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A mulistage stochastic programming approach for capital budgeting problems under uncertainty
Beraldi, Patrizia; Violi, Antonio; De Simone, Francesco; … - In: IMA journal of management mathematics 24 (2013) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10009716279
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A shifted tree model for the efficient evaluation of options with fixed dividends
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: IMA journal of management mathematics 29 (2018) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10011858934
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A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa; Caramellino, Lucia; Zanette, Antonino - In: IMA journal of management mathematics 26 (2015) 4, pp. 377-401
Persistent link: https://www.econbiz.de/10011515669