Matti Koivu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Galerkin methods in dynamic stochastic programming
Optimization
2010-07-26Paper
A stochastic programming model for asset liability management of a Finnish pension company
Annals of Operations Research
2008-03-31Paper
Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
Scandinavian Actuarial Journal
2007-12-16Paper
An adaptive importance sampling technique2006-08-28Paper
Variance reduction in sample approximations of stochastic programs
Mathematical Programming. Series A. Series B
2005-08-08Paper
CALIBRATED OPTION BOUNDS
International Journal of Theoretical and Applied Finance
2005-05-06Paper
Epi-convergent discretizations of stochastic programs via integration quadratures
Numerische Mathematik
2005-04-14Paper
Dealing with interval scale data in data envelopment analysis
European Journal of Operational Research
2003-01-21Paper


Research outcomes over time


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