A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00519-w
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- Article
Works matching IS 1619697X AND DT 2024 AND VI 21 AND IP 1
Results: 21
1
2
Optimal investment by large consumers in an electricity market with generator market power.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00515-0
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- Article
3
Editorial.
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- 2024
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- Publication type:
- Editorial
4
Distributions and bootstrap for data-based stochastic programming.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00512-3
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- Publication type:
- Article
5
Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00517-y
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- Publication type:
- Article
6
Decomposition methods for multi-horizon stochastic programming.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00509-y
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- Publication type:
- Article
7
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00514-1
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- Publication type:
- Article
8
Decomposition methods for monotone two-time-scale stochastic optimization problems.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00510-5
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- Article
9
Handling of long-term storage in multi-horizon stochastic programs.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00508-z
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- Publication type:
- Article
10
A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00506-1
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- Publication type:
- Article
11
Using interpolated implied volatility for analysing exogenous market changes.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00505-2
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- Publication type:
- Article
12
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00502-5
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- Publication type:
- Article
13
Multiple obnoxious facility location: the case of protected areas.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00503-4
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- Publication type:
- Article
14
A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00504-3
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- Publication type:
- Article
15
Distributed continuous-time optimization for convex problems with coupling linear inequality constraints.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-024-00501-6
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- Publication type:
- Article
16
Reverse auctions with transportation and convex costs.
- Published in:
- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00498-4
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- Publication type:
- Article
17
Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00500-z
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- Publication type:
- Article
18
Analysis of weakly correlated nodes in market network.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00499-3
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- Publication type:
- Article
19
Evaluation of strategy portfolios.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00497-5
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- Publication type:
- Article
20
Nested Benders's decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00469-9
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- Publication type:
- Article
21
Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints.
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- Computational Management Science, 2024, v. 21, n. 1, p. 1, doi. 10.1007/s10287-023-00494-8
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- Publication type:
- Article