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ECONIS (ZBW)
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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
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3
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
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4
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
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Closed-form expansions of discretely monitored Asian options in diffusion models
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 789-822
Persistent link: https://www.econbiz.de/10010402956
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Stationary almost Markov perfect equilibria in discounted stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 430-441
Persistent link: https://www.econbiz.de/10011520450
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7
Partially observable total-cost markov decision processes with weakly continuous transition probabilities
Feinberg, Eugene A.
;
Kasyanov, Pavlo O.
;
Zgurovsky, …
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 656-681
Persistent link: https://www.econbiz.de/10011520517
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8
Improved and generalized upper bounds on the complexity of policy iteration
Scherrer, Bruno
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 758-774
Persistent link: https://www.econbiz.de/10011520568
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9
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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10
The value of Markov chain games with incomplete information on both sides
Gensbittel, Fabien
;
Renault, Jérôme
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 820-841
Persistent link: https://www.econbiz.de/10011408902
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