Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem. (English) Zbl 1524.91140 Eur. J. Oper. Res. 303, No. 2, 958-974 (2022). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{L. Goudenège} et al., Eur. J. Oper. Res. 303, No. 2, 958--974 (2022; Zbl 1524.91140) Full Text: DOI arXiv
Alonso-Ayuso, Antonio; Carvallo, Felipe; Escudero, Laureano F.; Guignard, Monique; Pi, Jiaxing; Puranmalka, Raghav; Weintraub, Andrés Medium range optimization of copper extraction planning under uncertainty in future copper prices. (English) Zbl 1339.90206 Eur. J. Oper. Res. 233, No. 3, 711-726 (2014). MSC: 90B90 62P30 90C15 90C11 90C09 PDFBibTeX XMLCite \textit{A. Alonso-Ayuso} et al., Eur. J. Oper. Res. 233, No. 3, 711--726 (2014; Zbl 1339.90206) Full Text: DOI Link
Sesana, Debora; Marazzina, Daniele; Fusai, Gianluca Pricing exotic derivatives exploiting structure. (English) Zbl 1338.91156 Eur. J. Oper. Res. 236, No. 1, 369-381 (2014). MSC: 91G60 91G20 65D30 PDFBibTeX XMLCite \textit{D. Sesana} et al., Eur. J. Oper. Res. 236, No. 1, 369--381 (2014; Zbl 1338.91156) Full Text: DOI Link