| 1 | -- | 2 | Rosella Giacometti, Berç Rustem. 14th International Conference on Computational Management Science |
| 3 | -- | 16 | Sjur Didrik Flåm. Blocks of coordinates, stochastic programming, and markets |
| 17 | -- | 46 | Barbora Petrová. Multistage portfolio optimization with multivariate dominance constraints |
| 47 | -- | 69 | Stefano Herzel, Marco Nicolosi. Optimal strategies with option compensation under mean reverting returns or volatilities |
| 71 | -- | 95 | Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji. Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization |
| 97 | -- | 127 | Sergio Ortobelli Lozza, Enrico Angelelli, Alda Ndoci. Timing portfolio strategies with exponential Lévy processes |
| 129 | -- | 154 | Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo. Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study |
| 155 | -- | 185 | Pablo Rovira Kaltwasser, Alessandro Spelta. Identifying systemically important financial institutions: a network approach |
| 187 | -- | 215 | Young Shin Kim. Tempered stable process, first passage time, and path-dependent option pricing |
| 217 | -- | 248 | Ludovic Goudenège, Andrea Molent, Antonino Zanette. Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models |
| 249 | -- | 274 | Martina Nardon, Paolo Pianca. European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions |
| 275 | -- | 295 | Vincenzo Russo, Gabriele Torri. Calibration of one-factor and two-factor Hull-White models using swaptions |
| 297 | -- | 327 | Johan Hagenbjörk, Jörgen Blomvall. Simulation and evaluation of the distribution of interest rate risk |
| 329 | -- | 343 | Giovanni Micheli, Emiliano Soda, Maria Teresa Vespucci, Marco Gobbi, Alessandro Bertani. Big data analytics: an aid to detection of non-technical losses in power utilities |
| 345 | -- | 369 | Rüdiger Kiesel, Florentina Paraschiv, Audun Sætherø. On the construction of hourly price forward curves for electricity prices |