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An interval arithmetic approach to sensiticity analysis in geometric programming
Dinkel, John J., (1987)
An adjusted likelihood-ratio algorithm for Behrens-Fisher problem
Bozdogan, Hamparsum, (1987)
De Finetti's optimal dividends problem with an affine penalty function at ruin
Loeffen, Ronnie L., (2010)
Investment, uncertainty, and production games
FLÅM, S. D., (2009)
FINDING NORMALIZED EQUILIBRIUM IN CONVEX-CONCAVE GAMES
FLÅM, S. D., (2008)
Looking for arbitrage
Flåm, Sjur D., (2000)