2

SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS

Year:
2008
Language:
english
File:
PDF, 292 KB
english, 2008
3

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS

Year:
2006
Language:
english
File:
PDF, 477 KB
english, 2006
4

Inventory Management with Stochastic Lead Times

Year:
2015
Language:
english
File:
PDF, 742 KB
english, 2015
5

An optimal control theory approach to non-pharmaceutical interventions

Year:
2010
Language:
english
File:
PDF, 1.10 MB
english, 2010
6

A moving boundary approach to American option pricing

Year:
2008
Language:
english
File:
PDF, 903 KB
english, 2008
7

American Options Under Stochastic Volatility

Year:
2011
Language:
english
File:
PDF, 723 KB
english, 2011
9

A Numerical Method for Solving Singular Stochastic Control Problems

Year:
2004
Language:
english
File:
PDF, 583 KB
english, 2004
10

Impulse Control of Interest Rates

Year:
2014
Language:
english
File:
PDF, 510 KB
english, 2014
13

Regulation of Natural Gas Distribution Using Policy Benchmarks

Year:
2008
Language:
english
File:
PDF, 236 KB
english, 2008
14

BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS

Year:
2014
Language:
english
File:
PDF, 496 KB
english, 2014
18

A Numerical Method for Solving Singular Stochastic Control Problems

Year:
2004
Language:
english
File:
PDF, 3.60 MB
english, 2004
23

Sequential clinical scheduling with service criteria

Year:
2011
Language:
english
File:
PDF, 631 KB
english, 2011
26

Practical Robust Optimization for Least-Squares Problems

Year:
2018
Language:
english
File:
PDF, 890 KB
english, 2018
31

Pricing American options when asset prices jump

Year:
2010
Language:
english
File:
PDF, 1.20 MB
english, 2010
33

A stochastic overbooking model for outpatient clinical scheduling with no-shows

Year:
2008
Language:
english
File:
PDF, 310 KB
english, 2008
40

A Computational Method for Stochastic Impulse Control Problems

Year:
2010
Language:
english
File:
PDF, 613 KB
english, 2010
44

FTR-option formulation and pricing

Year:
2009
Language:
english
File:
PDF, 468 KB
english, 2009
49

Impulse Control of Interest Rates

Year:
2013
Language:
english
File:
PDF, 557 KB
english, 2013