Volume 15, Issue 2

June 2018

Special Issue: Twenty-five years of applied mathematical programming and modelling

Issue Editors:

8 articles in this issue

Twenty-five years of applied mathematical programming and modelling
Christina Erlwein-Sayer
Ronald Hochreiter
Editorial 12 June 2018 Pages: 135 - 137
Portfolio selection under supply chain predictability
Thomas Trier Bjerring
Kourosh Marjani Rasmussen
Alex Weissensteiner
Original Paper 24 May 2018 Pages: 139 - 159
Approximation for portfolio optimization in a financial market with shot-noise jumps
Oleksandra Putyatina
Jörn Sass
Original Paper 09 November 2017 Pages: 161 - 186
ALM models based on second order stochastic dominance
Maram Alwohaibi
Diana Roman
Original Paper Open access 08 March 2018 Pages: 187 - 211
Computation of the Delta of European options under stochastic volatility models
Yeliz Yolcu-Okur
Tilman Sayer
B. Alper Inkaya
Original Paper 19 May 2018 Pages: 213 - 237
Modeling and implementation of local volatility surfaces in Bayesian framework
Abdulwahab Animoku
Ömür Uğur
Yeliz Yolcu-Okur
Original Paper 02 March 2018 Pages: 239 - 258
Putting a price tag on temperature
Heng Xiong
Rogemar Mamon
Original Paper 25 September 2017 Pages: 259 - 296
Determination and estimation of risk aversion coefficients
Taras Bodnar
Yarema Okhrin
Taras Zabolotskyy
Original Paper Open access 24 May 2018 Pages: 297 - 317

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