Journal: Comput. Manag. Science

Volume 7, Issue 2

111 -- 120Hiroshi Konno, Sadanori Kameda, Naoya Kawadai. Solving a large scale semi-definite logit model
121 -- 137Mingzhou Jin, Burak Eksioglu. Optimal routing of vehicles with communication capabilities in disasters
139 -- 170J. A. J. Hall. Towards a practical parallelisation of the simplex method
171 -- 187Farid AitSahlia, Manisha Goswami, Suchandan Guha. American option pricing under stochastic volatility: an efficient numerical approach
189 -- 206Farid AitSahlia, Manisha Goswami, Suchandan Guha. American option pricing under stochastic volatility: an empirical evaluation
207 -- 223István Maros. Computational study of the GDPO dual phase-1 algorithm