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~person:"Cerqueti, Roy"
~subject:"Monte-Carlo simulations"
~subject:"Theory"
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A theory of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella
;
Cerqueti, Roy
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
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Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion
Castellano, Rosella
;
Cerqueti, Roy
;
Spinesi, Luca
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 288-297
Persistent link: https://www.econbiz.de/10011530870
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