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Bridging the gap : arbitrage free valuation of derivatives in ALM
Iseger, Peter den; Potters, Joeri - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 91-94
Persistent link: https://www.econbiz.de/10009895893
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A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Iseger, Peter Den; Gruntjes, Paul; Mandjes, Michel - In: Mathematical methods of operations research 78 (2013) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10010151230
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International workshop on smooth and nonsmooth optimization (Rotterdam, July 12-13, 2001)
Brinkhuis, Jan; Illés, Tibor; Frenk, Hans; Still, Georg; … - In: European journal of operational research : EJOR 157 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10006647649
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Improved Algorithms for Machine Allocation in Manufacturing Systems
Frenk, Hans; Labbé, Martine; Vliet, Mario van; Zhang, … - In: Operations research : the journal of the Operations … 42 (1994) 3, pp. 523-530
Persistent link: https://www.econbiz.de/10006421016
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Tractable Open Loop Policies for Joint Overbooking and Capacity Control Over a Single Flight Leg with Multiple Fare Classes
Topaloglu, Huseyin; Birbil, S. Ilker; Frenk, J. B. G.; … - In: Transportation science : the publication of the … 46 (2012) 4, pp. 460-482
Persistent link: https://www.econbiz.de/10010044387
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End‐of‐Life Inventory Decisions for Consumer Electronics Service Parts
Pourakbar, M.; Frenk, J. B. G.; Dekker, R. - In: Production and operations management : an international … 21 (2012) 5, pp. 889-907
Persistent link: https://www.econbiz.de/10010022814