This is a preview. Log in through your library . Abstract This paper develops and applies a novel test of the Holt et al. linear quadratic inventory model. It is shown that a central property of the ...
Fitting SPX and Vix smiles simultaneously is one of the most challenging problems in volatility modelling. A long-standing conjecture is that it may not be possible to jointly calibrate these two ...
Quadratic programming models are used in farm planning because risk and uncertainty are involved in the technical and economic coefficients used and the quantities and prices of resources. A special ...
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