Optimal portfolios for exponential Lévy processes.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 357, doi. 10.1007/s001860000048
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2000 AND VI 51 AND IP 3
Results: 10
1
2
Price systems constructed by optimal dynamic portfolios.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 375
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- Publication type:
- Article
3
Perturbation of linear quadratic systems with jump parameters and hybrid controls.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 399, doi. 10.1007/s001860000050
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- Publication type:
- Article
4
A first-passage problem with multiple costs.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 419, doi. 10.1007/s001860000051
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- Publication type:
- Article
5
Equivalents of a general approximate variational principle for set-valued maps and application to efficiency.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 433, doi. 10.1007/s001860000047
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- Publication type:
- Article
6
Proper efficiency for set-valued vector optimization problems and vector variational inequalities.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 443, doi. 10.1007/PL00003994
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- Publication type:
- Article
7
A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 459, doi. 10.1007/s001860000052
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- Publication type:
- Article
8
A note on compromise values.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 471
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- Publication type:
- Article
9
Steepest descent methods for multicriteria optimization.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 479, doi. 10.1007/s001860000043
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- Publication type:
- Article
10
Movement optimization in flow shop processing with buffers.
- Published in:
- Mathematical Methods of Operations Research, 2000, v. 51, n. 3, p. 495, doi. 10.1007/s001860000044
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- Publication type:
- Article