Narrow search
Showing 1 - 7 of 7
Cover Image
Pricing American options fitting the smile
Dempster, Michael A. H.; Richards, Donald G. - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Cover Image
Pricing American stock options by linear programming
Dempster, Michael A. H.; Hutton, J. P. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Cover Image
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H. - In: Applied mathematical finance 4 (1997) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Cover Image
A stochastic approach to hierarchical planning and scheduling
Dempster, Michael A. H. - 1984 - Reprint
Persistent link: https://www.econbiz.de/10000717048
Cover Image
The expected value of perfect information in the optimal evolution of stochastic systems
Dempster, Michael A. H. - 1983 - Reprint
Persistent link: https://www.econbiz.de/10000717051
Cover Image
Dynamic portfolio replication using stochastic programming
Dempster, Michael A. H.; Thompson, G. W. P. - In: Risk management : value at risk and beyond, (pp. 100-128). 2002
Persistent link: https://www.econbiz.de/10001689194
Cover Image
Stochastic programming : based on proceedings of an internat. conference, Oxford, 15-17 July 1974
Dempster, M. A. H. (contributor) - 1980
Persistent link: https://www.econbiz.de/10002319146