Pricing catastrophe bonds with multistage stochastic programming Nick Georgiopoulos Original Paper 11 May 2017 Pages: 297 - 312
Fast binomial procedures for pricing Parisian/ParAsian options Marcellino GaudenziAntonino Zanette Original Paper 18 May 2017 Pages: 313 - 331
Quality evaluation of scenario-tree generation methods for solving stochastic programming problems Julien KeutchayanMichel GendreauAntoine Saucier Original Paper 19 May 2017 Pages: 333 - 365
Regularised gradient boosting for financial time-series modelling Alexandros AgapitosAnthony BrabazonMichael O’Neill Original Paper 23 May 2017 Pages: 367 - 391
Regularized decomposition of large scale block-structured robust optimization problems Wim van AckooijNicolas LebbeJérôme Malick Original Paper 23 May 2017 Pages: 393 - 421
Optimal trial duration times for multiple change points products lifetime distributions Rachele Foschi Original Paper 16 June 2017 Pages: 423 - 441
A joint model of probabilistic/robust constraints for gas transport management in stationary networks T. González GrandónH. HeitschR. Henrion Original Paper 05 June 2017 Pages: 443 - 460