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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Duales Optimierungsproblem"
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Dual optimization problem
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Portfolio selection
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Dynamic programming
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Bayer, Christian
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International journal of theoretical and applied finance
Journal of productivity analysis
14
American journal of agricultural economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
European journal of operational research : EJOR
8
Journal of economic theory
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Omega : the international journal of management science
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International economic review
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Brussels economic review
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History of political economy
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Industrial marketing management : the international journal for industrial and high-tech firms
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Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
2
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
3
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
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