Volume 17, Issue 2

June 2020

Special Issue: XV Conference on Computational Management Science (CMS 2018)

Issue Editors:

8 articles in this issue

Editorial
Stein-Erik Fleten
Florentina Paraschiv
Editorial 22 June 2020 Pages: 161 - 162
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
Ludovic Goudenège
Andrea Molent
Antonino Zanette
Original Paper 06 June 2020 Pages: 163 - 178
Asset allocation under predictability and parameter uncertainty using LASSO
Andrea Rigamonti
Alex Weissensteiner
Original Paper 05 June 2020 Pages: 179 - 201
Portfolio stress testing applied to commodity futures
Florentina Paraschiv
Stine Marie Reese
Margrethe Ringkjøb Skjelstad
Original Paper Open access 17 June 2020 Pages: 203 - 240
Evaluation of scenario reduction algorithms with nested distance
Markéta Horejšová
Sebastiano Vitali
Vittorio Moriggia
Original Paper Open access 10 August 2020 Pages: 241 - 275
Scenario tree construction driven by heuristic solutions of the optimization problem
Vit Prochazka
Stein W. Wallace
Original Paper 20 June 2020 Pages: 277 - 307
Modeling flexible generator operating regions via chance-constrained stochastic unit commitment
Bismark Singh
Bernard Knueven
Jean-Paul Watson
Original Paper Open access 11 July 2020 Pages: 309 - 326
Optimal inventory policy through dual sourcing
Matthew Davison
Yuri Lawryshyn
Volodymyr Miklyukh
Original Paper 26 June 2020 Pages: 327 - 355

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