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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics

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Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...

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Waiting time distribution in single-channel deterministic flow lines with discrete inter-arrival time distributions

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Optimising the fermentation throughput in biomanufacturing with bleed-feed

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Managing the supply and demand uncertainty in workforce recruitment : planned of just-in-time acquisition

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Stochastic economic models for actuarial use : an example from China

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Modelling the cohort effect in CBD models using a piecewise linear approach

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A stochastic approach for a novel p-hub location-allocation problem with opening and reopening modes

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Managing inventory and production capacity in start-up firms

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