Annals of Operations Research, Volume 100

Volume 100, Numbers 1-4, December 2000

• Jitka Dupacová, Giorgio Consigli, Stein W. Wallace:
  Scenarios for Multistage Stochastic Programs. 25-53
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• Rüdiger Schultz:
  Some Aspects of Stability in Stochastic Programming. 55-84
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• Tamás Szántai:
  Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function. 85-101
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• István Deák:
  Subroutines for Computing Normal Probabilities of Sets - Computer Experiences. 103-122
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• David Edelman:
  On the Financial Value of Information. 123-132
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• David Edelman, Thomas Gillespie:
  The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets. 133-164
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• Alexei A. Gaivoronski, Fabio Stella:
  Stochastic Nonstationary Optimization for Finding Universal Portfolios. 165-188
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• Karl Frauendorfer, Michael Schürle:
  Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation. 189-209
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• Albert J. Menkveld, Ton Vorst:
  A Pricing Model for American Options with Gaussian Interest Rates. 211-226
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• Jason Wu, Suvrajeet Sen:
  A Stochastic Programming Model for Currency Option Hedging. 227-249
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• Matthias P. Nowak, Werner Römisch:
  Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty. 251-272
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• N. C. P. Edirisinghe, E. I. Patterson, N. Saadouli:
  Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation. 273-303
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