Economy and finance
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176 results — page 9 of 9
This paper deals with time-consistency and agreeability, two dynamic individual rationality concepts, in special linear-quadratic differential games. Condi...
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Several methods for reducing the variance in the context of Monte Carlo simulation are based on correlation induction. This includes antithetic variates, L...
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Installment options are Bermudan-style options where the holder periodically decides whether to exercise or not and then to keep the option alive or not (by ...
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The paper identifies conditions under which time-consistency and agreeability, two intertemporal individual rationality concepts, can be verified in linear-s...
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The purpose of this article is to describe several applications of the Clustered Traveling Salesman Problem arising in areas as diverse as vehicle routing, ...
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Call and put options embedded in bonds are of American-style, and cannot be priced in a closed-form. In this paper, we formulate the problem of pricing thes...
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The standard way to solve the static economic dispatch problem with transmission losses is the penalty factor method. The problem is solved iteratively by a...
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The paper identifies the strategic effects of learning-by-doing in presence of unintended spillovers of production experience. In a two-stage game an incum...
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Pricing Asian options based on the arithmetic average, under the Black and Scholes model, involves estimating an integral (a mathematical expectation) for w...
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A hedger of a contingent claim may decide to partially replicate on some states of nature and not on the others: A partial hedge initially costs less than a...
BibTeX referenceProbabilistic Satisfiability
A review is made of models and algorithms for probabilistic satisfiability and its extensions. The basic probabilistic satisfiability problem, in decision f...
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Extension of input-output functions for generating units allows simultaneous solution of the static unit commitment and economic dispatch problems by dynami...
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Consider an assignment problem in which persons are qualified for some but usually not all of the jobs. Moreover, assume persons belong to given seniority c...
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We consider a price setting duopoly producing differentiated goods, where the players can learn by doing and from each other. The unit production cost is mo...
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This paper deals with efficient computation of a certain type of Nash-Cournot equilibria in multi-stage oligopolies. The generic structure analyzed herein r...
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This note deals with the concept of stochastic equilibrium-programming <i>SEP</i> which has recently been proposed for the modeling of imperfect competition ...
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