EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Smooth functions"
Narrow search

Narrow search

Year of publication
Subject
All
Additive models 2 Smooth functions 2 Basket barrier options 1 Basket options 1 ECONOMIC EFFICIENCY 1 First passage time structural models 1 Hedging 1 Intervals of singularity 1 Limiting subdifferential 1 Minimum variance hedging 1 Monopol 1 Monopoly 1 Monotonicity constraints 1 Multivariate derivatives 1 Non smooth functions 1 Non-smooth functions 1 OPTIMUM DISTRIBUTION OF RESOURCES 1 Optimal hedging 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Principal-agent problems 1 Prinzipal-Agent-Theorie 1 Produktqualität 1 Pseudoinvex functions 1 SMOOTH FUNCTIONS 1 Stochastic process 1 Stochastischer Prozess 1 Vector optimization problems 1 Vector variational-like inequalities 1 Well-behaved solutions 1 black-box methods 1 complexity bounds 1 convex optimization 1 intervals of singularity 1 monopoly 1 monotonicity constraints 1
more ... less ...
Online availability
All
Undetermined 4 Free 3
Type of publication
All
Article 6 Book / Working Paper 1
Type of publication (narrower categories)
All
Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 5 English 2
Author
All
Yamada, Yuji 2 NESTEROV, Yurii 1 Oveisiha, M. 1 Portal, X. Ruiz del 1 Ruiz del Portal, X. 1 Zafarani, J. 1 СЕСЛАВИНА Е.А. 1
more ... less ...
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
Published in...
All
Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 CORE Discussion Papers 1 Journal of Global Optimization 1 SERIEs - Journal of the Spanish Economic Association 1 SERIEs / Asociación Española de Economía - AEE 1 Известия Тульского государственного университета. Экономические и юридические науки 1
more ... less ...
Source
All
RePEc 5 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 7 of 7
Cover Image
Universal gradient methods for convex optimization problems
NESTEROV, Yurii - Center for Operations Research and Econometrics (CORE), … - 2013
In this paper, we present new methods for black-box convex minimization. They do not need to know in advance the actual level of smoothness of the objective function. The only essential input parameter is the required accuracy of the solution. At the same time, for each particular problem class...
Persistent link: https://www.econbiz.de/10010695711
Saved in:
Cover Image
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji - In: Asia-Pacific financial markets 24 (2017) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
Cover Image
Agency problems with non-smooth decision profiles: The case of monopoly under product quality
Ruiz del Portal, X. - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 1, pp. 121-137
A method for dealing with monotonicity constraints in optimal control problems is used to generalize some results in the context of monopoly theory, also extending the generalization to a large family of principal-agent programs. Our main conclusion is that many results on diverse economic...
Persistent link: https://www.econbiz.de/10010317122
Saved in:
Cover Image
ТЕОРЕТИЧЕСКИЕ ОСНОВЫ ЗАВИСИМОСТЕЙ ЭКОНОМИЧЕСКОГО ЭФФЕКТА ОТ ОБЪЕМОВ ФИНАНСИРОВАНИЯ ПРИ ОПТИМАЛЬНОМ РАСПРЕДЕЛЕНИИ РЕСУРСОВ
СЕСЛАВИНА Е.А. - In: Известия Тульского … (2010) 3, pp. 150-155
Предложено теоретическое обоснование решения задачи оптимального распределения ресурсов в случае гладкой непрерывной функции. Получены формулы для...
Persistent link: https://www.econbiz.de/10011229581
Saved in:
Cover Image
Properties of Optimal Smooth Functions in Additive Models for Hedging Multivariate Derivatives
Yamada, Yuji - In: Asia-Pacific Financial Markets 19 (2012) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10010866381
Saved in:
Cover Image
Vector optimization problem and generalized convexity
Oveisiha, M.; Zafarani, J. - In: Journal of Global Optimization 52 (2012) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10009399891
Saved in:
Cover Image
Agency problems with non-smooth decision profiles: the case of monopoly under product quality
Portal, X. Ruiz del - In: SERIEs 2 (2011) 1, pp. 121-137
Persistent link: https://www.econbiz.de/10008925439
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...