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An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981989
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Microeconomic effects of reduced yield variability cultivars of soybeans and wheat
Dillon, Carl R. - In: Southern journal of agricultural economics 24 (1992) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10001131653
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A two-stage stochastic linear programming model for tactical planning in the soybean supply chain
Reis, Silvia Araújo dos; Leal, José Eugenio; Thomé, … - In: Logistics 7 (2023) 3, pp. 1-26
Background: The soybean market is representative of the world. Brazil is the largest producer and exporter of this crop … soybean supply chain make decisions even more challenging. Methods: To mathematically model this problem, we carried out an … recourse for tactical planning in the soybean supply chain from the perspective of the shipper under take or pay contracts over …
Persistent link: https://www.econbiz.de/10014393297
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Kraftwerkseinsatz und Stromhandel unter Berücksichtigung von Planungsunsicherheiten
Stern, Boris - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001631412
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Simulation eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen
Meyer-Nieberg, Silja; Pickl, Stefan - In: Operations research proceedings 2002 : selected papers …, (pp. 471-473). 2003
Persistent link: https://www.econbiz.de/10001752048
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Anwendungen der stochastischen Optimierung im Stromhandel und Gastransport
Westphalen, Markus - 2004 - 1. Aufl
Persistent link: https://www.econbiz.de/10002470528
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Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the CAPM
Ni, Xiaohui; Malevergne, Yannick; Sornette, Didier; … - 2011
. CAPM, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical …
Persistent link: https://www.econbiz.de/10009009611
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On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H. - In: Management science : journal of the Institute for … 35 (1989) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
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A lattice framework for option pricing with two state variables
Boyle, Phelim P. - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001047159