| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Pricing Model for American Options with Gaussian Interest Rates
|
Menkveld, Albert J.
|
|
2000
|
100 |
1-4 |
p. 211-226
|
artikel
|
| 2 |
A Stochastic Programming Model for Currency Option Hedging
|
Wu, Jason
|
|
2000
|
100 |
1-4 |
p. 227-249
|
artikel
|
| 3 |
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation
|
Edirisinghe, N.C.P.
|
|
2000
|
100 |
1-4 |
p. 273-303
|
artikel
|
| 4 |
Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function
|
Szántai, Tamás
|
|
2000
|
100 |
1-4 |
p. 85-101
|
artikel
|
| 5 |
On the Financial Value of Information
|
Edelman, David
|
|
2000
|
100 |
1-4 |
p. 123-132
|
artikel
|
| 6 |
Preface
|
|
|
2000
|
100 |
1-4 |
p. 13-23
|
artikel
|
| 7 |
Scenarios for Multistage Stochastic Programs
|
Dupačová, Jitka
|
|
2000
|
100 |
1-4 |
p. 25-53
|
artikel
|
| 8 |
Some Aspects of Stability in Stochastic Programming
|
Schultz, Rüdiger
|
|
2000
|
100 |
1-4 |
p. 55-84
|
artikel
|
| 9 |
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty
|
Nowak, Matthias P.
|
|
2000
|
100 |
1-4 |
p. 251-272
|
artikel
|
| 10 |
Stochastic Nonstationary Optimization for Finding Universal Portfolios
|
Gaivoronski, Alexei A.
|
|
2000
|
100 |
1-4 |
p. 165-188
|
artikel
|
| 11 |
Subroutines for Computing Normal Probabilities of Sets—Computer Experiences
|
Deák, István
|
|
2000
|
100 |
1-4 |
p. 103-122
|
artikel
|
| 12 |
Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation
|
Frauendorfer, Karl
|
|
2000
|
100 |
1-4 |
p. 189-209
|
artikel
|
| 13 |
The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets
|
Edelman, David
|
|
2000
|
100 |
1-4 |
p. 133-164
|
artikel
|
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