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Showing below up to 50 results in range #1 to #50.

1. Ellsberg 1961: text, context, influence: Label: en
2. The role of taxation in an integrated economic-environmental model: a dynamical analysis: Label: en
3. The emergence of chaos in productivity distribution dynamics: Label: en
4. Optimal scale sizes in economic efficiency models with integer measures: a case study of foundry industry: Label: en
5. Two-stage super-efficiency model for measuring efficiency of education in South-East Asia: Label: en
6. Optimality conditions for differentiable linearly constrained pseudoconvex programs: Label: en
7. Amortization dismantling to remove any doubt of anatocism: Label: en
8. Amortization plans in simple, compound and hybrid framework: a unifying approach: Label: en
9. Designing amortization plans by fairness: Label: en
10. Generally acceptable principles for financial amortization: a modest proposal: Label: en
11. Input/output-style approach to standardized traditional amortization plans: Label: en
12. \textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds: Label: en
13. Mortgages with non-random time-varying interest rates: Label: en
14. Editorial: Label: en
15. Rank-two programs involving linear fractional functions: Label: en
16. Optimal control in linear-quadratic stochastic advertising models with memory: Label: en
17. Hedging and the regret theory of the firm: Label: en
18. Variance of entropy for testing time-varying regimes with an application to meme stocks: Label: en
19. Modeling financial leasing by optimal stopping approach: Label: en
20. Optimal liquidation with high risk aversion and small linear price impact: Label: en
21. The power of derivatives in portfolio optimization under affine GARCH models: Label: en
22. Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space: Label: en
23. The impact of a winner takes all tournament on managers' strategies and asset mispricing: Label: en
24. The geometry of risk adjustments: Label: en
25. Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model: Label: en
26. On entropy martingale optimal transport theory: Label: en
27. On game value of a differential game problem with Grönwall-type constraints on players control functions: Label: en
28. Differentiated goods in a dynamic Cournot duopoly with emission charges on output: Label: en
29. Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time: Label: en
30. Modelplasticity and abductive decision making: Label: en
31. Cognitive limits and preferences for information: Label: en
32. Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods: Label: en
33. Locally-coherent multi-population mortality modelling via neural networks: Label: en
34. Inverse data envelopment analysis without convexity: double frontiers: Label: en
35. Construction of voting situations concordant with ranking patterns: Label: en
36. Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach: Label: en
37. Multivariate Wold decompositions: a Hilbert \(A\)-module approach: Label: en
38. Risk-sharing and optimal contracts with large exogenous risks: Label: en
39. Correction to: ``Beating the market? A mathematical puzzle for market efficiency: Label: en
40. The Black-Scholes paper: a personal perspective: Label: en
41. Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation: Label: en
42. Optimisation of drawdowns by generalised reinsurance in the classical risk model: Label: en
43. Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business: Label: en
44. Multi-population mortality modeling with Lévy processes: Label: en
45. Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models: Label: en
46. Heterogeneity-adjusted management of pension funds using adaptive representative agents: Label: en
47. Correction to: ``Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies: Label: en
48. Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies: Label: en
49. Implied higher order moments in the Heston model: a case study of S\&P500 index: Label: en
50. On statistical indistinguishability of complete and incomplete discrete time market models: Label: en