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On the optimality of myopic po...
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36
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28
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19
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Advances in futures and options research : a research annual
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Anwendungen der Systemtheorie und Kybernetik in Wirtschaft und Verwaltung : Beiträge zur Tagung der Gesellschaft für Wirtschafts- und Sozialkybernetik 1979
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61
Operational research
Dirickx, Yvo M. I.
;
Baas, Sjoerd M.
;
Dorhout, Bernard
-
1987
Persistent link: https://www.econbiz.de/10004781738
Saved in:
62
Monotone Strategien zur Kontrolle von Aussenständen
Kistner, Klaus-Peter
;
Dirickx, Yvo M. I.
-
1979
Persistent link: https://www.econbiz.de/10014412982
Saved in:
63
Some Relationships Between Hierarchical Systems Theory and Certain Optimization Problems
Dirickx, Yvo M. I.
-
Center for Mathematical Studies in Economics and …
-
1972
Persistent link: https://www.econbiz.de/10005766690
Saved in:
64
Networks with Gains in Discrete Dynamic Programming
Dirickx, Yvo M. I.
;
Rao, M. R.
- In:
Management Science
20
(
1974
)
11
,
pp. 1428-1431
The simplex method is specialized for a special class of networks with gains arising in discounted deterministic Markov decision models.
Persistent link: https://www.econbiz.de/10009191860
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65
Deterministic Discrete Dynamic Programming with Discount Factor Greater than One: Structure of Optimal Policies
Dirickx, Yvo M. I.
- In:
Management Science
20
(
1973
)
1
,
pp. 32-43
The paper considers the deterministic dynamic programming model with discount factor greater than one. Possible applications are discussed. After the introduction of a suitable optimization criterion, it is shown that stationary policies are not necessarily optimal and that optimal finite...
Persistent link: https://www.econbiz.de/10009197697
Saved in:
66
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
67
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
68
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000855255
Saved in:
69
Options with stochastic lives and an extension of the Black-Scholes Formula
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000863437
Saved in:
70
Valuation of executive stock options
Jennergren, Lars Peter
;
Näslund, Bertil
-
1992
Persistent link: https://www.econbiz.de/10000827529
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