1. Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing

   • Martin Becker

   Original Paper 28 November 2007 Pages: 1 - 17

2. A mixed-integer mathematical modeling approach to exam timetabling

   • Salem M. Al-Yakoob
   • Hanif D. Sherali
   • Mona Al-Jazzaf

   Original Papers 01 December 2007 Pages: 19 - 46

3. A maximal predictability portfolio using absolute deviation reformulation

   • Hiroshi Konno
   • Yuuhei Morita
   • Rei Yamamoto

   Original Paper 03 April 2008 Pages: 47 - 60

4. A hydrodynamic modelling framework for production networks

   • Apostolos Kotsialos

   Original Paper 24 April 2008 Pages: 61 - 83

5. Active control of visual sensor for navigation and guidance

   • Chengyu Cao
   • Naira Hovakimyan
   • Johnny Evers

   Original Paper 07 June 2008 Pages: 85 - 110