Massab Ivar

Ivar Massab

Information about the author Ivar Massab will soon be added to the site.
Found 2 papers in total
A multistage stochastic programming approach for capital budgeting problems under uncertainty
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013
This paper addresses the capital budgeting problem under uncertainty. In particular,...
Moment based approaches to value the risk of contingent claim portfolios
Moment based approaches to value the risk of contingent claim portfolios
2009
In this paper we describe and apply the estimating function methodology to value the...
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