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Implementation of the Black-Derman-Toy interest rate model
Bjerksund, Petter; Stensland, Gunnar - 1995
Persistent link: https://www.econbiz.de/10000925604
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Facility location in the presence of a congested region with Euclidean distances
Butt, Steven E.; Cavalier, Tom M. - 1995
Persistent link: https://www.econbiz.de/10000973634
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On some portfolio selection criteria of Elton, Gruber and Padberg : a compact reformulation
Jensen, Bjarne Astrup - 1997
Persistent link: https://www.econbiz.de/10000977546
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Dynamic asset allocation and fixed income management
Sørensen, Carsten - 1998
Persistent link: https://www.econbiz.de/10000988700
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Estimating the returns to education from a non-stationary dynamic programming model
Belzil, Christian - 1997
Persistent link: https://www.econbiz.de/10000963889
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Review of mathematical programming for coastal land use optimization
Pongthanapanich, Tipparat (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002051789
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A fast upper envelope scan method for discrete-continuous dynamic programming
Dobrescu, Loretti Isabella; Shanker, Akshay - 2023
Persistent link: https://www.econbiz.de/10013534359
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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A new existence and uniqueness theorem for continuous cames
Hogan, Seamus D. - 2010
Persistent link: https://www.econbiz.de/10008695597
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A method for inferring batting conditions in ODI cricket from historical data
Brooker, Scott; Hogan, Seamus D. - 2011
Persistent link: https://www.econbiz.de/10009413629