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Mathematics of operations research
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Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
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2
Terminal ranking games
Bayraktar, Erhan
;
Zhang, Yuchong
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1349-1365
Persistent link: https://www.econbiz.de/10012796644
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3
A mean field competition
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
44
(
2019
)
4
,
pp. 1245-1263
Persistent link: https://www.econbiz.de/10012128355
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4
Mean field contest with singularity
Nutz, Marcel
;
Zhang, Yuchong
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1095-1118
Persistent link: https://www.econbiz.de/10014314980
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5
Optimal relative performance criteria in mean-field contribution games
Zhou, Zhou
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2233-2266
Persistent link: https://www.econbiz.de/10014437824
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6
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
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7
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
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8
Penalty and augmented Lagrangian methods for constrained DC programming
Lu, Zhaosong
;
Sun, Zhe
;
Zhou, Zirui
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2260-2285
Persistent link: https://www.econbiz.de/10013375055
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9
An Analysis of Monotone Follower Problems for Diffusion Processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10008055493
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10
Poisson Disorder Problem with Exponential Penalty for Delay
Bayraktar, Erhan
;
Dayanik, Savas
- In:
Mathematics of operations research
31
(
2006
)
2
,
pp. 217-233
Persistent link: https://www.econbiz.de/10007282694
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