A dual approach to multiple exercise option problems under constraints.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 503, doi. 10.1007/s00186-010-0310-9
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- Article
Works matching IS 14322994 AND DT 2010 AND VI 71 AND IP 3
Results: 7
1
2
Solving a class of variational inequalities with inexact oracle operators.
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- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 427, doi. 10.1007/s00186-009-0299-0
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- Article
3
Comparison and robustification of Bayes and Black-Litterman models.
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- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 453, doi. 10.1007/s00186-010-0302-9
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- Article
4
Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models.
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- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 401, doi. 10.1007/s00186-010-0303-8
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- Publication type:
- Article
5
Optimal investment strategies with a reallocation constraint.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 551, doi. 10.1007/s00186-010-0306-5
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- Publication type:
- Article
6
Markov control processes with pathwise constraints.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 477, doi. 10.1007/s00186-010-0311-8
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- Publication type:
- Article
7
On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 3, p. 535, doi. 10.1007/s00186-010-0316-3
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- Publication type:
- Article