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A Riccati-based primal interior point solver for multistage stochastic programming
Blomvall, Jörgen, (2002)
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen, (2003)
Measurement of interest rates using a convex optimization model
Blomvall, Jörgen, (2017)