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Time-Inconsistent Stochastic L...
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141
The informed and uninformed agent's price of a contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001387122
Saved in:
142
Portfolio Optimization Under a Minimax Rule
Cai, Xiaoqiang
;
Teo, Kok-Lay
;
Yang, Xiaoqi
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 957-972
Persistent link: https://www.econbiz.de/10006093949
Saved in:
143
The informed and uninformed agent's price of contingent claim
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10004053146
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144
Backward stochastic differential equations and stoachstic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10004057406
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145
Optimal risk and dividend control for a companywith a debt liability
Taksar, Michael I.
;
Zhou, Xun Yu
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 105
Persistent link: https://www.econbiz.de/10006919609
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146
BOOK REVIEWS - Stochastic Modeling and Optimization
Lev, Benjamin
;
Yao, David D.
;
Zhang, Hanqin
;
Zhou, Xun Yu
- In:
Interfaces : the INFORMS journal on the practice of …
34
(
2004
)
2
,
pp. 162-166
Persistent link: https://www.econbiz.de/10006246909
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147
Tracking a Financial Benchmark Using a Few Assets
Yao, David D.
;
Zhang, Shuzhong
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10006416948
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148
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Lim, Andrew E.B.
;
Zhou, Xun Yu
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10006418594
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149
ARTICLES - Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties
Yan, Houmin
;
Zhou, Xun Yu
;
Yin, G.
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 535-549
Persistent link: https://www.econbiz.de/10006419541
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150
Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems
Samaratunga, Chand
;
Sethi, Suresh P.
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 258-274
Persistent link: https://www.econbiz.de/10006420225
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