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Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 04/95 Dynamic stochastic programming for asset-liability management
by G Consigli & M.A.H. Dempster - 03/95 Fast Numerical Valuation of American, Exotic and Complex Options
by M.A.H. Dempster & J.P. Hutton - 02/96 Numerical Valuation of Cross-Currency Swaps and Swaptions
by M.A.H. Dempster & J.P. Hutton - 02/95 Pricing American Stock Options by Linear Programming
by M.A.H. Dempster & J.P. Huttonn - 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 - 01/95 Parallelization and Aggregation of Nested Benders Decomposition
by M.A.H. Dempster & R.T. Thompson