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Pricing Financial Derivatives...
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ECONIS (ZBW)
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1
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
2
Semi-infinite Markov decision processes
Chen, Ming
;
Filar, Jerzy A.
;
Liu, Ke
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 115-137
Persistent link: https://www.econbiz.de/10001488329
Saved in:
3
Uncertainty analysis of a greenhouse effect model
Filar, Jerzy A.
;
Zapert, Radoslaw
-
1995
Persistent link: https://www.econbiz.de/10000913932
Saved in:
4
On the computation of equilibria in discounted stochastic dynamic games
Breton, Michèle
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 33-36
Persistent link: https://www.econbiz.de/10001027266
Saved in:
5
Uncertainty analysis of a greenhouse effect model
Filar, Jerzy A.
- In:
Operations research and environmental management
,
(pp. 101-118)
.
1996
Persistent link: https://www.econbiz.de/10001320135
Saved in:
6
Dynamic cooperative games
Filar, Jerzy A.
;
Petrosjan, Leon A.
- In:
International game theory review
2
(
2000
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10001613884
Saved in:
7
Asymptotic linear programming and policy improvement for singularly perturbed Markov decision processes
Altman, Eitan
;
Avrachenkov, Konstantin E.
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
49
(
1999
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10001415277
Saved in:
8
Where do mistakes lead? : a survey of games with incompetent players
Graham, Thomas
;
Kleshnina, Maria
;
Filar, Jerzy A.
- In:
Dynamic games and applications : DGA
13
(
2023
)
1
,
pp. 231-264
Persistent link: https://www.econbiz.de/10014225786
Saved in:
9
Refined MDP-based branche-and-fix algorithm for the Hamiltonian cycle problem
Ejov, Vladimir
;
Filar, Jerzy A.
;
Haythorpe, Michael
; …
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 758-768
Persistent link: https://www.econbiz.de/10003892674
Saved in:
10
A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem
Eshragh, Ali
;
Filar, Jerzy A.
;
Haythorpe, Michael
-
2011
Persistent link: https://www.econbiz.de/10009305728
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