Pricing futures on geometric indexes: A discrete time approach

By Harel Arie   Harpaz Giora   Francis Jack  

Review of Quantitative Finance and Accounting, Vol. 28, Iss. 3, 2007-04 ,pp. : 227-240

Springer Publishing Company

Access to resources Recommend Favorite

Pricing Options under Stochastic Interest Rates: A New Approach

By Kim Yong-Jin  

Financial Engineering and the Japanese Markets, Vol. 6, Iss. 1, 1999-01 ,pp. : 49-70

Springer Publishing Company

Access to resources Recommend Favorite

Development of an integrated modelling framework for retailers of perishable products: a dynamic programming approach

By Rajurkar Sanjay W.   Jain Rakesh  

International Journal of Operational Research, Vol. 11, Iss. 3, 2011-07 ,pp. : 262-289

Inderscience Publishers

Access to resources Recommend Favorite

A robust optimisation model for manufacturing cell design problem under uncertainty

By Soolaki Majid   Izadi Alireza  

International Journal of Services and Operations Management, Vol. 15, Iss. 2, 2013-05 ,pp. : 238-258

Inderscience Publishers

Access to resources Recommend Favorite

A mixed-integer programming approach for the international facilities location problem

By Canel Cem   Khumawala Basheer M  

International Journal of Operations & Production Management, Vol. 16, Iss. 4, 1996-04 ,pp. : 49-68

Emerald Group Publishing Ltd

Access to resources Recommend Favorite