PaperA multi-stage stochastic integer programming approach for capacity expansion under uncertaintyShabbir Ahmed, Alan J. King, et al.Journal of Global Optimization
Conference paperRequirements for systemic risk management in the financial sectorDonna N. Dillenberger, Alan J. King, et al.WHPCF 2009
PaperTracking models and the optimal regret distribution in asset allocationRon S. Dembo, Alan J. KingApplied Stochastic Models and Data Analysis
PaperCalibrated option boundsAlan J. King, Matti Koivu, et al.International Journal of Theoretical and Applied Finance