A numerical method for pricing European options with proportional transaction costs.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 59, doi. 10.1007/s10898-014-0155-5
- By:
- Publication type:
- Article
Works matching IS 09255001 AND DT 2014 AND VI 60 AND IP 1
Results: 7
1
2
A hyperbolic smoothing approach to the Multisource Weber problem.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 49, doi. 10.1007/s10898-014-0160-8
- By:
- Publication type:
- Article
3
Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 103, doi. 10.1007/s10898-014-0211-1
- By:
- Publication type:
- Article
4
Preface of the special issue OR: connecting sciences supported by global optimization related to the 25th European conference on operational research (EURO XXV 2012).
- Published in:
- 2014
- By:
- Publication type:
- Editorial
5
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 25, doi. 10.1007/s10898-013-0063-0
- By:
- Publication type:
- Article
6
New and efficient algorithms for transfer prices and inventory holding policies in two-enterprise supply chains.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 5, doi. 10.1007/s10898-013-0081-y
- By:
- Publication type:
- Article
7
Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach.
- Published in:
- Journal of Global Optimization, 2014, v. 60, n. 1, p. 79, doi. 10.1007/s10898-013-0107-5
- By:
- Publication type:
- Article