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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad - In: Advances in Pacific Basin financial markets 4 (1998), pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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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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Stochastic optimization models for a bike-sharing problem with transshipment
Maggioni, Francesca; Cagnolari, Matteo; Bertazzi, Luca; … - In: European journal of operational research : EJOR 276 (2019) 1, pp. 272-283
Persistent link: https://www.econbiz.de/10011997882
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The value of the right distribution in stochastic programming with application to a Newsvendor problem
Maggioni, Francesca; Cagnolari, Matteo; Bertazzi, Luca - In: Computational Management Science : CMS 16 (2019) 4, pp. 739-758
Persistent link: https://www.econbiz.de/10012126690
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl; Hsiao, Chih-ying; Tô, Thuy-Duong - In: Journal of empirical finance 37 (2016), pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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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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A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times
Perboli, Guido; Gobbato, Luca; Maggioni, Francesca - In: IMA journal of management mathematics 28 (2017) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10011690284
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A scenario-based framework for supply planning under uncertainty : stochastic programming versus robust optimization approaches
Maggioni, Francesca; Potra, Florian A.; Bertocchi, Marida - In: Computational Management Science : CMS 14 (2017) 1, pp. 5-44
Persistent link: https://www.econbiz.de/10011710316
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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