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A very short algebraic proof of the Farkas Lemma
Bartl, David - In: Mathematical methods of operations research 75 (2012) 1, pp. 101-104
Persistent link: https://www.econbiz.de/10009490705
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A note on Ceng-Wang-Yao's result [Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. (2008) 67: 375-390]
Saejung, Satit; Wongchan, Kanokwan - In: Mathematical methods of operations research 73 (2011) 2, pp. 153-157
Persistent link: https://www.econbiz.de/10009520337
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A space decomposition scheme for maximum eigenvalue functions and its applications
Huang, Ming; Lu, Yue; Pang, Li Ping; Xia, Zun Quan - In: Mathematical methods of operations research 85 (2017) 3, pp. 453-490
Persistent link: https://www.econbiz.de/10011714518
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Robust unit commitment with n-1 security criteria
Goutani, Arash; Xu, Huifu; Pozo, David; Tri-Dung Nguyen - In: Mathematical methods of operations research 83 (2016) 3, pp. 373-408
Persistent link: https://www.econbiz.de/10011673675
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Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang; Guo, Junyi - In: Mathematical methods of operations research 88 (2018) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
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Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk; Kentia Tonleu, Klébert - In: Mathematical methods of operations research 86 (2017) 1, pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier; Momeya, Romuald Hervé - In: Mathematical methods of operations research 85 (2017) 3, pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
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Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia; Abergel, Frédérik - In: Mathematical methods of operations research 87 (2018) 3, pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
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Special issue on studies in mathematical and empirical finance
2009
Persistent link: https://www.econbiz.de/10003858183
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Black swans and white eagles : on mathematics and finance
Focardi, Sergio; Fabozzi, Frank J. - In: Mathematical methods of operations research 69 (2009) 3, pp. 379-394
Persistent link: https://www.econbiz.de/10003858250