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Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.
;
Altay-Salih, Aslihan
;
Camcı, Ahmet
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
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2
Optimal multi-period consumption and investment with short-sale constraints
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Pınar, Mustafa Ç
- In:
Finance research letters
11
(
2014
)
1
,
pp. 16-24
Persistent link: https://www.econbiz.de/10010393634
Saved in:
3
Combinatorial auctions in Turkish day-ahead electricity markets
Derinkuyu, Kürşad
;
Tanrisever, Fehmi
;
Baytugan, Fatih
; …
- In:
Industrial engineering applications in emerging countries
,
(pp. 51-66)
.
2015
Persistent link: https://www.econbiz.de/10010479376
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