EOR
2016
10 years 1 months ago
2016
We design and implement a dynamic program (DP) for valuing corporate securities, seen as derivatives on a …rm’s assets, and computing the term structure of yield spreads and d...
EOR
2016
10 years 1 months ago
2016
EOR
2016
10 years 1 months ago
2016
There is a growing interest towards the design of reusable general purpose search methods that are applicable to different problems instead of tailored solutions to a single part...
EOR
2016
10 years 1 months ago
2016
We discuss the incorporation of risk measures into multistage stochastic programs. While much attention has been recently devoted in the literature to this type of model, it appea...
21
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EOR
2016
10 years 1 months ago
2016
In [15] Manfred Holler introduced the Public Good index as a proposal to divide a public good among players. In its unnormalized version, i.e., the raw measure, it counts the numbe...