Decisions in economics and finance.
Decisions in economics and finance.
DEF
- [New York] : Springer-Verlag, ©2000-
- Two issues a year
- Vol. 23, issue 1 (May 2000)-
(Volume 46, Issue 2)
•
Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results
• The insider trading problem in a jump-binomial model
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
• On statistical indistinguishability of complete and incomplete discrete time market models
• Implied higher order moments in the Heston model: a case study of S &P500 index
• Revisiting the 1/N-strategy: a neural network framework for optimal strategies
• Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies
• Heterogeneity-adjusted management of pension funds using adaptive representative agents
• Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
• Multi-population mortality modeling with Lévy processes
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business
• Optimisation of drawdowns by generalised reinsurance in the classical risk model
• Green economy with efficient public incentives
• Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
• The Black–Scholes paper: a personal perspective
• Correction to: Beating the market? A mathematical puzzle for market efficiency
(Volume 46, Issue 1)
• Risk-sharing and optimal contracts with large exogenous risks
• Multivariate Wold decompositions: a Hilbert A-module approach
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach
• Construction of voting situations concordant with ranking patterns
• Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods
• Cognitive limits and preferences for information
• Modelplasticity and abductive decision making
• Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time
• Differentiated goods in a dynamic Cournot duopoly with emission charges on output
• On game value of a differential game problem with Grönwall-type constraints on players control functions
• Inverse data envelopment analysis without convexity: double frontiers
(Volume 45, Issue 2)
• Dangerous tangents: an application of Γ-convergence to the control of dynamical systems
• Equalizing solutions for bankruptcy problems revisited
• Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
• The robustness of the generalized Gini index
• Two representations of information structures and their comparisons
• Introduction to the Milestones series
• Bipartite choices
(Volume 45, Issue 1)
• Calibration to FX triangles of the 4/2 model under the benchmark approach
• Monetary risk measures for stochastic processes via Orlicz duality
• Option pricing: a yet simpler approach
• Complex dynamics in the market for loans
• Expressions of forward starting option price in Hull–White stochastic volatility model
• Bias-optimal vol-of-vol estimation: the role of window overlapping
• Portfolio choice in the model of expected utility with a safety-first component
• A new class of multidimensional Wishart-based hybrid models
• Production and hedging under correlated price and background risks
• Long versus short time scales: the rough dilemma and beyond
• Beating the market? A mathematical puzzle for market efficiency
• Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
• Performance measurement with expectiles
• Ramsey rule with forward/backward utility for long-term yield curves modeling
•
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
• Correction to: Semi-analytical prices for lookback and barrier options under the Heston model
Mode of access: World Wide Web.
Official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES).
1129-6569
2001229171
013089523 Uk
Economics--Mathematical models--Periodicals.
Finance--Mathematical models--Periodicals.
Social sciences--Mathematical models--Periodicals.
Mathematics--Periodicals.
Économie politique--Modèles mathématiques--Périodiques.
Finances--Modèles mathématiques--Périodiques.
Sciences sociales--Modèles mathématiques--Périodiques.
Mathématiques--Périodiques.
Applied Mathematics.
Economics--Mathematical models.
Finance--Mathematical models.
Mathematics.
Social sciences--Mathematical models.
Periodicals.
Periodicals.
H61.25
300.15118
(Volume 46, Issue 2)
•
Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results
• The insider trading problem in a jump-binomial model
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
• On statistical indistinguishability of complete and incomplete discrete time market models
• Implied higher order moments in the Heston model: a case study of S &P500 index
• Revisiting the 1/N-strategy: a neural network framework for optimal strategies
• Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies
• Heterogeneity-adjusted management of pension funds using adaptive representative agents
• Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
• Multi-population mortality modeling with Lévy processes
• Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business
• Optimisation of drawdowns by generalised reinsurance in the classical risk model
• Green economy with efficient public incentives
• Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation
• The Black–Scholes paper: a personal perspective
• Correction to: Beating the market? A mathematical puzzle for market efficiency
(Volume 46, Issue 1)
• Risk-sharing and optimal contracts with large exogenous risks
• Multivariate Wold decompositions: a Hilbert A-module approach
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach
• Construction of voting situations concordant with ranking patterns
• Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods
• Cognitive limits and preferences for information
• Modelplasticity and abductive decision making
• Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time
• Differentiated goods in a dynamic Cournot duopoly with emission charges on output
• On game value of a differential game problem with Grönwall-type constraints on players control functions
• Inverse data envelopment analysis without convexity: double frontiers
(Volume 45, Issue 2)
• Dangerous tangents: an application of Γ-convergence to the control of dynamical systems
• Equalizing solutions for bankruptcy problems revisited
• Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification
• The robustness of the generalized Gini index
• Two representations of information structures and their comparisons
• Introduction to the Milestones series
• Bipartite choices
(Volume 45, Issue 1)
• Calibration to FX triangles of the 4/2 model under the benchmark approach
• Monetary risk measures for stochastic processes via Orlicz duality
• Option pricing: a yet simpler approach
• Complex dynamics in the market for loans
• Expressions of forward starting option price in Hull–White stochastic volatility model
• Bias-optimal vol-of-vol estimation: the role of window overlapping
• Portfolio choice in the model of expected utility with a safety-first component
• A new class of multidimensional Wishart-based hybrid models
• Production and hedging under correlated price and background risks
• Long versus short time scales: the rough dilemma and beyond
• Beating the market? A mathematical puzzle for market efficiency
• Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption
• Performance measurement with expectiles
• Ramsey rule with forward/backward utility for long-term yield curves modeling
•
• A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
• Correction to: Semi-analytical prices for lookback and barrier options under the Heston model
Mode of access: World Wide Web.
Official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES).
1129-6569
2001229171
013089523 Uk
Economics--Mathematical models--Periodicals.
Finance--Mathematical models--Periodicals.
Social sciences--Mathematical models--Periodicals.
Mathematics--Periodicals.
Économie politique--Modèles mathématiques--Périodiques.
Finances--Modèles mathématiques--Périodiques.
Sciences sociales--Modèles mathématiques--Périodiques.
Mathématiques--Périodiques.
Applied Mathematics.
Economics--Mathematical models.
Finance--Mathematical models.
Mathematics.
Social sciences--Mathematical models.
Periodicals.
Periodicals.
H61.25
300.15118