Optimal stopping with random exercise lag.
- Published in:
- Mathematical Methods of Operations Research, 2012, v. 75, n. 3, p. 273, doi. 10.1007/s00186-012-0384-7
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2012 AND VI 75 AND IP 3
Results: 5
1
2
Optimal partial hedging of an American option: shifting the focus to the expiration date.
- Published in:
- Mathematical Methods of Operations Research, 2012, v. 75, n. 3, p. 221, doi. 10.1007/s00186-012-0382-9
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- Publication type:
- Article
3
Continuous learning methods in two-buyer pricing problem.
- Published in:
- Mathematical Methods of Operations Research, 2012, v. 75, n. 3, p. 287, doi. 10.1007/s00186-012-0385-6
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- Publication type:
- Article
4
Portfolio selection of a closed-end mutual fund.
- Published in:
- Mathematical Methods of Operations Research, 2012, v. 75, n. 3, p. 245, doi. 10.1007/s00186-012-0383-8
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- Publication type:
- Article
5
Packing chained items in aligned bins with applications to container transshipment and project scheduling.
- Published in:
- Mathematical Methods of Operations Research, 2012, v. 75, n. 3, p. 305, doi. 10.1007/s00186-012-0386-5
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- Publication type:
- Article