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050 | 0 | 0 | _aH61.25 |
082 | 0 | 4 | _a300.15118 |
130 | 0 | _aDecisions in economics and finance (Online) | |
245 | 1 | 0 | _aDecisions in economics and finance. |
246 | 1 | 3 | _aDEF |
260 |
_a[New York] : _bSpringer-Verlag, _c©2000- |
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310 | _aTwo issues a year | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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362 | 1 | _aVol. 23, issue 1 (May 2000)- | |
505 | _a(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 | ||
505 | _a(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 | ||
505 | _a(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 | ||
505 | _a(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 | ||
538 | _aMode of access: World Wide Web. | ||
550 | _aOfficial publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES). | ||
588 | 0 | _aVol. 23, issue 1 (May 2000); title from general information screen (viewed Aug. 17, 2000). | |
588 | 1 | _aVol. 42, issue 1 (June 2019); (SpringerLink, viewed Oct. 15, 2019). | |
650 | 0 |
_aEconomics _xMathematical models _vPeriodicals. |
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650 | 0 |
_aFinance _xMathematical models _vPeriodicals. |
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650 | 0 |
_aSocial sciences _xMathematical models _vPeriodicals. |
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650 | 0 |
_aMathematics _vPeriodicals. |
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650 | 6 |
_aÉconomie politique _xModèles mathématiques _vPériodiques. |
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650 | 6 |
_aFinances _xModèles mathématiques _vPériodiques. |
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650 | 6 |
_aSciences sociales _xModèles mathématiques _vPériodiques. |
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650 | 6 |
_aMathématiques _vPériodiques. |
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650 | 7 |
_aApplied Mathematics. _2ebps |
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650 | 7 |
_aEconomics _xMathematical models. _2fast _0(OCoLC)fst00902155 |
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650 | 7 |
_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 |
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650 | 7 |
_aMathematics. _2fast _0(OCoLC)fst01012163 |
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650 | 7 |
_aSocial sciences _xMathematical models. _2fast _0(OCoLC)fst01122931 |
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655 | 7 |
_aPeriodicals. _2fast _0(OCoLC)fst01411641 |
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655 | 7 |
_aPeriodicals. _2lcgft |
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710 | 2 |
_aAssociazione per la matematica applicata alle scienze economiche e sociali, _eissuing body. |
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776 | 1 |
_tDecisions in economics and finance _x1593-8883 _w(DLC) 2002235403 _w(OCoLC)48922383 |
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780 | 0 | 0 | _tRivista di matematica per le scienze economiche e sociali |
856 | _uhttps://link.springer.com/journal/10203/volumes-and-issues | ||
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