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A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
作者:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
Parallel computing method of valuing for multi-asset European option 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2004, 卷号: 3, 期号: 4, 页码: 575-581
作者:  Zheng, WM;  Shu, JW
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
multi-asset European  parallel computing  option valuing  Monte-Carlo method  high dimension problem