| |
| | Julien Thénié english version (Site not responding. Last check: 2007-10-17) |
 | | Vial, Stochastic Programming with linear Decision Rules, an application to the evaluation of option contracts, 10th International Conference on Stochastic Programming, Tucson, AZ, USA, October 9-15, 2004. |
 | | Vial, Stochastic Programming with linear Decision Rules, an application to the evaluation of option contracts, FRANCORO IV, Fribourg, Switzerland, August 19-21, 2004. |
 | | A free web interface to transform a deterministic problem formulated in MathProg (a subset of Ampl, part of the GNU Linear Programming Kit) to its deterministic equivalent (stochastic version of the problem). |
| hec.info.unige.ch /thenie/indexEN.html (326 words) |
|