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One-dimensional cutting stock problem to minimize the number of different patterns

Umetani, Shunji; Yagiura, Mutsunori; Ibaraki, Toshihide - In: European Journal of Operational Research 146 (2003) 2, pp. 388-402

Persistent link: https://www.econbiz.de/10005287664

A 3-flip neighborhood local search for the set covering problem

Yagiura, Mutsunori; Kishida, Masahiro; Ibaraki, Toshihide - In: European Journal of Operational Research 172 (2006) 2, pp. 472-499

Persistent link: https://www.econbiz.de/10005277454

A path relinking approach with ejection chains for the generalized assignment problem

Yagiura, Mutsunori; Ibaraki, Toshihide; Glover, Fred - In: European Journal of Operational Research 169 (2006) 2, pp. 548-569

Persistent link: https://www.econbiz.de/10005277759

COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS

NISHIHARA, MICHI; YAGIURA, MUTSUNORI; IBARAKI, TOSHIHIDE - In: Asia-Pacific Journal of Operational Research (APJOR) 27 (2010) 02, pp. 211-225

This paper derives, in closed forms, upper and lower bounds on risk-neutral cumulative distribution functions of the underlying asset price from the observed prices of European call options, based only on the no-arbitrage assumption. The computed bounds from the option price data show that the...

Persistent link: https://www.econbiz.de/10008464903

An Ejection Chain Approach for the Generalized Assignment Problem

Yagiura, Mutsunori; Ibaraki, Toshihide; Glover, Fred - In: INFORMS journal on computing : JOC 16 (2004) 2, pp. 133-151

Persistent link: https://www.econbiz.de/10007101474

A 3-flip neighborhood local search for the set covering problem

Yagiura, Mutsunori; Kishida, Masahiro; Ibaraki, Toshihide - In: European journal of operational research : EJOR 172 (2006) 2, pp. 472-499

Persistent link: https://www.econbiz.de/10006640509

A path relinking approach with ejection chains for the generalized assignment problem

Yagiura, Mutsunori; Ibaraki, Toshihide; Glover, Fred - In: European journal of operational research : EJOR 169 (2006) 2, pp. 548-569

Persistent link: https://www.econbiz.de/10006641135

One-dimensional cutting stock problem to minimize the number of different patterns

Umetani, Shunji; Yagiura, Mutsunori; Ibaraki, Toshihide - In: European journal of operational research : EJOR 146 (2003) 2, pp. 388-402

Persistent link: https://www.econbiz.de/10006652264

Recent progress of local search in handling the time window constraints of the vehicle routing problem

Hashimoto, Hideki; Yagiura, Mutsunori; Imahori, Shinji; … - 2013

Persistent link: https://www.econbiz.de/10010093395

Duality in option pricing based on prices of other derivatives

Nishihara, Michi; Yagiura, Mutsunori; Ibaraki, Toshihide - In: Operations research letters 35 (2007) 2, pp. 165-171

Persistent link: https://www.econbiz.de/10007607179