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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Operations research : the journal of the Operations Research Society of America
The journal of computational finance
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CIRANO Working Papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Credit derivatives : the definitive guide
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
Broadie, Mark
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Kaya, zgr
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 217-231
Persistent link: https://www.econbiz.de/10006416949
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General Bounds and Finite-Time Improvement for the Kiefer-Wolfowitz Stochastic Approximation Algorithm
Broadie, Mark
;
Cicek, Deniz
;
Zeevi, Assaf
- In:
Operations research : the journal of the Operations …
59
(
2011
)
5
,
pp. 1211-1225
Persistent link: https://www.econbiz.de/10009804873
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