A Riccati-based primal interior point solver for multistage stochastic programming. - Jörgen Blomvall; Per Olov Lindberg (Eur. J. Oper. Res., 2002)

A Riccati-based primal interior point solver for multistage stochastic programming - extensions. - Jörgen Blomvall; Per Olov Lindberg (Optim. Methods Softw., 2002)

A multistage stochastic programming algorithm suitable for parallel computing. - Jörgen Blomvall (Parallel Comput., 2003)

Solving multistage asset investment problems by the sample average approximation method. - Jörgen Blomvall; Alexander Shapiro 001 (Math. Program., 2006)

Measurement of interest rates using a convex optimization model. - Jörgen Blomvall (Eur. J. Oper. Res., 2017)

Corporate hedging: an answer to the "how" question. - Jörgen Blomvall; Jonas Ekblom (Ann. Oper. Res., 2018)

Simulation and evaluation of the distribution of interest rate risk. - Johan Hagenbjörk; Jörgen Blomvall (Comput. Manag. Sci., 2019)

Importance sampling in stochastic optimization: An application to intertemporal portfolio choice. - Jonas Ekblom; Jörgen Blomvall (Eur. J. Oper. Res., 2020)

Improved Dividend Estimation from Intraday Quotes. - Pontus Söderbäck; Jörgen Blomvall; Martin Singull (Entropy, 2022)

Reducing transaction costs for interest rate risk hedging with stochastic programming. - Jörgen Blomvall; Johan Hagenbjörk (Eur. J. Oper. Res., 2022)