Risk averse asymptotics in a Black-Scholes market on a finite time horizon.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 21, doi. 10.1007/s00186-011-0347-4
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Works matching IS 14322994 AND DT 2011 AND VI 74 AND IP 1
Results: 7
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Extensions to online delay management on a single train line: new bounds for delay minimization and profit maximization.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 53, doi. 10.1007/s00186-011-0349-2
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- Article
3
Balancedness conditions for exact games.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 41, doi. 10.1007/s00186-011-0348-3
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- Article
4
A self-concordance property for nonconvex semidefinite programming.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 77, doi. 10.1007/s00186-011-0350-9
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- Article
5
Risk sensitive impulse control of non-Markovian processes.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 1, doi. 10.1007/s00186-010-0338-x
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- Article
6
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 93, doi. 10.1007/s00186-011-0352-7
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- Publication type:
- Article
7
Work effort, consumption, and portfolio selection: when the occupational choice matters.
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- Mathematical Methods of Operations Research, 2011, v. 74, n. 1, p. 121, doi. 10.1007/s00186-011-0358-1
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- Publication type:
- Article