Utility indifference pricing and hedging for structured contracts in energy markets.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 265, doi. 10.1007/s00186-016-0569-6
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2017 AND VI 85 AND IP 2
Results: 7
1
2
An optimal reinsurance problem in the Cramér-Lundberg model.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 179, doi. 10.1007/s00186-016-0559-8
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- Article
3
Computing all solutions of linear generalized Nash equilibrium problems.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 207, doi. 10.1007/s00186-016-0562-0
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- Article
4
A mathematical model for personalized advertisement in virtual reality environments.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 241, doi. 10.1007/s00186-016-0567-8
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- Publication type:
- Article
5
Proposing a method for fixed cost allocation using DEA based on the efficiency invariance and common set of weights principles.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 223, doi. 10.1007/s00186-016-0563-z
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- Publication type:
- Article
6
Robust optimal investment and reinsurance problem for a general insurance company under Heston model.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 305, doi. 10.1007/s00186-017-0570-8
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- Publication type:
- Article
7
Pricing and clearing combinatorial markets with singleton and swap orders.
- Published in:
- Mathematical Methods of Operations Research, 2017, v. 85, n. 2, p. 155, doi. 10.1007/s00186-016-0555-z
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- Publication type:
- Article