To appear in Volume 1  Number 1 (2007)

CONTENTS

Using Black-Scholes Model to Generate an Optimal (R, s, S) Inventory Policy with Heteroskedasticity of Demand Volatility
Yee Ming Chen and Chun-Ta Lin

On Neural Network Conditional Autoregressive Value at Risk
Tak Kuen Siu, Michael K. Ng and Eric S. Fung

Two-dimensional Vlasov Simulation: Extension to the Relativistic Case
Yacine Benhadid

Risk Hedging for Strategic Petroleum Reserve
Xun Li, Tak Kuen Siu and Zhenyu Wu

Dynamic Programming with Priority Models for Production Planning
Wai-Ki Ching, Sydney C.K. Chu, Michael K. Ng and Meko M. So