Publications for Jörgen Blomvall
Co-author map based on ISI articles 2007-
Journal Articles
Jörgen Blomvall and A. Shapiro
Solving multistage asset investment problems by the sample average approximation method
Mathematical programming, 2006, 108(2-3), 571-595.
Web of Science® Times Cited: 7 |
Jörgen Blomvall and Julian Manzano
Positive forward rates in the maximum smoothness framework
Quantitative finance (Print), 2004, 4(2), 221-232.
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Jörgen Blomvall and Per Olov Lindberg
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
Journal of Economic Dynamics and Control, 2003, 27(6), 1099-1112.
Web of Science® Times Cited: 8 |
Jörgen Blomvall and Per Olov Lindberg
Back-Testing the Performance of an Actively Managed Option Portfolio at the Swedish Stock Market
Journal of Economic Dynamics and Control, 2003, 27(6), 1099-1112.
Web of Science® Times Cited: 8 |
Jörgen Blomvall
A Multistage Stochastic Programming Algorithm Suitable for Parallel Computing
Parallel Computing, 2003, 29(4), 431-445.
Web of Science® Times Cited: 5 |
Jörgen Blomvall and Per Olov Lindberg
A Riccati-based primal interior point solver for multistage stochastic programming - Extensions
Optimization Methods and Software, 2002, 17(3), 383-407.
Web of Science® Times Cited: 5 |
Jörgen Blomvall and Per Olov Lindberg
A Riccati-Based Primal Interior Point Solver for Multistage Stochastic Programming - Extensions
Optimization Methods and Software, 2002, 17(3), 383-407.
Web of Science® Times Cited: 5 |
Jörgen Blomvall and Per Olov Lindberg
A Riccati-Based Primal Interior Point Solver for Multistage Stochastic Programming
European Journal of Operational Research, 2002, 143(2), 452-461.
Web of Science® Times Cited: 12 |
Conference Articles
Ph.D., Lic. Theses
