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Algorithmic Aspects of the Core of Combinatorial Optimization Games

Deng, Xiaotie; Ibaraki, Toshihide; Nagamochi, Hiroshi - In: Mathematics of operations research 24 (1999) 3, pp. 751-766

Persistent link: https://www.econbiz.de/10006419496

On the Complexity of Cooperative Solution Concepts

Deng, Xiaotie; Papadimitriou, Christos H. - In: Mathematics of operations research 19 (1994) 2, pp. 257-266

Persistent link: https://www.econbiz.de/10006421109

On computational complexity of membership test in flow games and linear production games

Fang, Qizhi; Zhu, Shanfeng; Cai, Maocheng; Deng, Xiaotie - In: International journal of game theory : official journal … 31 (2002) 1, pp. 39-46

Persistent link: https://www.econbiz.de/10005940434

Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs

Deng, Xiaotie; Xu, Chunlei; Zhang, Shunming - University of Western Ontario, Department of Economics - 2000

This paper studies arbitrage-free conditions for multiperiod asset pricing in frictional financial markets with proportional transaction costs. We consider the Euclidean space for weakly arbitrage-free security markets and Strongly arbitrage-free security markets, and establish the weakly...

Persistent link: https://www.econbiz.de/10005812609