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A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
Huang, Kai; Ahmed, Shabbir - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003894992
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Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.; Chiarella, Carl - In: Applied mathematical finance 18 (2011) 3/4, pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
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Sell or hold : a simple two-stage stochastic combinatorial optimization problem
He, Qie; Ahmed, Shabbir; Nemhauser, George L. - In: Operations research letters 40 (2012) 2, pp. 69-73
Persistent link: https://www.econbiz.de/10009507916
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A scenario decomposition algorithm for 0-1 stochastic programs
Ahmed, Shabbir - In: Operations research letters 41 (2013) 6, pp. 565-569
Persistent link: https://www.econbiz.de/10010236183
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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
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The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl; Clewlow, Les; Kang, Boda - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
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A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
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An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24
Persistent link: https://www.econbiz.de/10001109261