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An intertemporal interest rate market model : complete markets
Sandmann, Klaus - 1988
Persistent link: https://www.econbiz.de/10000125430
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On stochastic "bang-bang" control for linear diffusions with point process observations
Christopeit, Norbert; Helmes, Kurt - 1988
Persistent link: https://www.econbiz.de/10000756228
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Optimization and optimality test for the Max-Cut Problem
Hohmann, Christoph; Kern, Walter - 1986
Persistent link: https://www.econbiz.de/10000758483
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A simple proof of the inequality for the FFD bin-packing algorithm
Yue, Minyi - 1990
Persistent link: https://www.econbiz.de/10000809178
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Convex independent sets and 7-holes in restricted planar point sets
Valtr, Pavel - 1991
Persistent link: https://www.econbiz.de/10000810991
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Tutte polynomials computable in polynomial time
Oxley, J. G.; Welsh, D. J. - 1991
Persistent link: https://www.econbiz.de/10000815254
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Almost all Berge graphs are perfect
Prömel, Hans Jürgen; Steger, Angelika - 1991
Persistent link: https://www.econbiz.de/10000821427
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Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.; Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1989
Persistent link: https://www.econbiz.de/10000774569
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Asset pricing and observability
Dutta, Jayasri; Polemarchakis, Heraklis M. - 1989
Persistent link: https://www.econbiz.de/10000774587
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The risk of financial assets and the volatility of their equilibrium prices when agents have non-time-separable preferences
Drees, Burkhard; Eckwert, Bernhard - 1990
Persistent link: https://www.econbiz.de/10000789283