Country: Netherlands

Found 18376 papers in total
Reduced-load equivalence for Gaussian processes
Reduced-load equivalence for Gaussian processes
2005,
We consider a fluid model fed by two Gaussian processes. We obtain necessary and...
An alternative to safety stock policies for multi-level rolling schedule materials requirement planning problems
An alternative to safety stock policies for multi-level rolling schedule materials requirement planning problems
2005,
We study the impact of positive lead times on the multi-level lot-sizing problem in a...
A unified framework for approximation of general telecommunication networks
A unified framework for approximation of general telecommunication networks
2005,
In this paper, we develop a unified framework for approximation of the performance of...
An economic order quantity model for perishable items under stock-dependent selling rate and time-dependent partial backlogging
An economic order quantity model for perishable items under stock-dependent selling rate and time-dependent partial backlogging
2005,
In the present paper, we extend Padmanabhan and Vrat's model by proposing a...
Optimal strategies in equity securities and derivatives
Optimal strategies in equity securities and derivatives
2004,
We consider an asset allocation problem of three asset classes: bond, equities and...
On admissible efficient portfolio selection problem
On admissible efficient portfolio selection problem
2004,
The expected return and risk of asset cannot be predicted accurately because of...
A non-additive decision-aid for venture capitalists' investment decisions
A non-additive decision-aid for venture capitalists' investment decisions
2005,
The current study uses theory from the resource-based view of strategy to hypothesize...
FALCADE: a fuzzy software for the energy and environmental balances of products
FALCADE: a fuzzy software for the energy and environmental balances of products
2004,
It is generally well known that the reliability of Life Cycle Analysis (LCA) studies...
A semidefinite optimization approach for the single-row layout problem with unequal dimensions
A semidefinite optimization approach for the single-row layout problem with unequal dimensions
2005,
The facility layout problem is concerned with the arrangement of a given number of...
One-way and round-trip center location problems
One-way and round-trip center location problems
2005,
In the classical p -center problem there is a set V of points (customers) in some...
Profitability of a sample of Portuguese bank branches and its decomposition into technical and allocative components
Profitability of a sample of Portuguese bank branches and its decomposition into technical and allocative components
2005,
The efficiency literature, both using parametric and non-parametric methods, has been...
Facility location models for distribution system design
Facility location models for distribution system design
2005,
The design of the distribution system is a strategic issue for almost every company....
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
How did the Fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule
2005,
How did the Federal Reserve Bank react to the stock market bubble of the late 1990s?...
Distribution centre location modelling for differential sales tax structure
Distribution centre location modelling for differential sales tax structure
2005,
The central sales tax (CST) in India results in a differential sales tax structure....
The LIBOR model dynamics: Approximations, calibration and diagnostics
The LIBOR model dynamics: Approximations, calibration and diagnostics
2005,
In this paper we consider several parametric assumptions for the instantaneous...
On pricing of credit spread options
On pricing of credit spread options
2005,
This paper describes and analyses different pricing models for credit spread options...
Joint determination of production run length and number of standbys in a deteriorating production process
Joint determination of production run length and number of standbys in a deteriorating production process
2005,
Two economic manufacturing quantity models with unrepairable and repairable standby...
Credit risk analysis of mortgage loans: An application to the Italian market
Credit risk analysis of mortgage loans: An application to the Italian market
2005,
The valuation of financial instruments in which both credit risk and interest rate...
Optimal burn-in time to minimize the cost for general repairable products sold under warranty
Optimal burn-in time to minimize the cost for general repairable products sold under warranty
2005,
Burn-in is used to improve product quality pre-sale. Particularly for products with an...
Optimal portfolio selection and dynamic benchmark tracking
Optimal portfolio selection and dynamic benchmark tracking
2005,
This paper analyzes different approaches to portfolio selection when the requirement...
Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration
Control limit policies in a replacement model with additive phase-type distributed damage and linear restoration
2000,
We consider a replacement model for an additive damage process with linear...
Testing robustness in calibration of stochastic volatility models
Testing robustness in calibration of stochastic volatility models
2005,
Many numerical aspects are involved in parameter estimation of stochastic volatility...
Reducing incremental costs associated with the delegation of incentive contracting decisions: An analysis of planning and control decisions in a manufacturing setting in the presence of moral hazard
Reducing incremental costs associated with the delegation of incentive contracting decisions: An analysis of planning and control decisions in a manufacturing setting in the presence of moral hazard
2005,
We compare and contrast two specific regimes involving the centralization and...
Extensions of the Ho and Lee interest-rate model to the multinomial case
Extensions of the Ho and Lee interest-rate model to the multinomial case
2005,
The paper presents a state dependent multinomial model of intertemporal changes in the...
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