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    Journal: Comput. Manag. Science

    Volume 14, Issue 3

    297 -- 312Nick Georgiopoulos. Pricing catastrophe bonds with multistage stochastic programming
    313 -- 331Marcellino Gaudenzi, Antonino Zanette. Fast binomial procedures for pricing Parisian/ParAsian options
    333 -- 365Julien Keutchayan, Michel Gendreau, Antoine Saucier. Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
    367 -- 391Alexandros Agapitos, Anthony Brabazon, Michael O'Neill. Regularised gradient boosting for financial time-series modelling
    393 -- 421Wim van Ackooij, Nicolas Lebbe, Jérôme Malick. Regularized decomposition of large scale block-structured robust optimization problems
    423 -- 441Rachele Foschi. Optimal trial duration times for multiple change points products lifetime distributions
    443 -- 460T. González Grandón, Holger Heitsch, René Henrion. A joint model of probabilistic/robust constraints for gas transport management in stationary networks
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