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ORCIDAnnals of Operations Research, Volume 100
Volume 100, Numbers 1-4, December 2000
- Jitka Dupacová, Giorgio Consigli, Stein W. Wallace:
Scenarios for Multistage Stochastic Programs. 25-53 - Rüdiger Schultz:
Some Aspects of Stability in Stochastic Programming. 55-84 - Tamás Szántai:
Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function. 85-101 - István Deák:
Subroutines for Computing Normal Probabilities of Sets - Computer Experiences. 103-122 - David Edelman:
On the Financial Value of Information. 123-132 - David Edelman, Thomas Gillespie:
The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets. 133-164 - Alexei A. Gaivoronski, Fabio Stella:
Stochastic Nonstationary Optimization for Finding Universal Portfolios. 165-188 - Karl Frauendorfer, Michael Schürle
:
Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation. 189-209 - Albert J. Menkveld, Ton Vorst:
A Pricing Model for American Options with Gaussian Interest Rates. 211-226 - Jason Wu, Suvrajeet Sen:
A Stochastic Programming Model for Currency Option Hedging. 227-249 - Matthias P. Nowak, Werner Römisch:
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty. 251-272 - N. C. P. Edirisinghe, E. I. Patterson, Nasreddine Saadouli:
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation. 273-303
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