1. Preface

   Preface Pages: 13 - 23

2. Scenarios for Multistage Stochastic Programs

   • Jitka Dupačová
   • Giorgio Consigli
   • Stein W. Wallace

   OriginalPaper Pages: 25 - 53

3. Some Aspects of Stability in Stochastic Programming

   • Rüdiger Schultz

   OriginalPaper Pages: 55 - 84

4. Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function

   • Tamás Szántai

   OriginalPaper Pages: 85 - 101

5. Subroutines for Computing Normal Probabilities of Sets—Computer Experiences

   • István Deák

   OriginalPaper Pages: 103 - 122

6. On the Financial Value of Information

   • David Edelman

   OriginalPaper Pages: 123 - 132

7. The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets

   • David Edelman
   • Thomas Gillespie

   OriginalPaper Pages: 133 - 164

8. Stochastic Nonstationary Optimization for Finding Universal Portfolios

   • Alexei A. Gaivoronski
   • Fabio Stella

   OriginalPaper Pages: 165 - 188

9. Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation

   • Karl Frauendorfer
   • Michael Schürle

   OriginalPaper Pages: 189 - 209

10. A Pricing Model for American Options with Gaussian Interest Rates

    • Albert J. Menkveld
    • Ton Vorst

    OriginalPaper Pages: 211 - 226

11. A Stochastic Programming Model for Currency Option Hedging

    • Jason Wu
    • Suvrajeet Sen

    OriginalPaper Pages: 227 - 249

12. Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty

    • Matthias P. Nowak
    • Werner Römisch

    OriginalPaper Pages: 251 - 272

13. Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation

    • N.C.P. Edirisinghe
    • E.I. Patterson
    • N. Saadouli

    OriginalPaper Pages: 273 - 303