Works matching IS 14322994 AND DT 2008 AND VI 67 AND IP 1
Results: 8
Robust optimal control for a consumption-investment problem.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 1, doi. 10.1007/s00186-007-0172-y
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A behavioral stock market model.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 43, doi. 10.1007/s00186-007-0164-y
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- Article
Selective Gram–Schmidt orthonormalization for conic cutting surface algorithms.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 91, doi. 10.1007/s00186-007-0177-6
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On a class of optimization problems emerging when hedging with short term futures contracts.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 65, doi. 10.1007/s00186-007-0179-4
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- Article
Optimizing venture capital investments in a jump diffusion model.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 21, doi. 10.1007/s00186-007-0181-x
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- Article
Dependence properties and comparison results for Lévy processes.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 161, doi. 10.1007/s00186-007-0185-6
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Vector and matrix apportionment problems and separable convex integer optimization.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 133, doi. 10.1007/s00186-007-0184-7
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- Article
A mathematical approach to solve the network reconstruction problem.
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- Mathematical Methods of Operations Research, 2008, v. 67, n. 1, p. 117, doi. 10.1007/s00186-007-0178-5
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- Article