검색결과 : 8건
| No. | Article |
|---|---|
| 1 |
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives Bo LJ, Ceci C Applied Mathematics and Optimization, 82(2), 799, 2020 |
| 2 |
Optimization of facility location and reallocation in an industrial plant through a multi-annual framework accounting for economic and safety issues Martinez-Gomez J, Napoles-Rivera F, Ponce-Ortega JM, Serna-Gonzalez M, El-Halwagi MM Journal of Loss Prevention in The Process Industries, 33, 129, 2015 |
| 3 |
REWARD-RATE MAXIMIZATION IN SEQUENTIAL IDENTIFICATION UNDER A STOCHASTIC DEADLINE Dayanik S, Yu AJ SIAM Journal on Control and Optimization, 51(4), 2922, 2013 |
| 4 |
Local Risk-Minimization for Defaultable Claims with Recovery Process Biagini F, Cretarola A Applied Mathematics and Optimization, 65(3), 293, 2012 |
| 5 |
Preparing for process safety management Goddard S Process Safety Progress, 31(4), 355, 2012 |
| 6 |
MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS Oksendal B, Sulem A SIAM Journal on Control and Optimization, 48(5), 2945, 2009 |
| 7 |
Quadratic hedging methods for defaultable claims Biagini F, Cretarola A Applied Mathematics and Optimization, 56(3), 425, 2007 |
| 8 |
Research on natural gas short-term load forecasting based on support vector regression Liu H, Liu D, Zheng G, Liang YM Chinese Journal of Chemical Engineering, 12(5), 732, 2004 |