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Search: subject:"Stochastic processes"
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1
Continuous-time public good contribution under uncertainty
Ferrari, Giorgio
;
Riedel, Frank
;
Steg, Jan-Henrik
-
2013
Kuhn-Tucker conditions. Suitably combining arguments from Duality Theory and the General Theory of
Stochastic
Processes
, we …
Persistent link: https://www.econbiz.de/10009764881
Saved in:
2
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:
3
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:
4
On air traffic flow management with rerouting. Part II : stochastic case
Agustín Martin, Alba Maria
;
Alonso-Ayuso, Antonio
; …
- In:
European journal of operational research : EJOR
219
(
2012
)
1
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009511680
Saved in:
5
Stochastic models in operations research
Heyman, Daniel P.
;
Sobel, Matthew J.
-
2004
Persistent link: https://www.econbiz.de/10001851741
Saved in:
6
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:
7
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:
8
Testing for zeros in the spectrum of an univariate stationary process
Lacroix, Renaud
-
1999
Persistent link: https://www.econbiz.de/10001450190
Saved in:
9
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
Saved in:
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