| Publication | Date of Publication | Type |
|---|
Real Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127)
Quantitative Finance | 2023-09-25 | Paper |
In memoriam Marco Avellaneda
Quantitative Finance | 2022-10-14 | Paper |
In memoriam: Mardi Dungey
Quantitative Finance | 2022-05-27 | Paper |
In memoriam Peter Carr
Quantitative Finance | 2022-05-05 | Paper |
Bond flotation with exotic commodity collateral
Quantitative Finance | 2021-09-03 | Paper |
Path-breaking contributions of K. J. Arrow
Quantitative Finance | 2019-03-06 | Paper |
Designing minimum guaranteed return funds
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Comparison of Sampling Methods for Dynamic Stochastic Programming
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Empirical copulas for CDO tranche pricing using relative entropy
International Journal of Theoretical and Applied Finance | 2014-07-17 | Paper |
Determinants of oil futures prices and convenience yields
Quantitative Finance | 2014-01-30 | Paper |
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model
Annals of Finance | 2012-03-06 | Paper |
WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES
International Journal of Theoretical and Applied Finance | 2011-12-28 | Paper |
Benoit B. Mandelbrot (1924–2010): a father of Quantitative Finance
Quantitative Finance | 2011-03-28 | Paper |
| scientific article; zbMATH DE number 5589685 (Why is no real title available?) | 2009-08-03 | Paper |
| scientific article; zbMATH DE number 5589679 (Why is no real title available?) | 2009-08-03 | Paper |
Financial markets. The joy of volatility
Quantitative Finance | 2008-08-07 | Paper |
| Structured products for pension funds | 2008-02-11 | Paper |
Introduction to the special issue on portfolio construction and risk management
Quantitative Finance | 2007-10-22 | Paper |
Designing minimum guaranteed return funds
Quantitative Finance | 2007-07-23 | Paper |
Volatility-induced financial growth
Quantitative Finance | 2007-07-23 | Paper |
| scientific article; zbMATH DE number 5007550 (Why is no real title available?) | 2006-02-20 | Paper |
Sequential importance sampling algorithms for dynamic stochastic programming
Journal of Mathematical Sciences (New York) | 2005-10-11 | Paper |
Planning logistics operations in the oil industry
The Journal of the Operational Research Society | 2005-01-10 | Paper |
Exponential growth of fixed-mix strategies in stationary asset markets
Finance and Stochastics | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1724307 (Why is no real title available?) | 2003-09-12 | Paper |
| scientific article; zbMATH DE number 1927176 (Why is no real title available?) | 2003-06-12 | Paper |
Fast numerical valuation of American, exotic and complex options
Applied Mathematical Finance | 2002-09-04 | Paper |
Pricing American stock options by linear programming
Mathematical Finance | 2001-11-26 | Paper |
Pricing American options fitting the smile.
Mathematical Finance | 2001-03-29 | Paper |
| scientific article; zbMATH DE number 1944677 (Why is no real title available?) | 2001-01-01 | Paper |
Balanced states in stochastic economies with locally interacting agents
Stochastics and Stochastic Reports | 2000-10-23 | Paper |
| scientific article; zbMATH DE number 1304957 (Why is no real title available?) | 2000-08-07 | Paper |
EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
Annals of Operations Research | 1999-12-02 | Paper |
Dynamic stochastic programming for asset-liability management
Annals of Operations Research | 1999-03-18 | Paper |
| scientific article; zbMATH DE number 1222806 (Why is no real title available?) | 1998-11-11 | Paper |
| scientific article; zbMATH DE number 1056909 (Why is no real title available?) | 1998-11-01 | Paper |
Parallelization and aggregation of nested Benders decomposition
Annals of Operations Research | 1998-09-27 | Paper |
Stochastic programming approaches to stochastic scheduling
Journal of Global Optimization | 1997-01-07 | Paper |
A Practical Geometrically Convergent Cutting Plane Algorithm
SIAM Journal on Numerical Analysis | 1995-10-22 | Paper |
Optimal match-up strategies in stochastic scheduling
Discrete Applied Mathematics | 1995-04-10 | Paper |
Measuring rates of convergence of numerical algorithms
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
| scientific article; zbMATH DE number 17494 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4200127 (Why is no real title available?) | 1991-01-01 | Paper |
The Linear Order Complementarity Problem
Mathematics of Operations Research | 1989-01-01 | Paper |
The Linear Order Complementarity Problem
Mathematics of Operations Research | 1989-01-01 | Paper |
On stochastic programming ii: dynamic problems under risk∗
Stochastics | 1988-01-01 | Paper |
Optimal capacity expansion under uncertainty
Advances in Applied Probability | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4102843 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3758089 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3759253 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3761788 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3720683 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3547057 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3343723 (Why is no real title available?) | 1971-01-01 | Paper |
On stochastic programming. I: Static linear programming under risk
Journal of Mathematical Analysis and Applications | 1968-01-01 | Paper |
On the Gotlieb-Csima Time-Tabling Algorithm
Canadian Journal of Mathematics | 1968-01-01 | Paper |
