SFB 649 Discussion Paper 2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of...

SFB 649 Discussion Paper 2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control...

SFB 649 Discussion Paper 2006-067 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Carsten Trenkler* Pentti Saikkonen** Helmut Lütkepohl*** * Humboldt-Universität zu Berlin, Germany ** University of Helsinki, Finland ***...

Mean-Risk Analysis: An Introduction -- Mean-Risk Analysis of Single-Period Inventory Problems -- Mean-Risk Analysis of Multi-Period Inventory Problems -- Mean-Risk Analysis of Supply Chain Coordination Problems -- Mean-Risk Analysis: Conclusion, Future Research and Extensions