Scenarios for Multistage Stochastic Programs Jitka DupačováGiorgio ConsigliStein W. Wallace OriginalPaper Pages: 25 - 53
Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function Tamás Szántai OriginalPaper Pages: 85 - 101
Subroutines for Computing Normal Probabilities of Sets—Computer Experiences István Deák OriginalPaper Pages: 103 - 122
The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets David EdelmanThomas Gillespie OriginalPaper Pages: 133 - 164
Stochastic Nonstationary Optimization for Finding Universal Portfolios Alexei A. GaivoronskiFabio Stella OriginalPaper Pages: 165 - 188
Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation Karl FrauendorferMichael Schürle OriginalPaper Pages: 189 - 209
A Pricing Model for American Options with Gaussian Interest Rates Albert J. MenkveldTon Vorst OriginalPaper Pages: 211 - 226
A Stochastic Programming Model for Currency Option Hedging Jason WuSuvrajeet Sen OriginalPaper Pages: 227 - 249
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty Matthias P. NowakWerner Römisch OriginalPaper Pages: 251 - 272
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation N.C.P. EdirisingheE.I. PattersonN. Saadouli OriginalPaper Pages: 273 - 303
