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Stochastic Modeling in Economics and Finance BOOK published 2003 in Applied Optimization |
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Stochastic Analysis and Diffusion Finance BOOK CHAPTER published in Applied Optimization |
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Discrete Time Stochastic Decision Models BOOK CHAPTER published in Applied Optimization |
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Fundamentals BOOK CHAPTER published in Applied Optimization |
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Nonlinear statistical models, A. Pazman, Kluwer Academic, Dordrecht, 1993. ISBN 0‐7923‐22479 No. of pages: ix + 257. Price: Dfl. 195.00 JOURNAL ARTICLE published January 1994 in Applied Stochastic Models and Data Analysis |
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Stochastic differential equations (with applications to physics and engineering), Kazimierz Sobczyk, Kluwer Academic, Dordrecht, 1991. ISBN 0‐7923‐0339‐3 No. of pages: xvi + 400. Price: Dfl. 240.00 JOURNAL ARTICLE published January 1994 in Applied Stochastic Models and Data Analysis |
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Output analysis for approximated stochastic programs BOOK CHAPTER published 2001 in Applied Optimization |
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Multistage Stochastic Programming in Computational Finance BOOK CHAPTER published 2002 in Applied Optimization |
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Measures and differential equations in infinite–dimensional space, Yu, L. Dalecky and S. V. Fomin, Kluwer Academic, Dordrecht, 1991. ISBN 0‐7923‐1517‐0 No. of pages: xv + 337. Price Dfl. 195.00 JOURNAL ARTICLE published January 1994 in Applied Stochastic Models and Data Analysis |
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Estimation of Stochastic Volatility Models BOOK CHAPTER published 2002 in Applied Optimization |
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A Multistage Stochastic Optimization Model for the Cash Management Problem BOOK CHAPTER published 2002 in Applied Optimization |
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Applications of stochastic programming under incomplete information JOURNAL ARTICLE published December 1994 in Journal of Computational and Applied Mathematics |
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Locally time homogeneous time series modeling BOOK CHAPTER published 2002 in Applied Quantitative Finance |
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Output dynamics of the G7 countries--stochastic trends and cyclical movements JOURNAL ARTICLE published December 2002 in Applied Economics |
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A Scenario-Based Heuristic for a Capacitated Transportation-Inventory Problem with Stochastic Demands BOOK CHAPTER published 2002 in Applied Optimization |
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Strategic parameters for capital budgeting when abandonment value is stochastic JOURNAL ARTICLE published February 2002 in Applied Financial Economics |
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Book Review: Tamminen, T. & Kuosa, H. (eds.): Eutrophication in Planktonic Ecosystems: Food Web Dynamics and Elemental Cycling. - Developments in Hydrobiology (ed. H. J. Dumont) 127. - Kluwer Academic Publishers, Dordrecht, 1998. - 344 pp. JOURNAL ARTICLE published 27 May 1999 in Fundamental and Applied Limnology |
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Computational Methods in Decision-Making, Economics and Finance BOOK published 2002 in Applied Optimization |
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Public finance, government spending and economic growth: the case of local governments in Brazil JOURNAL ARTICLE published October 2002 in Applied Economics |
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Stochastic Modeling of the Velocity BOOK CHAPTER published 2002 in Stochastic Dynamics - Modeling Solute Transport in Porous Media |