Mean–variance hedging under transaction costs.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 539, doi. 10.1007/s00186-006-0134-9
- By:
- Publication type:
- Article
Works matching IS 14322994 AND DT 2007 AND VI 65 AND IP 3
Results: 11
1
2
Network economics and optimal replacement of age-structured IT capital.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 483, doi. 10.1007/s00186-006-0129-6
- By:
- Publication type:
- Article
3
Multirate multicast service provisioning II: a tâtonnement process for rate allocation.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 389, doi. 10.1007/s00186-006-0118-9
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- Publication type:
- Article
4
A general approach for studying duality in multiobjective optimization.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 417, doi. 10.1007/s00186-006-0125-x
- By:
- Publication type:
- Article
5
Andrzej P. Ruszczyński: Nonlinear optimization.
- Published in:
- 2007
- By:
- Publication type:
- Book Review
6
Sample-path optimality and variance-maximization for Markov decision processes.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 519, doi. 10.1007/s00186-006-0126-9
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- Publication type:
- Article
7
Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”.
- Published in:
- 2007
- By:
- Publication type:
- Erratum
8
Global optimization for the sum of generalized polynomial fractional functions.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 445, doi. 10.1007/s00186-006-0130-0
- By:
- Publication type:
- Article
9
Complexity of shop-scheduling problems with fixed number of jobs: a survey.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 461, doi. 10.1007/s00186-006-0127-8
- By:
- Publication type:
- Article
10
Risk-sensitive capacity control in revenue management.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 565, doi. 10.1007/s00186-006-0135-8
- By:
- Publication type:
- Article
11
A core-allocation family for generalized holding cost games.
- Published in:
- Mathematical Methods of Operations Research, 2007, v. 65, n. 3, p. 499, doi. 10.1007/s00186-006-0131-z
- By:
- Publication type:
- Article