Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On Sums of Conditionally Independent Subexponential Random Variables
Bayraktar, Erhan; Egami, Masahiko - In: Mathematics of operations research 35 (2010) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10008389859
Cover Image
On the one-dimensional optimal switching problem
Bayraktar, Erhan; Egami, Masahiko - In: Mathematics of operations research 35 (2010) 1, pp. 140-159
Persistent link: https://www.econbiz.de/10003953652
Cover Image
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/10003732436
Cover Image
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