The Promotion Optimization Problem (POP) is a challenging problem for supermarkets. The retailer needs to decide which items to promote, what is the price discount and finally, when to schedule the…
ORIE Colloquium: Marie Chazal (Université libre de Bruxelles) - Option Pricing in a One-Dimensional Affine Term Structure Model Via Spectral Representations
Tuesday, April 23, 2013 at…