The following pages link to Michael A. H. Dempster (Q1424716):
Displaying 50 items.
- (Q665728) (redirect page) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- On stochastic programming. I: Static linear programming under risk (Q1233816) (← links)
- Dynamic stochastic programming for asset-liability management (Q1265878) (← links)
- Parallelization and aggregation of nested Benders decomposition (Q1265880) (← links)
- Measuring rates of convergence of numerical algorithms (Q1321367) (← links)
- Optimal match-up strategies in stochastic scheduling (Q1346690) (← links)
- Exponential growth of fixed-mix strategies in stationary asset markets (Q1424717) (← links)
- EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures (Q1808191) (← links)
- Stochastic programming approaches to stochastic scheduling (Q2564886) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Pricing American Options Fitting the Smile (Q2707141) (← links)
- Pricing American Stock Options by Linear Programming (Q2757302) (← links)
- (Q2782371) (← links)
- Benoit B. Mandelbrot (1924–2010): a father of Quantitative Finance (Q3084972) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)
- Planning logistics operations in the oil industry (Q3156674) (← links)
- (Q3348845) (← links)
- (Q3372258) (← links)
- Financial markets. The joy of volatility (Q3518383) (← links)
- Volatility-induced financial growth (Q3593598) (← links)
- Designing minimum guaranteed return funds (Q3593608) (← links)
- Optimal capacity expansion under uncertainty (Q3757803) (← links)
- On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818) (← links)
- (Q3827815) (← links)
- (Q3910314) (← links)
- (Q3941195) (← links)
- (Q3942135) (← links)
- (Q3944354) (← links)
- (Q3974815) (← links)
- (Q4121693) (← links)
- (Q4218393) (← links)
- (Q4251870) (← links)
- (Q4350721) (← links)
- (Q4407995) (← links)
- Balanced states in stochastic economies with locally interacting agents (Q4510197) (← links)
- Fast numerical valuation of American, exotic and complex options (Q4541537) (← links)
- Designing Minimum Guaranteed Return Funds (Q4613809) (← links)
- Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
- Path-breaking contributions of K. J. Arrow (Q4628029) (← links)
- (Q4708017) (← links)
- A Practical Geometrically Convergent Cutting Plane Algorithm (Q4835066) (← links)
- Bond flotation with exotic commodity collateral (Q4957249) (← links)
- In memoriam Marco Avellaneda (Q5041661) (← links)
- In memoriam Peter Carr (Q5072900) (← links)
- In Memoriam Mardi Dungey (Q5079353) (← links)
- EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY (Q5169985) (← links)
- (Q5324622) (← links)
- (Q5324629) (← links)
- Introduction to the special issue on portfolio construction and risk management (Q5423187) (← links)
