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    Journal: Comput. Manag. Science

    Volume 18, Issue 2

    125 -- 148Michelle Bandarra, Vincent Guigues. Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
    149 -- 176Gaetano La Bua, Daniele Marazzina. On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
    177 -- 193Joseph Ryan Glover, Vinh Quan, Saeed Zolfaghari. Some new perspectives for solving 0-1 integer programming problems using Balas method
    195 -- 212Songkomkrit Chaiyakan, Phantipa Thipwiwatpotjana. Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
    213 -- 237Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari. Catastrophic risks and the pricing of catastrophe equity put options
    239 -- 263Luca Vincenzo Ballestra. Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation
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