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1

On the binomial tree method and other issues in connection with pricing Bermudan and American options

Prékopa, András, Szántai, Tamás

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 201 KB

english, 2012

2

[Mathematics and Its Applications] Non-Euclidean Geometries Volume 581 || Placing the Hyperbolic Geometry of Bolyai and Lobachevsky Centrally in Special Relativity Theory: An Idea Whose Time has Returned

Prékopa, András, Molnár, Emil

Year:

2006

Language:

english

File:

PDF, 996 KB

english, 2006

3

On the Development of Optimization Theory

Journal:

American Mathematical Monthly

Year:

1980

Language:

english

File:

PDF, 1.68 MB

english, 1980

4

Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions

Lee, Jinwook, Prékopa, András

Journal:

Computational Management Science

Year:

2015

Language:

english

File:

PDF, 403 KB

english, 2015

5

[Mathematical Programming Studies] Stochastic Programming 84 Part I Volume 27 || A tight upper bound for the expectation of a convex function of a multivariate random variable

Prékopa, Andras, Wets, Roger J.- B.

Year:

1986

Language:

english

File:

PDF, 501 KB

english, 1986

6

Contributions to the theory of stochastic programming

András Prékopa

Journal:

Mathematical Programming

Year:

1973

Language:

english

File:

PDF, 776 KB

english, 1973

7

[Mathematics and Its Applications] Non-Euclidean Geometries Volume 581 || The Revolution of János Bolyai

Prékopa, András, Molnár, Emil

Year:

2006

Language:

english

File:

PDF, 3.93 MB

english, 2006

8

Sharp Bounds on Probabilities Using Linear Programming

András Prékopa

Journal:

Operations Research

Year:

1990

Language:

english

File:

PDF, 1.99 MB

english, 1990

9

On the Existence of a Feasible Flow in A Stochastic Transportation Network

András Prékopa and Endre Boros

Journal:

Operations Research

Year:

1991

Language:

english

File:

PDF, 483 KB

english, 1991

10

On the analytical–numerical valuation of the Bermudan and American options

Prékopa, András, Szántai, Tamás

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 249 KB

english, 2010

11

Studies in Applied Probability || Estimation of Cause-Effect Relationship under Noise

András Prékopa

Journal:

Journal of Applied Probability

Year:

1994

Language:

english

File:

PDF, 545 KB

english, 1994

12

Boole-Bonferroni Inequalities and Linear Programming

Prékopa, András

Journal:

Operations Research

Year:

1988

Language:

english

File:

PDF, 1.06 MB

english, 1988

13

On the Existence of a Feasible Flow in a Stochastic Transportation Network

Prékopa, András, Boros, Endre

Journal:

Operations Research

Year:

1991

Language:

english

File:

PDF, 809 KB

english, 1991

14

Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events

Lee, Jinwook, Kim, Jongpil, Prékopa, András

Journal:

Discrete Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 738 KB

english, 2017

15

events occur with unimodal distributions

Subasi, Munevver M., Subasi, Ersoy, Binmahfoudh, Ahmed, Prékopa, András

Journal:

Discrete Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 530 KB

english, 2017

16

Risk Tomography

Prékopa, András, Lee, Jinwook

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 4.17 MB

english, 2017

17

The discrete moment problem and linear programming

András Prékopa

Journal:

Discrete Applied Mathematics

Year:

1990

Language:

english

File:

PDF, 1.24 MB

english, 1990

18

Water demand for generating electricity: A mathematical programming approach with application in Poland: J.C. STONE, F.D. SINGLETON Jr., M. GADOWSKI, A. SALEWICZ and W. SIKORSKI IIASA, Laxenburg, 1982, v + 59 pages, $7.00

András Prékopa

Journal:

European Journal of Operational Research

Year:

1984

Language:

english

File:

PDF, 182 KB

english, 1984

19

A variant of the Hungarian inventory control model

Nilay Noyan, András Prékopa

Journal:

International Journal of Production Economics

Year:

2006

Language:

english

File:

PDF, 249 KB

english, 2006

20

Bounding the probability of the union of events by aggregation and disaggregation in linear programs

András Prékopa, Linchun Gao

Journal:

Discrete Applied Mathematics

Year:

2005

Language:

english

File:

PDF, 240 KB

english, 2005

21

On strong unimodality of multivariate discrete distributions

Ersoy Subasi, Munevver Mine Subasi, András Prékopa

Journal:

Discrete Applied Mathematics

Year:

2009

Language:

english

File:

PDF, 883 KB

english, 2009

22

On the Hungarian inventory control model

András Prékopa

Journal:

European Journal of Operational Research

Year:

2006

Language:

english

File:

PDF, 279 KB

english, 2006

23

On stages and consistency checks in stochastic programming

H.I. Gassmann, András Prékopa

Journal:

Operations Research Letters

Year:

2005

Language:

english

File:

PDF, 194 KB

english, 2005

24

Uniform quasi-concavity in probabilistic constrained stochastic programming

András Prékopa, Kunikazu Yoda, Munevver Mine Subasi

Journal:

Operations Research Letters

Year:

2011

Language:

english

File:

PDF, 223 KB

english, 2011

25

Bounds for probabilistic integer programming problems

Darinka Dentcheva, András Prékopa, Andrzej Ruszczyński

Journal:

Discrete Applied Mathematics

Year:

2002

Language:

english

File:

PDF, 112 KB

english, 2002

26

Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function

András Prékopa, Wenzhong Li

Journal:

Mathematical Programming

Year:

1995

Language:

english

File:

PDF, 769 KB

english, 1995

27

Laws of large numbers for random linear programs

András Prékopa

Journal:

Theory of Computing Systems

Year:

1972

Language:

english

File:

PDF, 553 KB

english, 1972

28

On composed Poisson distributions, IV

András Prékopa

Journal:

Acta Mathematica Hungarica

Year:

1952

Language:

english

File:

PDF, 348 KB

english, 1952

29

Concavity and efficient points of discrete distributions in probabilistic programming

Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski

Journal:

Mathematical Programming

Year:

2000

Language:

english

File:

PDF, 141 KB

english, 2000

30

A class of multiattribute utility functions

András Prékopa, Gergely Mádi-Nagy

Journal:

Economic Theory

Year:

2008

Language:

english

File:

PDF, 151 KB

english, 2008

31

Multivariate value at risk and related topics

András Prékopa

Journal:

Annals of Operations Research

Year:

2012

Language:

english

File:

PDF, 610 KB

english, 2012

32

On the concavity of multivariate probability distribution functions

András Prékopa

Journal:

Operations Research Letters

Year:

2001

Language:

english

File:

PDF, 75 KB

english, 2001

33

A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP

András Prékopa, Xiaoling Hou

Journal:

Operations Research Letters

Year:

2004

Language:

english

File:

PDF, 221 KB

english, 2004

34

The use of discrete moment bounds in probabilisticconstrained stochastic programming models

András Prékopa

Journal:

Annals of Operations Research

Year:

1999

Language:

english

File:

PDF, 193 KB

english, 1999

35

Probabilistic bounds and algorithms for the maximum satisfiability problem

Endre Boros, András Prékopa

Journal:

Annals of Operations Research

Year:

1989

Language:

english

File:

PDF, 879 KB

english, 1989

36

Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances

Hou, Xiaoling, Prékopa, András

Journal:

SIAM Journal on Optimization

Year:

2007

Language:

english

File:

PDF, 231 KB

english, 2007

37

Convex approximations in stochastic programming by semidefinite programming

István Deák, Imre Pólik, András Prékopa, Tamás Terlaky

Journal:

Annals of Operations Research

Year:

2012

Language:

english

File:

PDF, 436 KB

english, 2012

38

Serially linked reservoir system design using stochastic programing

Prékopa, András, Rapcsák, Tamás, Zsuffa, István

Journal:

Water Resources Research

Year:

1978

Language:

english

File:

PDF, 462 KB

english, 1978

39

[Mathematics and Its Applications] Non-Euclidean Geometries Volume 581 || Gauss and Non-Euclidean Geometry

Prékopa, András, Molnár, Emil

Year:

2006

Language:

english

File:

PDF, 1.25 MB

english, 2006

40

The discrete moment problem with fractional moments

Ninh, Anh, Prékopa, András

Journal:

Operations Research Letters

Year:

2013

Language:

english

File:

PDF, 349 KB

english, 2013

41

Log-concavity of compound distributions with applications in stochastic optimization

Ninh, Anh, Prékopa, András

Journal:

Discrete Applied Mathematics

Year:

2013

Language:

english

File:

PDF, 389 KB

english, 2013

42

Boole-Bonferroni Inequalities and Linear Programming

András Prékopa

Journal:

Operations Research

Year:

1988

Language:

english

File:

PDF, 554 KB

english, 1988

43

Stochastic Inequalities || Inequalities on Expectations Based on the Knowledge of Multivariate Moments

András Prékopa

Journal:

IMS Lecture Notes--Monograph Series

Year:

1992

Language:

english

File:

PDF, 1.48 MB

english, 1992

44

[Mathematics and Its Applications] Non-Euclidean Geometries Volume 581 || How Far Does Hyperbolic Geometry Generalize?

Prékopa, András, Molnár, Emil

Year:

2006

Language:

english

File:

PDF, 771 KB

english, 2006

45

On a dual method for a specially structured linear programming problem with application to stochastic programming

Fábián, Csaba I., Prékopa, András, Ruf-Fiedler, Olga

Journal:

Optimization Methods and Software

Year:

2002

Language:

english

File:

PDF, 343 KB

english, 2002

46

[Handbooks in Operations Research and Management Science] Stochastic Programming Volume 10 || Probabilistic Programming

Prékopa, András

Year:

2003

Language:

english

File:

PDF, 574 KB

english, 2003

47

Optimal capacity design under\(k\)-out-of-\(n\)and consecutive\(k\)-out-of-\(n\)type probabilistic constraints

Unuvar, Merve, Ozguven, Eren Erman, Prékopa, András

Journal:

Annals of Operations Research

Year:

2015

Language:

english

File:

PDF, 200 KB

english, 2015

48

[Mathematics and Its Applications] Non-Euclidean Geometries Volume 581 || Logical Axiomatizations of Space-Time. Samples from the Literature

Prékopa, András, Molnár, Emil

Year:

2006

Language:

english

File:

PDF, 1.62 MB

english, 2006

49

On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities

Mádi-Nagy, Gergely, Prékopa, András

Journal:

Mathematics of Operations Research

Year:

2004

Language:

english

File:

PDF, 337 KB

english, 2004

50

Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur

Boros, Endre, Prékopa, András

Journal:

Mathematics of Operations Research

Year:

1989

Language:

english

File:

PDF, 2.74 MB

english, 1989