Kalayci, E.; Gaygisiz, E.; Weber, G.-W. A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS. (English) Zbl 1334.60120 Optimization 63, No. 12, 1817-1835 (2014). MSC: 60H30 60H10 60J65 60C05 90C15 93E20 49K45 91G80 91G10 91G20 65C05 PDFBibTeX XMLCite \textit{E. Kalayci} et al., Optimization 63, No. 12, 1817--1835 (2014; Zbl 1334.60120) Full Text: DOI
Edoli, Enrico; Tasinato, Davide; Vargiolu, Tiziano Calibration of a multifactor model for the forward markets of several commodities. (English) Zbl 1287.91139 Optimization 62, No. 11, 1553-1574 (2013). Reviewer: Răzvan Răducanu (Iaşi) MSC: 91G20 60H30 62P05 62H20 62M05 PDFBibTeX XMLCite \textit{E. Edoli} et al., Optimization 62, No. 11, 1553--1574 (2013; Zbl 1287.91139) Full Text: DOI
Breitner, Michael H. Heuristic option pricing with neural networks and the neuro-computer synapse 3. (English) Zbl 1037.91522 Optimization 47, No. 3-4, 319-333 (2000). MSC: 91G20 49M37 90C30 68T05 PDFBibTeX XMLCite \textit{M. H. Breitner}, Optimization 47, No. 3--4, 319--333 (2000; Zbl 1037.91522) Full Text: DOI