Volume 58; Issue 3

Optimization

Volume 58; Issue 3
1

Duality in static hedging of barrier options

Maruhn, J.H.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 207 KB
english, 2009
2

Calibration of stochastic models for interest rate derivatives

Rainer, Martin
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 187 KB
english, 2009
3

Solving optimal investment problems with structured products under CVaR constraints

Korn, Ralf, Zeytun, Serkan
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 323 KB
english, 2009
5

An exact algorithm for factor model in portfolio selection with roundlot constraints

Sun, X.L., Niu, S.F., Li, D.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 169 KB
english, 2009
6

Robust mid-term power generation management

Guigues, V., Aïd, R., Ndiaye, P.M., Oustry, F., Romanet, F.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 316 KB
english, 2009
7

Measures of model uncertainty and calibrated option bounds

Ç. Pınar, Mustafa
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 180 KB
english, 2009
8

Continuous Optimization in Finance†

Weber, Gerhard-Wilhelm
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 221 KB
english, 2009