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LP valuation of exotic America...
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Dempster, Michael A. H.
62
Richards, Donald G.
47
Dempster, M. A. H.
43
Richards, Donald
19
Hutton, John P.
16
Evstigneev, Igor V.
13
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Dempster, Michael
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2
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1
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ECONIS (ZBW)
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
A stochastic approach to hierarchical planning and scheduling
Dempster, Michael A. H.
-
1984
-
Reprint
Persistent link: https://www.econbiz.de/10000717048
Saved in:
5
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
Saved in:
6
Balanced states in stochastic economies with locally interacting agents
Dempster, Michael A. H.
;
Evstigneev, Igor V.
;
Pirogov, S. A.
-
1996
Persistent link: https://www.econbiz.de/10000937678
Saved in:
7
Turnpike theorems for stochastic equilibria on graphs
Dempster, Michael A. H.
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 241-245)
.
1996
Persistent link: https://www.econbiz.de/10001318170
Saved in:
8
Commodities
Dempster, Michael A. H.
(
ed.
);
Tang, Ke
(
contributor
); …
-
2016
Persistent link: https://www.econbiz.de/10011375305
Saved in:
9
Intelligent financial planning for life
Dempster, Michael A. H.
- In:
Journal / The Capco Institute : journal of financial …
46
(
2017
),
pp. 110-119
Persistent link: https://www.econbiz.de/10012107061
Saved in:
10
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H.
;
Kloppers, Dwayne
;
Medova, Elena A.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 99-117
Persistent link: https://www.econbiz.de/10011685349
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