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~person:"Davis, Mark H. A."
~person:"Kiatsupaibul, Seksan"
~subject:"Mathematical programming"
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Mathematical programming
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Davis, Mark H. A.
Kiatsupaibul, Seksan
Obłój, Jan
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan
;
Smith, Robert L.
;
Zabinsky, Zelda B.
- In:
Operations research letters
48
(
2020
)
5
,
pp. 666-673
Persistent link: https://www.econbiz.de/10012303435
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2
Single observation adaptive search for continuous simulation optimization
Kiatsupaibul, Seksan
;
Smith, Robert L.
;
Zabinsky, Zelda B.
- In:
Operations research
66
(
2018
)
6
,
pp. 1713-1727
Persistent link: https://www.econbiz.de/10011972264
Saved in:
3
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
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