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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computers & operations research : and their … 39 (2012) 5, pp. 1133-1144
Persistent link: https://www.econbiz.de/10009506579
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Stochastic models in operations research
Heyman, Daniel P.; Sobel, Matthew J. - 2004
Persistent link: https://www.econbiz.de/10001851741
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A path integral approach to derivative security pricing, [Teil II, Numerical methods
Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 123-146
Persistent link: https://www.econbiz.de/10001662965
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A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
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Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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Testing for zeros in the spectrum of an univariate stationary process
Lacroix, Renaud - 1999
Persistent link: https://www.econbiz.de/10001450190
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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees : Part II ; parallelization
Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2950-2960
Persistent link: https://www.econbiz.de/10010210809