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Exponential growth of fixed-mix strategies in stationary asset markets

Dempster, Michael A. H. (contributor); … - 2002 - [Elektronische Ressource]

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Stochastic modelling and optimization using stochastics TM

Dempster, Michael A. H. (contributor); … - 2002 - [Elektronische Ressource]

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Wavelet optimized valuation of financial derivatives

Wiart, B. Carton de; Dempster, Michael A. H. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1113-1137

Persistent link: https://www.econbiz.de/10009407662

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

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Stuctured products for pension funds

Dempster, Michael A. H.; Germano, M.; Medova, E. A.; … - In: Dynamic stochastic optimization : [this volume includes …, (pp. 115-130). 2004

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Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model

Dempster, Michael A. H. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003187224

Stabilizing implementable decisions in dynamic stochastic programming

Dempster, Michael A. H.; Medova, Elena A.; Yong, Yee Sook - In: Optimal financial decision making under uncertainty, (pp. 177-200). 2017

Persistent link: https://www.econbiz.de/10011558457

Stochastic optimization methods in finance and energy : new financial products and energy market strategies

Bertocchi, Marida - 2011 - 1

This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years...

Persistent link: https://www.econbiz.de/10014275287

Stochastic programming : based on proceedings of an internat. conference, Oxford, 15-17 July 1974

Dempster, M. A. H. (contributor) - 1980

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Analysis of heuristics for stochastic programming : results for hierarchical scheduling problems

Dempster, M. A. H. (contributor) - 1981

Persistent link: https://www.econbiz.de/10003549329