| External dynamical equivalence of analytic control systems
|
2008 |
Bartosiewicz, Zbigniew |
| On option-valuation in illiquid markets : invariant solutions to a nonlinear model
|
2008 |
Bordag, Ljudmila A. |
| A stochastic demand model for optimal pricing of non-life insurance policies
|
2008 |
Emms, Paul |
| Carleman linearization of linearly observable polynomial systems
|
2008 |
Mozyrska, Dorota |
| Sufficient optimality conditions for a bang-bang trajectory in a Bolza problem
|
2008 |
Poggiolini, Laura |
| Necessary optimality condition for a discrete dead oil isotherm optimal control problem
|
2008 |
Ammi, Moulay Rchid Sidi |
| Extremals flows and infinite horizon optimization
|
2008 |
Agračev, Andrej Aleksandrovič |
| Optimality of deterministic policies for certain stochastic control problems with multiple criteria and constraints
|
2008 |
Feinberg, Eugene A. |
| Higher-order calculus of variations on time scales
|
2008 |
Ferreira, Rui A. C. |
| Finding invariants of group actions on function spaces, a general methodology from non-Abelian harmonic analysis
|
2008 |
|
| Modelling energy markets with extreme spikes
|
2008 |
Schmidt, Thorsten |
| Instalment options: a closed-form solution and the limiting case
|
2008 |
Griebsch, Susanne |
| Existence and Lipschitzian regularity for relaxed minimizers
|
2008 |
Guerra, Manuel |
| Pricing of defaultable securities under stochastic interest
|
2008 |
Kordzakhia, Nino |
| Generalized Bayesian nonlinear quickest detection problems : on Markov family of sufficient statistics
|
2008 |
Širjaev, Alʹbert N. |
| Laplace transforms and the American call option
|
2008 |
Alobaidi, Ghada |
| Time change, volatility, and turbulence
|
2008 |
Barndorff-Nielsen, Ole E. |
| Predicting the time of the ultimate maximum for Brownian motion with drift
|
2008 |
Du Toit, Jacques |
| Nonholonomic interpolation for kinematic problems, entropy and complexity
|
2008 |
Gauthier, Jean-Paul |
| Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions : (with computational finance in view)
|
2008 |
Lyasoff, Andrew |
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