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Computation and application of the paired combinatorial logit stochastic user equilibrium problem

Chen, Anthony; Ryu, Seungkyu; Xu, Xiangdong; Choi, Keechoo - In: Computers & operations research : and their … 43 (2014), pp. 68-77

Persistent link: https://www.econbiz.de/10010241295

Fourier Transforms, Option Pricing and Controls

Joshi, Mark S. - 2011

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...

Persistent link: https://www.econbiz.de/10013119724

Fourier transforms, option pricing and controls

Joshi, Mark S.; Chao Yang - 2011

Persistent link: https://www.econbiz.de/10009419875

A faster path-based algorithm with Barzilai-Borwein step size for solving stochastic traffic equilibrium models

Du, Muqing; Tan, Heqing; Chen, Anthony - In: European journal of operational research : EJOR 290 (2021) 3, pp. 982-999

Persistent link: https://www.econbiz.de/10012495242

A stochastic ridesharing user equilibrium model with origin-destination-based ride-matching strategy

Du, Muqing; Zhou, Jiankun; Li, Guoyuan; Tan, Heqing; … - In: Transportation research : an international journal 189 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015097216

Strategy-based transit stochastic user equilibrium model with capacity and number-of-transfers constraints

Li, Guoyuan; Chen, Anthony - In: European journal of operational research : EJOR 305 (2023) 1, pp. 164-183

Persistent link: https://www.econbiz.de/10013478598