The following pages link to Jörgen Blomvall (Q951346):
Displaying 13 items.
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
- Simulation and evaluation of the distribution of interest rate risk (Q1722765) (← links)
- Measurement of interest rates using a convex optimization model (Q1752197) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Positive forward rates in the maximum smoothenss framework (Q4610229) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (Q4709730) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
