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Control of linear dynamic market systems
Luenberger, David G. - In: Journal of Economic Dynamics and Control 10 (1986) 3, pp. 339-351
Persistent link: https://www.econbiz.de/10005107131
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A correlation pricing formula
Luenberger, David G. - In: Journal of Economic Dynamics and Control 26 (2002) 7-8, pp. 1113-1126
Persistent link: https://www.econbiz.de/10005229377
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Non-linear descriptor systems
Luenberger, David G. - In: Journal of Economic Dynamics and Control 1 (1979) 3, pp. 219-242
Persistent link: https://www.econbiz.de/10005229396
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Arbitrage and universal pricing
Luenberger, David G. - In: Journal of Economic Dynamics and Control 26 (2002) 9-10, pp. 1613-1628
Persistent link: https://www.econbiz.de/10005229460
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A preference foundation for log mean-variance criteria in portfolio choice problems
Luenberger, David G. - In: Journal of Economic Dynamics and Control 17 (1993) 5-6, pp. 887-906
Persistent link: https://www.econbiz.de/10005229778
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Products of trees for investment analysis
Luenberger, David G. - In: Journal of Economic Dynamics and Control 22 (1998) 8-9, pp. 1403-1417
Persistent link: https://www.econbiz.de/10005229847