Narrow search
Showing 1 - 10 of 10
Cover Image
Distributionally robust inventory control when demand is a martingale
Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Cover Image
Bid-price controls for network revenue management : martingale characterization of optimal bid prices
Akan, Mustafa; Ata, Barış - In: Mathematics of operations research 34 (2009) 4, pp. 912-936
Persistent link: https://www.econbiz.de/10003919396
Cover Image
Fundamental theorem of asset pricing under transaction costs and model uncertainty
Bayraktar, Erhan; Zhang, Yuchong - In: Mathematics of operations research 41 (2016) 3, pp. 1039-1054
Persistent link: https://www.econbiz.de/10011520813
Cover Image
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng-keun - In: Mathematics of operations research 40 (2015) 4, pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Cover Image
Optimal investment for worst-case crash scenarios : a martingale approach
Seifried, Frank Thomas - In: Mathematics of operations research 35 (2010) 3, pp. 559-579
Persistent link: https://www.econbiz.de/10008660777
Cover Image
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, … - In: Mathematics of operations research 44 (2019) 3, pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Cover Image
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan; Zhou, Zhou - In: Mathematics of operations research 44 (2019) 2, pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Cover Image
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Cover Image
Forbidden transactions and black markets
Gu, Chenlin; Roth, Alvin E.; Wu, Qingyun - In: Mathematics of operations research 47 (2022) 4, pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
Cover Image
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun; Capponi, Agostino; Zhou, Chao - In: Mathematics of operations research 48 (2023) 1, pp. 288-312
Persistent link: https://www.econbiz.de/10014312552