Optimal sale strategies in illiquid markets.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 173, doi. 10.1007/s00186-005-0421-x
- By:
- Publication type:
- Article
Works matching IS 14322994 AND DT 2005 AND VI 61 AND IP 2
Results: 10
1
2
Portfolio optimization under transaction costs in the CRR model.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 239, doi. 10.1007/s00186-005-0415-8
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- Publication type:
- Article
3
Markov decision processes under observability constraints.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 311, doi. 10.1007/s001860400402
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- Publication type:
- Article
4
Book Review.
- Published in:
- 2005
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- Publication type:
- Book Review
5
Pricing of point-to-point bandwidth contracts.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 191, doi. 10.1007/s001860400401
- By:
- Publication type:
- Article
6
Study on a class of nonlinear time series models and ergodicity in random environment domain.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 299, doi. 10.1007/s001860400399
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- Publication type:
- Article
7
Increasing quasiconcave co-radiant functions with applications in mathematical economics.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 261, doi. 10.1007/s001860400405
- By:
- Publication type:
- Article
8
Hahn-Banach theorems and subgradients of set-valued maps.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 281, doi. 10.1007/s001860400397
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- Publication type:
- Article
9
Cost benefit analysis of series systems with warm standby components and general repair time.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 329, doi. 10.1007/s001860400385
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- Publication type:
- Article
10
Optimal consumption and investment problems under GARCH with transaction costs.
- Published in:
- Mathematical Methods of Operations Research, 2005, v. 61, n. 2, p. 219, doi. 10.1007/s001860400396
- By:
- Publication type:
- Article