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M. A. H. Dempster · Study
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Author
M. A. H. Dempster
32 works
· latest 2011
· 5 institutions
cluster: provisional
ORCID 0000-0002-7213-5399
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32
Citations
3,668
Works here
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Most cited in this library
A Theory of the Budgetary Process
1966 · 534 citations
Risk Management: Value at Risk and Beyond
2002 · 338 citations
Mathematics of Derivative Securities
1998 · 337 citations
A real-time adaptive trading system using genetic programming
2001 · 192 citations
Dynamic stochastic programmingfor asset-liability management
1998 · 186 citations
Works
32 shown
Stochastic Optimization Methods in Finance and Energy
International series in management science/operations research/International series in operations research & management science
·
2011
·
3 authors
·
book
55
citations
Long term spread option valuation and hedging
Journal of Banking & Finance
·
2008
·
3 authors
69
citations
EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY
International Journal of Theoretical and Applied Finance
·
2007
·
3 authors
25
citations
Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model
Annals of Finance
·
2006
·
3 authors
34
citations
Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming
Journal of Mathematical Sciences
·
2006
·
1 author
45
citations
An automated FX trading system using adaptive reinforcement learning
Expert Systems with Applications
·
2005
·
2 authors
181
citations
Adaptive systems for foreign exchange trading
Quantitative Finance
·
2004
·
4 authors
50
citations
Global Asset Liability Management
British Actuarial Journal
·
2003
·
4 authors
94
citations
Risk Management: Value at Risk and Beyond
·
2002
·
1 author
338
citations
Dynamic Portfolio Replication Using Stochastic Programming
Cambridge University Press eBooks
·
2002
·
1 author
·
chapter
26
citations
Spread Option Valuation and the Fast Fourier Transform
Springer finance
·
2002
·
2 authors
·
chapter
146
citations
Computational learning techniques for intraday FX trading using popular technical indicators
IEEE Transactions on Neural Networks
·
2001
·
3 authors
167
citations
A real-time adaptive trading system using genetic programming
Quantitative Finance
·
2001
·
2 authors
192
citations
Planning logistics operations in the oil industry
Journal of the Operational Research Society
·
2000
·
4 authors
113
citations
Pricing American Stock Options by Linear Programming
Mathematical Finance
·
1999
·
2 authors
·
Open access
66
citations
EVPI‐based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures
Annals of Operations Research
·
1999
·
1 author
61
citations
Mathematics of Derivative Securities
Journal of the American Statistical Association
·
1998
·
3 authors
337
citations
Dynamic stochastic programmingfor asset-liability management
Annals of Operations Research
·
1998
·
2 authors
186
citations
Dynamic Stochastic Programming for Asset-Liability Management
SSRN Electronic Journal
·
1998
·
2 authors
·
preprint
·
Open access
52
citations
LP valuation of exotic American options exploiting structure
The Journal of Computational Finance
·
1998
·
3 authors
43
citations
Fast numerical valuation of American, exotic and complex options
Applied Mathematical Finance
·
1997
·
2 authors
·
Open access
41
citations
Mathematics of Derivative Securities
RePEc: Research Papers in Economics
·
1997
·
2 authors
·
preprint
150
citations
Numerical Valuation of Cross-Currency Swaps and Swaptions
SSRN Electronic Journal
·
1997
·
2 authors
·
preprint
·
Open access
29
citations
Impulse Control of Piecewise Deterministic Markov Processes
The Annals of Applied Probability
·
1995
·
2 authors
·
Open access
41
citations
Necessary and sufficient optimality conditions for control of piecewise deterministic markov processes
Stochastics and stochastics reports
·
1992
·
2 authors
29
citations
Object-oriented model integration in a financial decision support system
Decision Support Systems
·
1991
·
2 authors
32
citations
On stochastic programming ii: dynamic problems under risk ∗
Stochastics
·
1988
·
1 author
73
citations
A Financial Expert Decision Support System
Springer eBooks
·
1988
·
2 authors
·
chapter
30
citations
Optimal capacity expansion under uncertainty
Advances in Applied Probability
·
1987
·
4 authors
140
citations
On Change: Or, There is No Magic Size for An Increment
Political Studies
·
1979
·
2 authors
124
citations
Towards A Predictive Theory of Government Expenditure: Us Domestic Appropriations
British Journal of Political Science
·
1974
·
3 authors
165
citations
A Theory of the Budgetary Process
American Political Science Review
·
1966
·
3 authors
534
citations