Publications scientifiques

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Mitigating interest rate risk in variable annuities: An analysis of hedging effectiveness under model risk
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North American Actuarial Journal, 21(4), 502–525, 2017 référence BibTeX
Mobile multitasking distraction: A pilot study with intracranial electroencephalography
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Davis F., et al. (eds), Information Systems and Neuroscience, Lecture Notes in Information Systems and Organisation, vol. 16, Springer, Cham, 27–33, 2017 référence BibTeX
Optimal speed-profile determination for aircraft trajectories
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Aerospace Science and Technology, 67, 327–342, 2017 référence BibTeX
A general variable neighborhood search for solving the uncapacitated \(r\)-allocation \(p\)-hub median problem
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Optimization Letters, 11(6), 1109–1121, 2017 référence BibTeX
New MIP model for multiprocessor scheduling problem with communication delays
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Optimization Letters, 11(6), 1091–1107, 2017 référence BibTeX
General variable neighborhood search for computing graph separators
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Optimization Letters, 11(6), 1069–1089, 2017 référence BibTeX
An optimization-based approach for supporting early product architecture decisions
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Proceedings of the 21st International Conference on Engineering Design, Vancouver, Canada, 377–384, 2017 référence BibTeX
A reference error formulation for multi-fidelity design optimization
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Proceedings of the 43rd ASME Design Automation Conference, Cleveland, USA, 2017 référence BibTeX
The electric location routing problem with time windows and partial recharging
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European Journal of Operational Research, 260(3), 995–1013, 2017 référence BibTeX
Option pricing and hedging for discrete time regime-switching models
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Modern Economy, 8(8), 1005–1032, 2017 référence BibTeX