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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
3
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Bensoussan, Alain
6
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2
Keppo, Jussi
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Julien, H.
1
Sethi, Suresh P.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / European Institute for Advanced Studies in Management
8
Les cahiers de recherche / HEC Paris
5
Operations research letters
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Operations research
4
Production and operations management : an international journal of the Production and Operations Management Society
3
Risk and decision analysis
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Working paper / EIASM, European Institute for Advanced Studies in Management
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International journal of production research
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Mathematical Finance
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Mathematical modeling and numerical methods in finance : special volume
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McCombs Research Paper Series
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North Holland TIMS studies in the management sciences
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Production and Operations Management
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Studies in mathematical and managerial economics
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Advanced series in management
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Advances in futures and options research : a research annual
1
Applied Mathematical Finance
1
Applied optimal control
1
Bensoussan, Alain & Çakanyildirim, Metin & Sethi, Suresh & Shi, Ruixia, Computation of Approximate Optimal Policies in Partially Observed Inventory Model With Rain Checks. Automatica, 2011
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Dynamic analysis in complex economic environments : essays in honor of Christophe Deissenberg
1
Décision prospective auto-organisation : mélanges en l'honneur de Jacques Lesourne
1
European Journal of Operational Research
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European journal of operational research : EJOR
1
Handbook of numerical analysis
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Information systems research : ISR
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Information systems research : ISR ; an information systems journal of the Institute for Operations Research and the Management Sciences
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International series in operations research & management science
1
Journal of Applied Statistics
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Journal of business economics : JBE
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1
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
Saved in:
2
Optimal consumption and portfolio decisions with partially observed real prices
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Suresh P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003827575
Saved in:
3
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Sureshp
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10008227531
Saved in:
4
On the pricing of contingent claims with frictions
Bensoussan, Alain
;
Julien, H.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 89-108
Persistent link: https://www.econbiz.de/10002177180
Saved in:
5
Atainable claims in a Markov market
Bensoussan, Alain
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
Saved in:
6
Attainable Claims in a Markov Market
Bensoussan, Alain
;
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-132
Persistent link: https://www.econbiz.de/10008223670
Saved in:
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