| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An oracle based method to compute a coupled equilibrium in a model of international climate policy
|
Drouet, Laurent
|
|
2007
|
|
1-2 |
p. 119-140
|
artikel
|
| 2 |
Big data analytics: an aid to detection of non-technical losses in power utilities
|
Micheli, Giovanni
|
|
2018
|
|
1-2 |
p. 329-343
|
artikel
|
| 3 |
Blocks of coordinates, stochastic programming, and markets
|
Flåm, Sjur Didrik
|
|
2018
|
|
1-2 |
p. 3-16
|
artikel
|
| 4 |
Calibration of one-factor and two-factor Hull–White models using swaptions
|
Russo, Vincenzo
|
|
2018
|
|
1-2 |
p. 275-295
|
artikel
|
| 5 |
Call for papers
|
|
|
2007
|
|
1-2 |
p. 171-172
|
artikel
|
| 6 |
Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark
|
Rasmussen, Kourosh M.
|
|
2013
|
|
1-2 |
p. 5-23
|
artikel
|
| 7 |
Capacity expansion and forward contracting in a duopolistic power sector
|
Chin, Dorea
|
|
2013
|
|
1-2 |
p. 57-86
|
artikel
|
| 8 |
Collective adjustment of pension rights in ALM models
|
Klein Haneveld, Willem K.
|
|
2009
|
|
1-2 |
p. 137-156
|
artikel
|
| 9 |
Computational framework for longevity risk management
|
D’Amato, Valeria
|
|
2013
|
|
1-2 |
p. 111-137
|
artikel
|
| 10 |
Computational learning of the conditional phase-type (C-Ph) distribution
|
Marshall, Adele H.
|
|
2012
|
|
1-2 |
p. 139-155
|
artikel
|
| 11 |
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
|
Faria, Eduardo
|
|
2009
|
|
1-2 |
p. 75-101
|
artikel
|
| 12 |
Dynamic modeling of mean-reverting spreads for statistical arbitrage
|
Triantafyllopoulos, K.
|
|
2009
|
|
1-2 |
p. 23-49
|
artikel
|
| 13 |
Editorial
|
Haurie, Alain
|
|
2007
|
|
1-2 |
p. 1-5
|
artikel
|
| 14 |
Editorial announcement
|
|
|
2013
|
|
1-2 |
p. 1
|
artikel
|
| 15 |
Editorial to computational techniques in management science
|
Parpas, Panos
|
|
2013
|
|
1-2 |
p. 3-4
|
artikel
|
| 16 |
Energy efficiency and risk management in public buildings: strategic model for robust planning
|
Cano, Emilio L.
|
|
2013
|
|
1-2 |
p. 25-44
|
artikel
|
| 17 |
ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation
|
Loulou, Richard
|
|
2007
|
|
1-2 |
p. 41-66
|
artikel
|
| 18 |
ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure
|
Loulou, Richard
|
|
2007
|
|
1-2 |
p. 7-40
|
artikel
|
| 19 |
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
|
Nardon, Martina
|
|
2018
|
|
1-2 |
p. 249-274
|
artikel
|
| 20 |
How Crucial is Cooperation in Mitigating World Climate? Analysis with World-MARKAL
|
Labriet, Maryse
|
|
2007
|
|
1-2 |
p. 67-94
|
artikel
|
| 21 |
Identifying systemically important financial institutions: a network approach
|
Rovira Kaltwasser, Pablo
|
|
2018
|
|
1-2 |
p. 155-185
|
artikel
|
| 22 |
Implementing quasi-Monte Carlo simulations with linear transformations
|
Sabino, Piergiacomo
|
|
2009
|
|
1-2 |
p. 51-74
|
artikel
|
| 23 |
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
|
Winker, Peter
|
|
2009
|
|
1-2 |
p. 103-123
|
artikel
|
| 24 |
Linking energy system and macroeconomic growth models
|
Bauer, Nico
|
|
2007
|
|
1-2 |
p. 95-117
|
artikel
|
| 25 |
Mean-variance versus expected utility in dynamic investment analysis
|
MacLean, Leonard C.
|
|
2009
|
|
1-2 |
p. 3-22
|
artikel
|
| 26 |
Multi-horizon stochastic programming
|
Kaut, Michal
|
|
2013
|
|
1-2 |
p. 179-193
|
artikel
|
| 27 |
Multiobjective optimization using differential evolution for real-world portfolio optimization
|
Krink, Thiemo
|
|
2009
|
|
1-2 |
p. 157-179
|
artikel
|
| 28 |
Multistage portfolio optimization with multivariate dominance constraints
|
Petrová, Barbora
|
|
2018
|
|
1-2 |
p. 17-46
|
artikel
|
| 29 |
Network approach for the Russian stock market
|
Vizgunov, A.
|
|
2013
|
|
1-2 |
p. 45-55
|
artikel
|
| 30 |
On the construction of hourly price forward curves for electricity prices
|
Kiesel, Rüdiger
|
|
2018
|
|
1-2 |
p. 345-369
|
artikel
|
| 31 |
Optimal strategies with option compensation under mean reverting returns or volatilities
|
Herzel, Stefano
|
|
2017
|
|
1-2 |
p. 47-69
|
artikel
|
| 32 |
Optimization of a linear function over the set of stochastic efficient solutions
|
Djamal, Chaabane
|
|
2012
|
|
1-2 |
p. 157-178
|
artikel
|
| 33 |
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
|
Consigli, Giorgio
|
|
2018
|
|
1-2 |
p. 129-154
|
artikel
|
| 34 |
Preface
|
Kuhn, Daniel
|
|
2009
|
|
1-2 |
p. 1-2
|
artikel
|
| 35 |
Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
|
Goudenege, Ludovic
|
|
2018
|
|
1-2 |
p. 217-248
|
artikel
|
| 36 |
Pricing cliquet options by tree methods
|
Gaudenzi, Marcellino
|
|
2009
|
|
1-2 |
p. 125-135
|
artikel
|
| 37 |
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
|
Hitaj, Asmerilda
|
|
2018
|
|
1-2 |
p. 71-95
|
artikel
|
| 38 |
Shape-based scenario generation using copulas
|
Kaut, Michal
|
|
2009
|
|
1-2 |
p. 181-199
|
artikel
|
| 39 |
Simulation and evaluation of the distribution of interest rate risk
|
Hagenbjörk, Johan
|
|
2018
|
|
1-2 |
p. 297-327
|
artikel
|
| 40 |
Smart charging profiles for electric vehicles
|
Banez-Chicharro, Fernando
|
|
2013
|
|
1-2 |
p. 87-110
|
artikel
|
| 41 |
Stabilizing global temperature change below thresholds: Monte Carlo analyses with MERGE
|
Kypreos, Socrates
|
|
2007
|
|
1-2 |
p. 141-170
|
artikel
|
| 42 |
Tempered stable process, first passage time, and path-dependent option pricing
|
Kim, Young Shin
|
|
2018
|
|
1-2 |
p. 187-215
|
artikel
|
| 43 |
14th International Conference on Computational Management Science
|
Giacometti, Rosella
|
|
2019
|
|
1-2 |
p. 1-2
|
artikel
|
| 44 |
Timing portfolio strategies with exponential Lévy processes
|
Ortobelli Lozza, Sergio
|
|
2018
|
|
1-2 |
p. 97-127
|
artikel
|
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