Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration of Jump Components -- Stochastic Equilibrium Level of the Underlying Process -- Deterministic Seasonality Effects -- Conclusion

Production and Operations Management: Models and Algorithms -- Graphical Modeling of Substitutions and Flexible Bills-of-Materials -- Literature Review -- Efficient Reformulations for Uncapacitated and Capacitated Lot-Sizing with Substitutions and Initial Inventories -- MIP-Based Heuristics for...

Natural monopolies are not subject to the market-based principle of competition. Consequently, it is necessary to control companies in such monopoly positions with regard to their pricing. In the future, it will become more and more important to consider a possible change in the regulation...

Selected Topics in Cooperative Game Theory -- Algorithmic Game Theory -- Cooperation in Supply Chains -- An Economic Lot Sizing Game -- A Lot Sizing Game with Uncertain Demand -- A Capacitated Lot Sizing Game with Transshipments, Scarce Capacities, and Player-Dependent Cost Coefficients -- A...

Promotions are at the same time beloved and feared by both food retailers and branded goods manufacturers in today’s retail environment. Beloved because they attract smart customers and generate an immediate effect on a brand’s sale. Feared because there is uncertainty about the...

Markets and Trading -- Agent’s Minimal Intelligence Calibration for Realistic Market Dynamics -- Trading on Marginal Information -- Stylized Facts Study through a Multi-Agent Based Simulation of an Artificial Stock Market -- Auctions -- A Variable Bid Increment Algorithm for Reverse English...

General Framework: Policy Making as a Problem with Multiple Criteria -- Economic Policy Using Applied General Equilibrium Models: An Overview -- Basic Aspects of the Multiple Criteria Decision Making Paradigm -- Multicriteria Economic Policies: General Ideas and Some Previous Experiences --...