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Search: isPartOf:"Mathematical Methods of Operations Research"
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1031
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
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1032
A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
Liu, Xiao-hong
;
Huang, Zheng-hai
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 385-404
Persistent link: https://www.econbiz.de/10003905270
Saved in:
1033
Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
1034
Can properly discounted projects follow geometric Brownian motion?
Kanniainen, Juho
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 435-450
Persistent link: https://www.econbiz.de/10003909258
Saved in:
1035
Opportune moment strategies for a cost spanning tree game
Fernández García, Francisco Ramón
;
Hinojosa, M. A.
; …
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 451-463
Persistent link: https://www.econbiz.de/10003909267
Saved in:
1036
A pairwise-monotonic core selection for permutation games
Miquel, Silvia
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 465-475
Persistent link: https://www.econbiz.de/10003909269
Saved in:
1037
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
Kunnumkal, Sumit
;
Topaloğlu, Hüseyin
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 477-504
Persistent link: https://www.econbiz.de/10003909278
Saved in:
1038
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-525
Persistent link: https://www.econbiz.de/10003909291
Saved in:
1039
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 527-540
Persistent link: https://www.econbiz.de/10003909296
Saved in:
1040
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
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