Computational Management Science
Computational Management Science is an international journal focusing on all computational aspects of management science. These include theoretical and empirical analysis of computational models; computational statistics; analysis and applications of constrained, unconstrained, robust, stochastic and combinatorial optimisation algorithms; dynamic models, such as dynamic programming and decision trees; new search tools and algorithms for global optimisation, modelling, learning and forecasting; models and tools of knowledge acquisition.
The emphasis on computational paradigms is an intended feature of CMS, distinguishing it from more classical operations research journals.Officially cited as: Comput Manag Sci
Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
Sjur Didrik Flåm (March 2018)
- Journal Title
- Computational Management Science
- Volume 1 / 2004 - Volume 15 / 2018
- Print ISSN
- Online ISSN
- Springer Berlin Heidelberg
- Additional Links
- Industry Sectors
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