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Stochastic Optimization for Portfolios Consisting of Corporate Bonds in an Integrated Market and Credit Risk Framework

Papanikolaou, Nikolaos E. - 2011

Persistent link: https://www.econbiz.de/10013131576

Optimal Securitization of Credit Portfolios via Impulse Control

Seydel, Roland C. - 2010

We study the optimal loan securitization policy of a commercial bank which is mainly engaged in lending activities. For this we propose a stylized dynamic model which contains the main features affecting the securitization decision. In line with reality we assume that there are non-negligible...

Persistent link: https://www.econbiz.de/10013135270

Computational cost of verifying enforceable contracts

Holm, Håkan J. - In: International review of law and economics 15 (1995) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10001182391

Computational cost of verifying enforceable contracts

Holm, Håkan J. - 1994

Persistent link: https://www.econbiz.de/10000888987

Development of methods for parameters of long-term contracts optimization for operational road maintenance

Kharchenko, Anna; Zaviyskyy, Oleh; Tsybulskyi, Vitalii; … - In: Technology audit and production reserves 1 (2021) 2/57, pp. 49-53

Persistent link: https://www.econbiz.de/10013161658

Optimization of fuel contract management and maintenance scheduling for thermal plants in hydro-based power systems

Chabar, Raphael Martins; Granville, Sergio; Pereira, … - In: Energy, natural resources and environmental economics, (pp. 201-219). 2010

Persistent link: https://www.econbiz.de/10008651605

Pricing energy derivatives by linear programming : tolling agreement contracts

Ryabchenko, Valeriy; Uryasev, Stan - In: The journal of computational finance 14 (2010/11) 3, pp. 73-126

Persistent link: https://www.econbiz.de/10008989930

Energy contracts management by stochastic programming techniques

Bonnans, J. Frédéric; Cen, Zhihao; Christel, Thibault - 2012

Persistent link: https://www.econbiz.de/10009688651

A robust R&D project portfolio optimization model for pharmaceutical contract research organizations

Hassanzadeh, Farhad; Modarres, Mohammad; Nemati, Hamid R.; … - In: International journal of production economics 158 (2014), pp. 18-27

Persistent link: https://www.econbiz.de/10010438055

Valuation of performance-based contracts for capital equipment : a stochastic programming approach

Sharifi, Mohammadreza; Kwon, Roy H.; Jardine, Andrew K. S. - In: The engineering economist : a journal devoted to the … 61 (2016) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011460221