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Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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Positive eigenfunctions of Markovian pricing operators : Hansen-Scheinkman factorization, ross recovery, and long-term pricing
Qin, Likuan
;
Linetsky, Vadim
- In:
Operations research
64
(
2016
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011447753
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3
Technical note : on nested partitions method for global optimization
Wu, Tao
- In:
Operations research
69
(
2021
)
5
,
pp. 1533-1539
Persistent link: https://www.econbiz.de/10012660291
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A low-rank approximation for MDPs via moment coupling
Zhang, Amy B. Z.
;
Gurvich, Itai
- In:
Operations research
72
(
2024
)
3
,
pp. 1255-1277
Persistent link: https://www.econbiz.de/10014557562
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