As in [3], we study the deterministic optimization problem of a profit-maximizing firm which plans its sales/production schedule. The firm knows the revenue associated to a given level of sales, as well as its production and storage costs. The revenue and the production cost are assumed to be...

We consider the problem of valuing European options in a complete market but with incomplete data. Typically, when the underlying asset dynamics is not specified, the martingale probability measure is unknown. Given a consensus on the actual distribution of the underlying price at maturity, we...

We study the deterministic optimization problem of a profit-maximizing firm which plans its sales/production schedule. The Firm knows the revenue associated to a given level of sales, as well as its production and storage costs. The revenue and the production cost are assumed to be,...