Control variate methods and applications to Asian and basket options pricing under jump-diffusion models.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 11, doi. 10.1093/imaman/dpt016
- By:
- Publication type:
- Article
Works matching IS 1471678X AND DT 2015 AND VI 26 AND IP 1
Results: 6
1
2
Estimating Malmquist indices and semi-parametric censored regressions with a coherent data-generating process.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 63, doi. 10.1093/imaman/dpt023
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- Publication type:
- Article
3
The fortified Weiszfeld algorithm for solving the Weber problem.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 1, doi. 10.1093/imaman/dpt019
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- Publication type:
- Article
4
A two-phase modified slack-based measure approach for efficiency measurement and target setting in data envelopment analysis with negative data.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 83, doi. 10.1093/imaman/dpt025
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- Publication type:
- Article
5
A stochastic programming approach for operating theatre scheduling under uncertainty.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 99, doi. 10.1093/imaman/dpt027
- By:
- Publication type:
- Article
6
Risk and uncertainty in the patent race: a probabilistic model.
- Published in:
- IMA Journal of Management Mathematics, 2015, v. 26, n. 1, p. 39, doi. 10.1093/imaman/dpt020
- By:
- Publication type:
- Article