The following pages link to Computational Management Science (Q70778):
Displaying 9 items.
- Estimation of risk-neutral density surfaces (Q645506) (← links)
- Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q1722758) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- Centered solutions for uncertain linear equations (Q1789636) (← links)
- Stochastic programs with binary distributions: structural properties of scenario trees and algorithms (Q1989724) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- The maximum ratio clique problem (Q2356159) (← links)
- Flow equivalence and stochastic equivalence in G-networks (Q2386631) (← links)
