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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Dempster, Michael A. H.
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Hutton, J. P.
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Richards, Donald G.
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Dempster, M. A. H.
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Thompson, G. W. P.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research report / International Institute for Applied Systems Analysis : RR
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(The Institute of Mathematics and its Applications conference series)
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Applied mathematical finance
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Risk management : value at risk and beyond
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ECONIS (ZBW)
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1
A stochastic approach to hierarchical planning and scheduling
Dempster, Michael A. H.
-
1984
-
Reprint
Persistent link: https://www.econbiz.de/10000717048
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2
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
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3
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
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4
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
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5
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
Saved in:
6
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
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7
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
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8
LP valuation of exotic American options exploiting structure
Dempster, Michael A. H.
;
Hutton, J. P.
;
Richards, Donald G.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001447235
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