Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach Joanna Janczura Original Article Open access 25 August 2013 Pages: 1 - 30
Swing options in commodity markets: a multidimensional Lévy diffusion model Marcus ErikssonJukka LempaTrygve Kastberg Nilssen Original Article 29 August 2013 Pages: 31 - 67
The minor inequalities in the description of the set covering polyhedron of circulant matrices Silvia M. BianchiGraciela L. NasiniPaola B. Tolomei Original Article 08 September 2013 Pages: 69 - 85
Computational bounds for elevator control policies by large scale linear programming Stefan HeinzJörg RambauAndreas Tuchscherer Original Article 13 October 2013 Pages: 87 - 117
Fitting concentric circles to measurements Zvi DreznerJack Brimberg Original Article 28 September 2013 Pages: 119 - 133