Volume 62; Issue 11

Optimization

Volume 62; Issue 11
1

On optimal partial hedging in discrete markets

Morozov, V.V., Soloviev, A.I.
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 245 KB
english, 2013
2

Application of doubly reflected BSDEs to an impulse control problem

Amami, Rim
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 295 KB
english, 2013
3

Optimization Methods in Mathematical Finance

Sezer, Ali Devin, Weber, Gerhard-Wilhelm
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 94 KB
english, 2013
4

Calibrated American option pricing by stochastic linear programming

Antonelli, Fabio, Mancini, Carlo, Pınar, Mustafa Ç.
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 206 KB
english, 2013
5

Portfolio selection with a minimax measure in safety constraint

Sharma, Amita, Mehra, Aparna
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 1.50 MB
english, 2013
6

On a variational sequential bargaining pricing scheme

Azevedo, N., Pinheiro, D., Xanthopoulos, S.Z., Yannacopoulos, A.N.
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 260 KB
english, 2013
8

Optimal consumption problems in discontinuous markets

Callegaro, Giorgia
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 307 KB
english, 2013
9

Static and dynamic VaR constrained portfolios with application to delegated portfolio management

Pınar, Mustafa Ç.
Journal:
Optimization
Year:
2013
Language:
english
File:
PDF, 437 KB
english, 2013