Fast binomial procedures for pricing Parisian/ParAsian options.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 313, doi. 10.1007/s10287-017-0278-5
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- Publication type:
- Article
Works matching IS 1619697X AND DT 2017 AND VI 14 AND IP 3
Results: 7
1
2
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 333, doi. 10.1007/s10287-017-0279-4
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- Publication type:
- Article
3
Regularised gradient boosting for financial time-series modelling.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 367, doi. 10.1007/s10287-017-0280-y
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- Publication type:
- Article
4
A joint model of probabilistic/robust constraints for gas transport management in stationary networks.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 443, doi. 10.1007/s10287-017-0284-7
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- Publication type:
- Article
5
Optimal trial duration times for multiple change points products lifetime distributions.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 423, doi. 10.1007/s10287-017-0285-6
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- Publication type:
- Article
6
Pricing catastrophe bonds with multistage stochastic programming.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 297, doi. 10.1007/s10287-017-0277-6
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- Publication type:
- Article
7
Regularized decomposition of large scale block-structured robust optimization problems.
- Published in:
- Computational Management Science, 2017, v. 14, n. 3, p. 393, doi. 10.1007/s10287-017-0281-x
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- Publication type:
- Article