Author/Creator: Delage, Erick - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Delage, Erick

1. A double-oracle, logic-based Benders decomposition approach to solve the K-adaptability problem. (July 2023)

Authors:: Ghahtarani, Alireza; Saif, Ahmed; Ghasemi, Alireza; Delage, Erick
Journal:: Computers & operations research
Issue:: Volume 155(2023)
Page Start:
Record Type:: Journal Article
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2. Equal risk pricing and hedging of financial derivatives with convex risk measures. Issue 1 (2nd January 2022)

Authors:: Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng
Journal:: Quantitative finance
Issue:: Volume 22:Issue 1(2022)
Page Start:: 47
Record Type:: Journal Article
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3. Generalization bounds for regularized portfolio selection with market side information. Issue 2 (2nd April 2020)

Authors:: Bazier-Matte, Thierry; Delage, Erick
Journal:: Infor
Issue:: Volume 58:Issue 2(2020)
Page Start:: 374
Record Type:: Journal Article
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