Works matching IS 1619697X AND DT 2021 AND VI 18 AND IP 2
Results: 6
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns.
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- Computational Management Science, 2021, v. 18, n. 2, p. 195, doi. 10.1007/s10287-021-00392-x
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- Article
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation.
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- Computational Management Science, 2021, v. 18, n. 2, p. 239, doi. 10.1007/s10287-021-00394-9
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- Article
Catastrophic risks and the pricing of catastrophe equity put options.
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- Computational Management Science, 2021, v. 18, n. 2, p. 213, doi. 10.1007/s10287-021-00391-y
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- Article
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case.
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- Computational Management Science, 2021, v. 18, n. 2, p. 149, doi. 10.1007/s10287-021-00388-7
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- Article
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments.
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- Computational Management Science, 2021, v. 18, n. 2, p. 125, doi. 10.1007/s10287-021-00387-8
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- Article
Some new perspectives for solving 0–1 integer programming problems using Balas method.
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- Computational Management Science, 2021, v. 18, n. 2, p. 177, doi. 10.1007/s10287-021-00389-6
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- Article