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University of Cambridge, The Judge Institute

Finance Research Papers

Contact information of University of Cambridge, The Judge Institute:
Postal: Trumpington Street, Cambridge, CB2 1AG
Phone: +44 (0) 1223 339 700
Fax: +44 (0) 1223 339 701
Email:
Web page: http://www.jbs.cam.ac.uk/
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Series handle: repec:wuk:cajirp

Undated

04/95 Dynamic stochastic programming for asset-liability management
by G Consigli & M.A.H. Dempster [Downloadable!]
03/95 Fast Numerical Valuation of American, Exotic and Complex Options
by M.A.H. Dempster & J.P. Hutton [Downloadable!]
02/96 Numerical Valuation of Cross-Currency Swaps and Swaptions
by M.A.H. Dempster & J.P. Hutton [Downloadable!]
02/95 Pricing American Stock Options by Linear Programming
by M.A.H. Dempster & J.P. Huttonn [Downloadable!]
01/96 EVPI-Based Importance Sampling Solution Procedures for Multistage Stochastic Linear Programmes on Parallel MIMD Architectures
by M. A. H. Dempster & R. T. Thompson [Downloadable!]
01/95 Parallelization and Aggregation of Nested Benders Decomposition
by M.A.H. Dempster & R.T. Thompson [Downloadable!]

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This page was last updated on 2009-11-6.

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