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~subject:"Stochastic process"
~subject:"Volatility"
~type:"article"
~type_genre:"Mehrbändiges Werk"
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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1
An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees : Part II ; parallelization
Aldasoro, Unai
;
Escudero, Laureano F.
;
Merino, María
; …
- In:
Computers & operations research : and their …
40
(
2013
)
12
,
pp. 2950-2960
Persistent link: https://www.econbiz.de/10010210809
Saved in:
2
An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
- In:
Computers & operations research : and their …
39
(
2012
)
5
,
pp. 1133-1144
Persistent link: https://www.econbiz.de/10009506579
Saved in:
3
A path integral approach to derivative security pricing, [Teil II, Numerical methods
Rosa-Clot, Marco
;
Taddei, Stefano
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 123-146
Persistent link: https://www.econbiz.de/10001662965
Saved in:
4
A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora
;
Rosa-Clot, Marco
;
Taddei, Stefano
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
Saved in:
5
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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