In this paper, we consider the combined distribution and assignment (CDA) problem with link capacity constraints modeled as a hierarchical logit choice problem based on random utility theory. The destination and route choices are calculated based on the multi-nominal logit probability function,...

We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used in this paper is the Black-Scholes formula whose volatility parameter is determined in a generic non-arbitrary fashion. We analyze contour dependence both in...