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Wallace, Stein W.

6 Entries available
Volume 2008
Nr. 6
Fleten, Stein-Erik; Wallace, Stein W.:
Delta-Hedging a Hydropower Plant Using Stochastic Programming
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Volume 2006
Nr. 19
Kaut, Michal; Wallace, Stein W.:
Shape-based Scenario Generation using Copulas
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Volume 2003
Nr. 14
Wallace, Stein W.:
Evaluation of scenario-generation methods for stochastic programming
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Volume 2000
Nr. 18
Høyland, Kjetil; Kaut, Michal; Wallace, Stein W.:
A heuristic for generating scenario trees for multistage decision problems
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Volume 2000
Nr. 9
Fleten, Stein-Erik; Høyland, Kjetil; Wallace, Stein W.:
The performance of stochastic dynamic and fixed mix portfolio models
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Volume 1999
Nr. 5
Fleten, Stein-Erik; Wallace, Stein W.; Ziemba, William T.:
Hedging electricity portfolios via stochastic programming
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