Similar Search Results

Monte Carlo simulation with applications to finance

Wang, Hui - 2012

This book can serve as the text for a one-semester course on Monte Carlo simulation. The intended audience is advanced undergraduate students or students on master's programs who wish to learn the basics of this exciting topic and its applications to finance. The book is largely self-contained....

Persistent link: https://www.econbiz.de/10009582272

A holonic approach to flexible flow shop scheduling under stochastic processing times

Wang, Kai; Choi, Shiu Hong - In: Computers & operations research : and their … 43 (2014), pp. 157-168

Persistent link: https://www.econbiz.de/10010241969

An estimation of distribution algorithm for hybrid flow shop scheduling under stochastic processing times

Wang, Kai; Choi, Shiu Hong; Qin, H. - In: International journal of production research 52 (2014) 24, pp. 7360-7376

Persistent link: https://www.econbiz.de/10010474533

Logit function in stochastic categorizations

Wang, Kai - In: Oxford economic papers 74 (2022) 2, pp. 610-622

Persistent link: https://www.econbiz.de/10013188523

Development and comparison of multiple genetic algorithms and heuristics for assembly production planning

Lau, Haili; He, Longfei; Huang, George Q.; Wang, Kai - In: IMA journal of management mathematics 27 (2016) 2, pp. 181-200

Persistent link: https://www.econbiz.de/10011567017

Manpower allocation and vehicle routing problem in non-emergency ambulance transfer service

Zhang, Zizhen; Hu, Qin; Wang, Kai; He, Huang; Liu, Tian - In: Transportation research / E : an international journal 106 (2017), pp. 45-59

Persistent link: https://www.econbiz.de/10011760826

Optimized scenario reduction : solving large-scale stochastic programs with quality guarantees

Zhang, Wei; Wang, Kai; Jacquillat, Alexandre; Wang, Shuaian - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 4, pp. 886-908

Persistent link: https://www.econbiz.de/10014328127

Pricing path-dependent options with jump risk via Laplace transforms

Kou, Steven; Petrella, Giovanni; Wang, Hui - In: The Kyoto economic review 74 (2005) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003379381

Essays on two financial market anomalies

Wang, Hui - 2005

Persistent link: https://www.econbiz.de/10003555364

Utility maximization in incomplete markets with random endowment

Cvitanić, Jakša; Schachermayer, Walter; Wang, Hui - In: Finance and stochastics 5 (2001) 2, pp. 259-272

Persistent link: https://www.econbiz.de/10001571508