Showing 1 - 10 of 1,261
Persistent link: https://www.econbiz.de/10011852809
Persistent link: https://www.econbiz.de/10011866586
frequencies is available, in such a way that the sum of the transportation and inventory costs is minimized. This problem, which … is known to be NP-hard, has applications in transportation planning and in location analysis. In this paper we derive …
Persistent link: https://www.econbiz.de/10009204346
In this paper, we derive an easily computed approximation to European basket call prices for a local volatility jump-diffusion model. We apply the asymptotic expansion method to find the approximate value of the lower bound of European basket call prices. If the local volatility function is time...
Persistent link: https://www.econbiz.de/10010883224
-charge transportation problem (FCTP). The procedure itself is very quick. The proposed method solves FCTP by decomposing the problem into …
Persistent link: https://www.econbiz.de/10011117661
Persistent link: https://www.econbiz.de/10011641472
Persistent link: https://www.econbiz.de/10011697480
Persistent link: https://www.econbiz.de/10012513633
Persistent link: https://www.econbiz.de/10011441587
Persistent link: https://www.econbiz.de/10011472309