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Option pricing in fractional Brownian markets

Rostek, Stefan - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003798749

Option Pricing in Fractional Brownian Markets

Rostek, Stefan (contributor) - 2009

The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibility of the no arbitrage pricing approach. As the unrestricted fractional market setting allows for arbitrage, the conventional reasoning is that fractional Brownian...

Persistent link: https://www.econbiz.de/10013521157

Duality in stochastic linear and dynamic programming

Klein Haneveld, Willem Karel; Klein Haneveld, Willem K. - 1986

Persistent link: https://www.econbiz.de/10011519484

Genetic algorithms : principles and perspectives ; a guide to GA theory

Reeves, Colin R.; Rowe, Jonathan E. - 2004 - 2. print.

Persistent link: https://www.econbiz.de/10003230805

Stochastic modeling and optimization : with applications in queues, finance, and supply chains

Yao, David D. (contributor); Zhang, Hanqin (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001692168

Genetic Algorithms: Principles and Perspectives : A Guide to GA Theory

Reeves, Colin R.; Rowe, Jonathan E. - 2002 - 1st ed. 2002.

Basic Principles -- Schema Theory -- No Free Lunch for GAs -- GAs as Markov Processes -- The Dynamical Systems Model …Genetic Algorithms: Principles and Perspectives: A Guide to GA Theory is a survey of some important theoretical … with a systematic presentation of the current state of theory in the form of a set of theoretical perspectives. The authors …

Persistent link: https://www.econbiz.de/10014021863

Stochastic optimization of medical supply location and distribution in disaster management

Mete, Huseyin Onur; Zabinsky, Zelda B. - In: International journal of production economics 126 (2010) 1, pp. 76-84

Persistent link: https://www.econbiz.de/10003982316

A note on the facility location problem with stochastic demands

Bieniek, Milena - In: Omega : the international journal of management science 55 (2015), pp. 53-60

Persistent link: https://www.econbiz.de/10011338662

A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem

Aydin, Nezir; Murat, Alper - In: International journal of production economics 145 (2013) 1, pp. 173-183

Persistent link: https://www.econbiz.de/10009785304

A stochastic approach for a novel p-hub location-allocation problem with opening and reopening modes

Ghodratnama, Ali; Tavakkoli-Moghaddam, Reza; Azaron, Amir - In: International journal of business performance and … 7 (2015) 4, pp. 305-337

Persistent link: https://www.econbiz.de/10011484849

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