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The Shapley valuation function for strategic games in which players coorperate
Carpente, Luisa; Casas-Méndez, Balbina; … - In: Mathematical methods of operations research 63 (2006) 3, pp. 435-442
Persistent link: https://www.econbiz.de/10003357002
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Sequencing games without initial order
Klijn, Flip; Sánchez, Estela - In: Mathematical methods of operations research 63 (2006) 1, pp. 53-62
Persistent link: https://www.econbiz.de/10003285471
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Discrete-time delta hedging and the Black-Scholes model with transaction costs
Mastinšek, Miklavž - In: Mathematical methods of operations research 64 (2006) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10003380212
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Asymptotic pricing in large financial markets
Baran, Michał - In: Mathematical methods of operations research 66 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003526203
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A note on statistical models for individual hedge fund returns
Miura, Ryozo; Aoki, Yoshimitsu; Yokouchi, Daisuke - In: Mathematical methods of operations research 69 (2009) 3, pp. 553-577
Persistent link: https://www.econbiz.de/10003858278
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Hedge algorithm and dual averaging schemes
Baes, Michel; Bürgisser, Michael - In: Mathematical methods of operations research 77 (2013) 3, pp. 279-289
Persistent link: https://www.econbiz.de/10009774904
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Optimal partial hedging in a discrete-time market as a knapsack problem
Lindberg, Peter - In: Mathematical methods of operations research 72 (2010) 3, pp. 433-451
Persistent link: https://www.econbiz.de/10008748334
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Game-perfect digraphs
Andres, Stephan Dominique - In: Mathematical methods of operations research 76 (2012) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10009685978
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On a class of optimization problems emerging when hedging with short term futures contracts
Leobacher, Gunther - In: Mathematical methods of operations research 67 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003643609
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Weighted allocation rules for standard fixed tree games
Bjørndal, Endre; Koster, Maurice; Tijs, Stef - In: Mathematical methods of operations research 59 (2004) 2, pp. 249-270
Persistent link: https://www.econbiz.de/10002082036