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Valuation of American Options : Monte-Carlo Simulation and Mathematical Approximation Methods

Animante, David - 2016

The use of American style equity options as hedging instrument has gained currency in recent times. This phenomenon devolves from the ever-expanding need by individuals, corporations and governments to hedge away their financial risks and the clarion call for derivative securities that give the...

Persistent link: https://www.econbiz.de/10012993420

Performance indicators in multiobjective optimization

Audet, Charles; Bigeon, Jean; Cartier, Dominique; Le … - In: European journal of operational research : EJOR 292 (2021) 2, pp. 397-422

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FEMOEA : a fast and efficient multi-objective evolutionary algorithm

Redondo, J. L.; Fernández, J.; Ortigosa, P. M. - In: Mathematical methods of operations research 85 (2017) 1, pp. 113-135

Persistent link: https://www.econbiz.de/10011714346

A new combinatorial algorithm for separable convex resource allocation with nested bound constraints

Wu, Zeyang; Nip, Kameng; He, Qie - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1197-1212

Persistent link: https://www.econbiz.de/10012631668

Auction-based algorithm for solving scheduling problem in cross-docking centres

Paul, Eldho; Paul, Brijesh - In: International journal of logistics systems and … 37 (2020) 2, pp. 225-238

Persistent link: https://www.econbiz.de/10012513549

Logistic resources allocation in supply chains : a utility decentralised optimisation approach

Dalalah, Doraid - In: International journal of logistics systems and … 37 (2020) 3, pp. 299-323

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Data-driven robust resource allocation with monotonic cost functions

Ye, Chen; Marković, Nikola; Ryzhov, Ilya O.; … - In: Operations research 70 (2022) 1, pp. 73-94

Persistent link: https://www.econbiz.de/10012820642

Data-driven optimization with distributionally robust secondorder stochastic dominance constraints

Peng, Chun; Delage, Erick - 2021

Persistent link: https://www.econbiz.de/10012939420

A unified framework for efficient, effective, and fair resource allocation by food banks using an Approximate Dynamic Programming approach

Alkaabneh, Faisal; Diabat, Ali; Gao, Huaizhu Oliver - In: Omega : the international journal of management science 100 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012494656

A re-solving heuristic with uniformly bounded loss for network revenue management

Bumpensanti, Pornpawee; Wang, He - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2993-3009

Persistent link: https://www.econbiz.de/10012268597

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