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Characterization of the Average Tree solution and its kernel
Béal, Sylvain; Rémila, Eric; Solal, Philippe - In: Journal of mathematical economics 60 (2015), pp. 159-165
Persistent link: https://www.econbiz.de/10011573768
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Inverse problem and concentration method of a continuous-in-time financial model
Chakkour, Tarik; Frénod, Emmanuel - In: International journal of financial engineering 3 (2016) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10011577116
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Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio; Mancini, Carlo - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 2, pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
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On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun; Oban, Volkan - In: Journal of mathematical finance 7 (2017) 4, pp. 934-940
Persistent link: https://www.econbiz.de/10011859946
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Local volatility models in commodity markets and online calibration
Albani, Vinícius; Ascher, Uri M.; Zubelli, Jorge P. - In: The journal of computational finance 21 (2017/2018) 5, pp. 63-95
Persistent link: https://www.econbiz.de/10011860922
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Dealing with generalised inverse DEA models for input-output estimation
Ghiyasi, Mojtaba - In: International journal of productivity and quality … 28 (2019) 4, pp. 511-521
Persistent link: https://www.econbiz.de/10012158998
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Alternative representation of semivalues, the inverse problem and coalitional rationality
Dragan, Irinel; Dehez, Pierre - 2019
Persistent link: https://www.econbiz.de/10012214139
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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - In: Annals of economics and statistics 128 (2017), pp. 203-228
Persistent link: https://www.econbiz.de/10011776892
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An inverse problem : recovery of a distribution using Wasserstein barycenter
Barrio, Eustasio del; Loubes, Jean-Michel; Pelletier, Bruno - In: Annals of economics and statistics 128 (2017), pp. 229-259
Persistent link: https://www.econbiz.de/10011776894
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Bases and linear transforms of TU-games and cooperation systems
Faigle, Ulrich; Grabisch, Michel - In: International journal of game theory : official journal … 45 (2016) 4, pp. 875-892
Persistent link: https://www.econbiz.de/10011635151