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Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskij, Alexei B. - In: Mathematical methods of operations research 70 (2009) 2, pp. 285-312
Persistent link: https://www.econbiz.de/10003905257
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On infinite horizon optimal stopping of general random walk
Lempa, Jukka - In: Mathematical methods of operations research 67 (2008) 2, pp. 257-268
Persistent link: https://www.econbiz.de/10003681402
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Extensions of the sequential stochastic assignment problem
Khatibi, Arash; Baharian, Golshid; Behzad, Banafsheh; … - In: Mathematical methods of operations research 82 (2015) 3, pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
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Optimal portfolios for exponential Lévy processes
Kallsen, Jan - In: Mathematical methods of operations research 51 (2000) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
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Perturbation of linear quadratic systems with jump parameters and hybrid controls
El-Azouzi, Rachid; Abbad, Mohammed; Altman, Eitan - In: Mathematical methods of operations research 51 (2000) 3, pp. 399-417
Persistent link: https://www.econbiz.de/10001519653
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Portfolio optimization via stochastic programming : methods of output analysis
Dupačová, Jitka - In: Mathematical methods of operations research 50 (1999) 2, pp. 245-270
Persistent link: https://www.econbiz.de/10001428771
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Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Mathematical methods of operations research 50 (1999) 2, pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491