2, p. 297, doi. 10.1007/s10287-018-0317-x
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Computation of the Delta of European options under stochastic volatility models.
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- Computational Management Science, 2018, v. 15, n. 2, p. 213, doi. 10.1007/s10287-018-0316-y
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Portfolio selection under supply chain predictability.
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- Computational Management Science, 2018, v. 15, n. 2, p. 139, doi. 10.1007/s10287-018-0308-y
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Modeling and implementation of local volatility surfaces in Bayesian framework.
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- Computational Management Science, 2018, v. 15, n. 2, p. 239, doi. 10.1007/s10287-018-0302-4
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Approximation for portfolio optimization in a financial market with shot-noise jumps.
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- Computational Management Science, 2018, v. 15, n. 2, p. 161, doi. 10.1007/s10287-017-0294-5
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ALM models based on second order stochastic dominance.
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- Computational Management Science, 2018, v. 15, n. 2, p. 187, doi. 10.1007/s10287-018-0299-8
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Putting a price tag on temperature.
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- Computational Management Science, 2018, v. 15, n. 2, p. 259, doi. 10.1007/s10287-017-0291-8
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- Article