2009 |
6 | EE | Marida Bertocchi,
Georg Ch. Pflug,
Hercules Vladimirou:
Preface.
Annals OR 165(1): 1-4 (2009) |
2006 |
5 | EE | Marida Bertocchi,
Vittorio Moriggia,
Jitka Dupacová:
Horizon and stages in applications of stochastic programming in finance.
Annals OR 142(1): 63-78 (2006) |
2005 |
4 | EE | Marida Bertocchi,
Rosella Giacometti,
Stavros A. Zenios:
Risk factor analysis and portfolio immunization in the corporate bond market.
European Journal of Operational Research 161(2): 348-363 (2005) |
3 | EE | Jozsef Abaffy,
Marida Bertocchi,
Adriana Gnudi:
Extensions of the Ho and Lee interest-rate model to the multinomial case.
European Journal of Operational Research 163(1): 154-169 (2005) |
1998 |
2 | EE | Vittorio Moriggia,
Marida Bertocchi,
Jitka Dupacová:
Highly parallel computing in simulation on dynamic bond portfolio management.
APL 1998: 215-221 |
1991 |
1 | | Marida Bertocchi,
Enrico Cavalli,
Giovanni Zambruno:
Parallel and Symbolic Computation in Finance.
PPSC 1991: 199-204 |