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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d' - In: The journal of computational finance 8 (2004/2005) 4, pp. 77-99
Persistent link: https://www.econbiz.de/10002990531
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A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing; Hu, Cheng-feng - In: European journal of operational research : EJOR 204 (2010) 2, pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
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Measurement of interest rates using a convex optimization model
Blomvall, Jörgen - In: European journal of operational research : EJOR 256 (2017) 1, pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
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An integrated matching-immunization model for bond portfolio optimization
Xidonas, P.; Hassapis, Christis; Bouzianis, G.; … - In: Computational economics 51 (2018) 3, pp. 595-605
Persistent link: https://www.econbiz.de/10011963712
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Multi-period dynamic bond portfolio optimization utilizing a stochastic interest rate model
Shimai, Yoshiyuki; Makimoto, Naoki - In: Asia Pacific financial markets 30 (2023) 4, pp. 817-844
Persistent link: https://www.econbiz.de/10014391968
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Optimal storage and transmission investments in a bilevel electricity market model
Weibelzahl, Martin; Märtz, Alexandra - In: Recent advances in game theory, optimization theory and …, (pp. 911-940). 2020
Persistent link: https://www.econbiz.de/10012239214
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The planning of industrial investment programs : a methodology
Kendrick, David A.; Stoutjesdijk, Ardy J. - 1978
Persistent link: https://www.econbiz.de/10012874413
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Optimal over installation of wind generation facilities
McInerney, Celine; Bunn, Derek W. - In: Energy economics 61 (2017), pp. 87-96
Persistent link: https://www.econbiz.de/10011737676
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Robust investment decisions under supply disruption in petroleum markets
Gülpınar, Nalân; Canakoglu, Ethem; Pachamanova, Dessilava - In: Computers & operations research : and their … 44 (2014), pp. 75-91
Persistent link: https://www.econbiz.de/10010240596