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Content
December 2013, Volume 78, Issue 3
- 361-371 How to divide a cake when people have different metabolism?
by Luisa Carpente & Balbina Casas-Méndez & Javier Gozálvez & Natividad Llorca & Manuel Pulido & Joaquín Sánchez-Soriano - 373-404 Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector
by Liwei Zhang & Shaoyan Guo & Jia Wu & Shoulin Hao - 405-415 Exact multivariate workload asymptotics
by A. Es-Saghouani & M. Mandjes
October 2013, Volume 78, Issue 2
- 149-169 Resource allocation games: a compromise stable extension of bankruptcy games
by Soesja Grundel & Peter Borm & Herbert Hamers - 171-186 Fall back equilibrium for $$2 \times n$$ bimatrix games
by John Kleppe & Peter Borm & Ruud Hendrickx - 187-202 Accessibility and stability of the coalition structure core
by Sylvain Béal & Eric Rémila & Philippe Solal - 203-220 On the convergence of a smoothed penalty algorithm for semi-infinite programming
by Qian Liu & Changyu Wang & Xinmin Yang - 221-242 ALOHA networks: a game-theoretic approach
by Sebastián Marbán & Peter Ven & Peter Borm & Herbert Hamers - 243-258 Variational inequalities over Euclidean balls
by Nguyen Qui - 259-284 Optimal advertising strategies with age-structured goodwill
by Silvia Faggian & Luca Grosset - 285-299 The prenucleolus and the prekernel for games with communication structures
by Anna Khmelnitskaya & Peter Sudhölter
August 2013, Volume 78, Issue 1
- 1-34 Variational convergence for vector-valued functions and its applications to convex multiobjective optimization
by Rubén López - 35-59 Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem
by Alexander Engau & Miguel Anjos & Immanuel Bomze - 61-76 Accelerated modified policy iteration algorithms for Markov decision processes
by Oleksandr Shlakhter & Chi-Guhn Lee - 77-100 Conditional Markov equilibria in discounted dynamic games
by Mitri Kitti - 101-118 A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes
by Peter Iseger & Paul Gruntjes & Michel Mandjes - 119-148 On the $$M_t/M_t/K_t+M_t$$ queue in heavy traffic
by Anatolii Puhalskii
June 2013, Volume 77, Issue 3
- 279-289 Hedge algorithm and Dual Averaging schemes
by Michel Baes & Michael Bürgisser - 291-304 Aubin property and uniqueness of solutions in cone constrained optimization
by Diethard Klatte & Bernd Kummer - 305-321 Certification aspects of the fast gradient method for solving the dual of parametric convex programs
by Stefan Richter & Colin Jones & Manfred Morari - 323-343 On the approximability of adjustable robust convex optimization under uncertainty
by Dimitris Bertsimas & Vineet Goyal - 345-356 Portfolio-optimization models for small investors
by Philipp Baumann & Norbert Trautmann - 357-370 Causal statistical inference in high dimensions
by Peter Bühlmann - 371-380 An adaptive routing approach for personal rapid transit
by Kaspar Schüpbach & Rico Zenklusen - 381-391 A polynomial time approximation algorithm for the two-commodity splittable flow problem
by Elke Eisenschmidt & Utz-Uwe Haus - 393-405 Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
by Gauthier Maere d’Aertrycke & Alexander Shapiro & Yves Smeers - 407-421 Shape-preserving dynamic programming
by Yongyang Cai & Kenneth Judd - 423-432 A note on generalized inverses
by Paul Embrechts & Marius Hofert - 433-443 A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
by Francisco Facchinei & Andreas Fischer & Markus Herrich - 445-457 Tackling indeterminacy in overlapping generations models
by Zhigang Feng - 459-472 Computing generalized Nash equilibria by polynomial programming
by Eleftherios Couzoudis & Philipp Renner
April 2013, Volume 77, Issue 2
- 131-146 Fuzzy cores and fuzzy balancedness
by Gerwald Gulick & Henk Norde - 147-176 On spectral properties of finite population processor shared queues
by Qiang Zhen & Charles Knessl - 177-206 Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
by Pablo Azcue & Nora Muler - 207-226 Optimal decision under ambiguity for diffusion processes
by Sören Christensen - 227-237 Counterexamples to a triality theorem for quadratic-exponential minimization problems
by M. Voisei & C. Zălinescu - 239-264 The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
by Daniel Lücking & Wolfgang Stadje - 265-277 On relations between chance constrained and penalty function problems under discrete distributions
by Martin Branda
February 2013, Volume 77, Issue 1
- 1-14 Players indifferent to cooperate and characterizations of the Shapley value
by C. Manuel & E. González-Arangüena & R. Brink - 15-32 On the construction of component importance measures for semi-Markov systems
by Mario Hellmich & Heinz-Peter Berg - 33-64 Levitin–Polyak well-posedness by perturbations for systems of set-valued vector quasi-equilibrium problems
by Jia-Wei Chen & Zhongping Wan & Yeol Cho - 65-99 Two-step coalition values for multichoice games
by Michael Jones & Jennifer Wilson - 101-130 Primal-dual methods for the computation of trading regions under proportional transaction costs
by Roland Herzog & Karl Kunisch & Jörn Sass
December 2012, Volume 76, Issue 3
- 239-271 On solvability of a two-sided singular control problem
by Pekka Matomäki - 273-288 Efficient solution of interval optimization problem
by A. Bhurjee & G. Panda - 289-319 The opportunistic replacement problem: theoretical analyses and numerical tests
by Torgny Almgren & Niclas Andréasson & Michael Patriksson & Ann-Brith Strömberg & Adam Wojciechowski & Magnus Önnheim - 321-341 Game-perfect digraphs
by Stephan Andres - 343-359 A bankruptcy approach to the core cover
by A. Estévez-Fernández & M. Fiestras-Janeiro & M. Mosquera & E. Sánchez-Rodríguez - 361-375 Scalarization method for Levitin–Polyak well-posedness of vectorial optimization problems
by Li Zhu & Fu-quan Xia - 377-393 Optimality of (s, S) policies for jump inventory models
by Lakdere Benkherouf & Michael Johnson
October 2012, Volume 76, Issue 2
- 125-127 A matroid view of key theorems for edge-swapping algorithms
by Jon Lee & Leo Liberti - 129-145 A semismooth Newton method for nonlinear symmetric cone programming
by Lingchen Kong & Qingmin Meng - 147-160 Finding a core of a tree with pos/neg weight
by Mehdi Zaferanieh & Jafar Fathali - 161-187 The multiple-partners assignment game with heterogeneous sales and multi-unit demands: competitive equilibria
by Daniel Jaume & Jordi Massó & Alejandro Neme - 189-221 Newsvendor-type models with decision-dependent uncertainty
by Soonhui Lee & Tito Homem-de-Mello & Anton Kleywegt - 223-237 Between a rock and a hard place: the two-to-one assignment problem
by Dries Goossens & Sergey Polyakovskiy & Frits Spieksma & Gerhard Woeginger
August 2012, Volume 76, Issue 1
- 1-20 Approximation algorithms for TTP(2)
by Clemens Thielen & Stephan Westphal - 21-41 Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers
by Johannes Temme - 43-65 Nash equilibrium based fairness
by Hisao Kameda & Eitan Altman & Corinne Touati & Arnaud Legrand - 67-93 Could we use a million cores to solve an integer program?
by Thorsten Koch & Ted Ralphs & Yuji Shinano - 95-123 Steiner tree packing revisited
by Nam-Dũng Hoàng & Thorsten Koch
June 2012, Volume 75, Issue 3
- 221-243 Optimal partial hedging of an American option: shifting the focus to the expiration date
by Peter Lindberg - 245-272 Portfolio selection of a closed-end mutual fund
by Yan Li & Baimin Yu - 273-286 Optimal stopping with random exercise lag
by Jukka Lempa - 287-304 Continuous learning methods in two-buyer pricing problem
by Kimmo Berg & Harri Ehtamo - 305-326 Packing chained items in aligned bins with applications to container transshipment and project scheduling
by Dirk Briskorn & Malte Fliedner
April 2012, Volume 75, Issue 2
- 135-147 Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
by J. Dai & J. Harrison - 149-163 Quantitative stability of mixed-integer two-stage quadratic stochastic programs
by Zhiping Chen & Youpan Han - 165-183 A new second-order corrector interior-point algorithm for semidefinite programming
by Changhe Liu & Hongwei Liu - 185-197 Estimation of more than one parameters in stratified sampling with fixed budget
by Rahul Varshney & Najmussehar & M. Ahsan - 199-220 The nucleolus and the core-center of multi-sided Böhm-Bawerk assignment markets
by Oriol Tejada & Marina Núñez
February 2012, Volume 75, Issue 1
- 1-28 Consistent cost sharing
by Maurice Koster - 29-65 Integrating inventory control and a price change in the presence of reference price effects: a two-period model
by Alfred Taudes & Christian Rudloff - 67-82 A private contributions game for joint replenishment
by Evren Körpeoğlu & Alper Şen & Kemal Güler - 83-100 Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
by Xiang Lin & Chunhong Zhang & Tak Siu - 101-104 A very short algebraic proof of the Farkas Lemma
by David Bartl - 105-134 Accessibility measures to nodes of directed graphs using solutions for generalized cooperative games
by Rafael Amer & José Giménez & Antonio Magaña
December 2011, Volume 74, Issue 3
- 281-310 Covering models and optimization techniques for emergency response facility location and planning: a review
by Xueping Li & Zhaoxia Zhao & Xiaoyan Zhu & Tami Wyatt - 311-325 New characterizations of the constrained equal awards rule in multi-issue allocation situations
by Gustavo Bergantiños & Leticia Lorenzo & Silvia Lorenzo-Freire - 327-342 A branch and price algorithm for the minimum power multicasting problem in wireless sensor networks
by R. Montemanni & V. Leggieri - 343-360 Trajectory planning for unmanned aerial vehicles: a network optimization approach
by Luitpold Babel - 361-379 Markov Decision Processes with Average-Value-at-Risk criteria
by Nicole Bäuerle & Jonathan Ott - 381-407 Maximizing upgrading and downgrading margins for ordinal regression
by Emilio Carrizosa & Belen Martin-Barragan - 409-425 On parametric vector optimization via metric regularity of constraint systems
by M. Durea & R. Strugariu - 427-443 The Myerson value for complete coalition structures
by Takashi Ui & Hiroyuki Kojima & Atsushi Kajii - 445-465 Postoptimality for mean-risk stochastic mixed-integer programs and its application
by Zhiping Chen & Feng Zhang & Li Yang
October 2011, Volume 74, Issue 2
- 147-161 On evolutionary ray-projection dynamics
by Reinoud Joosten & Berend Roorda - 163-190 Sojourn time asymptotics in a parking lot network
by Regina Egorova & Bert Zwart - 191-215 Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures
by Radu Boţ & Alina-Ramona Frătean - 217-231 On the transformation of lexicographic nonlinear multiobjective programs to single objective programs
by M. Zarepisheh & E. Khorram - 233-255 Optimizing capacity, pricing and location decisions on a congested network with balking
by Hossein Abouee-Mehrizi & Sahar Babri & Oded Berman & Hassan Shavandi - 257-279 Stability analysis of parallel server systems under longest queue first
by Golshid Baharian & Tolga Tezcan
August 2011, Volume 74, Issue 1
- 1-20 Risk sensitive impulse control of non-Markovian processes
by Ibtissam Hdhiri & Monia Karouf - 21-40 Risk averse asymptotics in a Black–Scholes market on a finite time horizon
by Peter Grandits & Stefan Thonhauser - 41-52 Balancedness conditions for exact games
by Péter Csóka & P. Herings & László Kóczy - 53-75 Extensions to online delay management on a single train line: new bounds for delay minimization and profit maximization
by Sven Krumke & Clemens Thielen & Christiane Zeck - 77-92 A self-concordance property for nonconvex semidefinite programming
by Rodrigo Garcés & Walter Gómez & Florian Jarre - 93-120 Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus
by Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens - 121-145 Work effort, consumption, and portfolio selection: when the occupational choice matters
by Sascha Desmettre & Alexander Szimayer
June 2011, Volume 73, Issue 3
- 281-300 Encoding the dynamics of deterministic systems
by Luis Torres & Annegret Wagler - 301-337 Continuous and discrete flows over time
by Ronald Koch & Ebrahim Nasrabadi & Martin Skutella - 339-362 Mixed integer linear models for the optimization of dynamical transport networks
by Björn Geißler & Oliver Kolb & Jens Lang & Günter Leugering & Alexander Martin & Antonio Morsi - 363-380 Combinatorial integral approximation
by Sebastian Sager & Michael Jung & Christian Kirches - 381-400 Graph problems arising from parameter identification of discrete dynamical systems
by Steffen Borchers & Sandro Bosio & Rolf Findeisen & Utz-Uwe Haus & Philipp Rumschinski & Robert Weismantel
April 2011, Volume 73, Issue 2
- 153-157 A note on Ceng-Wang-Yao’s result [Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. (2008) 67: 375–390]
by Satit Saejung & Kanokwan Wongchan - 159-187 Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
by Alexey Piunovskiy & Yi Zhang - 189-208 The restricted core of games on distributive lattices: how to share benefits in a hierarchy
by Michel Grabisch & Lijue Xie - 209-234 Constructing a Pareto front approximation for decision making
by Markus Hartikainen & Kaisa Miettinen & Margaret Wiecek - 235-250 Almost sure Nash equilibrium strategies in evolutionary models of asset markets
by W. Bahsoun & I. Evstigneev & L. Xu - 251-262 Existence of shadow prices in finite probability spaces
by Jan Kallsen & Johannes Muhle-Karbe - 263-280 Inverse p-median problems with variable edge lengths
by Fahimeh Baroughi Bonab & Rainer Burkard & Elisabeth Gassner
February 2011, Volume 73, Issue 1
- 1-18 Queueing systems with pre-scheduled random arrivals
by G. Guadagni & S. Ndreca & B. Scoppola - 19-27 On generalized balanced optimization problems
by Lara Turner & Abraham Punnen & Yash Aneja & Horst Hamacher - 29-54 A continuous framework for open pit mine planning
by Felipe Alvarez & Jorge Amaya & Andreas Griewank & Nikolai Strogies - 55-73 The pseudo-average rule: bankruptcy, cost allocation and bargaining
by Txus Ortells & Juan Santos - 75-90 Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
by Jian Zhang & Kecun Zhang - 91-108 Subexponential loss rate asymptotics for Lévy processes
by Lars Andersen - 109-137 Optimal spot market inventory strategies in the presence of cost and price risk
by X. Guo & P. Kaminsky & P. Tomecek & M. Yuen - 139-152 The age of the arrival process in the G/M/1 and M/G/1 queues
by Moshe Haviv & Yoav Kerner
December 2010, Volume 72, Issue 3
- 347-378 Own-company stockholding and work effort preferences of an unconstrained executive
by Sascha Desmettre & John Gould & Alexander Szimayer - 379-404 A Perturbation approach for an inverse quadratic programming problem
by Jianzhong Zhang & Liwei Zhang & Xiantao Xiao - 405-431 Optimal stochastic scheduling in a single server biclass retrial queueing system
by Josef Weichbold & Anastasia Winkler - 433-451 Optimal partial hedging in a discrete-time market as a knapsack problem
by Peter Lindberg - 453-476 On a processor sharing queue that models balking
by Qiang Zhen & Johan Leeuwaarden & Charles Knessl - 477-499 State space collapse and stability of queueing networks
by Rosario Delgado
October 2010, Volume 72, Issue 2
- 187-204 Unboundedness in reverse convex and concave integer programming
by Wiesława Obuchowska - 205-216 On the unboundedness of facility layout problems
by Zvi Drezner - 217-247 Continuous review inventory models for perishable items ordered in batches
by Opher Baron & Oded Berman & David Perry - 249-271 Irreversible capital accumulation under interest rate uncertainty
by Luis Alvarez - 273-310 A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
by Daniel Andersson & Boualem Djehiche - 311-326 Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
by Jose Blanchet & Bert Zwart - 327-345 Global infimum of strictly convex quadratic functions with bounded perturbations
by Hoang Phu & Vo Pho
August 2010, Volume 72, Issue 1
- 1-23 Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service
by Dieter Claeys & Koenraad Laevens & Joris Walraevens & Herwig Bruneel - 25-61 Optimal portfolio policies under bounded expected loss and partial information
by Jörn Sass & Ralf Wunderlich - 63-74 Efficient, optimal stochastic-action selection when limited by an action budget
by John Blatz & Donniell Fishkind & Carey Priebe - 75-94 New sufficient conditions for average optimality in continuous-time Markov decision processes
by Liuer Ye & Xianping Guo - 95-106 On describing the routing capacity regions of networks
by Ali Kakhbod & S. Tabatabaei Yazdi - 107-127 Two-phase pricing and inventory management for deteriorating and fashion goods under trade credit
by Yu-Chung Tsao - 129-143 Optimal dividend strategies in a dual model with capital injections
by Hongshuai Dai & Zaiming Liu & Nana Luan - 145-169 Multilinear extensions and values for multichoice games
by Michael Jones & Jennifer Wilson - 171-186 Games with externalities: games in coalition configuration function form
by M. Albizuri
June 2010, Volume 71, Issue 3
- 401-425 Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
by Krishnamurthy Iyer & Nandyala Hemachandra - 427-452 Solving a class of variational inequalities with inexact oracle operators
by Deren Han & Wei Xu & Hai Yang - 453-475 Comparison and robustification of Bayes and Black-Litterman models
by Katrin Schöttle & Ralf Werner & Rudi Zagst - 477-502 Markov control processes with pathwise constraints
by Armando Mendoza-Pérez & Onésimo Hernández-Lerma - 503-533 A dual approach to multiple exercise option problems under constraints
by N. Aleksandrov & B. Hambly - 535-549 On probabilistic constraints induced by rectangular sets and multivariate normal distributions
by Wim Van Ackooij & René Henrion & Andris Möller & Riadh Zorgati - 551-585 Optimal investment strategies with a reallocation constraint
by Feyzullah Egriboyun & H. Soner
April 2010, Volume 71, Issue 2
- 201-244 Asymptotic expansions for the sojourn time distribution in the M/G/1-PS queue
by Qiang Zhen & Charles Knessl - 245-265 How to find Nash equilibria with extreme total latency in network congestion games?
by Heike Sperber - 267-281 A simpler characterization of a spectral lower bound on the clique number
by E. Yıldırım - 283-306 Extensions to the continuous ordered median problem
by Jochen Krebs & Stefan Nickel - 307-323 Compactness of the space of non-randomized policies in countable-state sequential decision processes
by Richard Chen & Eugene Feinberg - 325-351 A unified treatment of dividend payment problems under fixed cost and implementation delays
by Erhan Bayraktar & Masahiko Egami - 353-369 Optimal investment for a pension fund under inflation risk
by Aihua Zhang & Christian-Oliver Ewald - 371-399 Optimal investment under partial information
by Tomas Björk & Mark Davis & Camilla Landén
February 2010, Volume 71, Issue 1
- 1-45 A two stage stochastic equilibrium model for electricity markets with two way contracts
by Dali Zhang & Huifu Xu & Yue Wu - 47-84 Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains
by Rolando Cavazos-Cadena - 85-101 The cutting power of preparation
by Olivier Tercieux & Mark Voorneveld - 103-124 An infeasible nonmonotone SSLE algorithm for nonlinear programming
by Chungen Shen & Wenjuan Xue & Dingguo Pu - 125-163 An extended covering model for flexible discrete and equity location problems
by Alfredo Marín & Stefan Nickel & Sebastian Velten - 165-180 Global optimization of a rank-two nonconvex program
by Riccardo Cambini & Claudio Sodini - 181-199 Optimal investment with deferred capital gains taxes
by Frank Seifried
December 2009, Volume 70, Issue 3
- 405-433 Robust static hedging of barrier options in stochastic volatility models
by J. Maruhn & E. Sachs - 435-450 Can properly discounted projects follow geometric Brownian motion?
by Juho Kanniainen - 451-463 Opportune moment strategies for a cost spanning tree game
by F. Fernández & M. Hinojosa & A. Mármol & J. Puerto - 465-475 A pairwise-monotonic core selection for permutation games
by Silvia Miquel - 477-504 A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions
by Sumit Kunnumkal & Huseyin Topaloglu - 505-525 Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
by Erhan Bayraktar & Hao Xing - 527-540 Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
by Tomás Prieto-Rumeau & Onésimo Hernández-Lerma - 541-566 Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
by Rolando Cavazos-Cadena - 567-596 Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
by Ulrich Rieder & Jens Winter
October 2009, Volume 70, Issue 2
- 195-218 Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems
by Yun Wang & Liwei Zhang - 219-239 Dynamic mean-risk optimization in a binomial model
by Nicole Bäuerle & André Mundt - 241-267 A continuous-time search model with job switch and jumps
by Masahiko Egami & Mingxin Xu - 269-283 Extension of the Weiszfeld procedure to a single facility minisum location model with mixed ℓ p norms
by Jack Brimberg & Robert Love & Nenad Mladenović - 285-312 Random walk, birth-and-death process and their fluid approximations: absorbing case
by A. Piunovskiy - 313-335 Recursive functions on the plane and FPTASs for production planning and scheduling problems with two facilities
by Sergei Chubanov & Erwin Pesch - 337-356 A general approach to Bayesian portfolio optimization
by Alexander Bade & Gabriel Frahm & Uwe Jaekel - 357-384 A fluid model for a relay node in an ad hoc network: the case of heavy-tailed input
by R. Bekker & M. Mandjes - 385-404 A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
by Xiao-Hong Liu & Zheng-Hai Huang
August 2009, Volume 70, Issue 1
- 1-12 On the characterization of strong convergence of an iterative algorithm for a class of multi-valued variational inclusions
by L. Ceng & S. Schaible & J. Yao - 13-33 Average cost Markov control processes: stability with respect to the Kantorovich metric
by Evgueni Gordienko & Enrique Lemus-Rodríguez & Raúl Montes-de-Oca - 35-46 Criteria for efficiency in vector optimization
by Francisco Vázquez & Hubertus Jongen & Vladimir Shikhman & Maxim Todorov - 47-75 Valuation of power plants by utility indifference and numerical computation
by Arnaud Porchet & Nizar Touzi & Xavier Warin - 77-98 Transient solution of a non-empty chemical queueing system
by Ahmed Tarabia & Hideaki Takagi & A.H. El-Baz - 99-127 Strong bounds on perturbations
by Bernd Heidergott & Arie Hordijk & Haralambie Leahu - 129-148 Efficient frontier of utility and CVaR
by Harry Zheng - 149-169 A feedback fluid queue with two congestion control thresholds
by R. Malhotra & M. Mandjes & W. Scheinhardt & J. Berg - 171-182 Well-posedness for vector equilibrium problems
by M. Bianchi & G. Kassay & R. Pini - 183-193 Maximum-cover source location problems with objective edge-connectivity three
by Kenya Sugihara & Hiro Ito
July 2009, Volume 69, Issue 3
- 375-377 Introduction to special issue: studies in mathematical and empirical finance
by Svetlozar Rachev & Frank Fabozzi - 379-394 Black swans and white eagles: on mathematics and finance
by Sergio Focardi & Frank Fabozzi - 395-410 Estimating allocations for Value-at-Risk portfolio optimization
by Arthur Charpentier & Abder Oulidi - 411-438 Smoothly truncated stable distributions, GARCH-models, and option pricing
by Christian Menn & Svetlozar Rachev - 439-455 A latent process model for the pricing of corporate securities
by Masaaki Kijima & Teruyoshi Suzuki & Keiichi Tanaka - 457-473 Heavy-tails and regime-switching in electricity prices
by Rafał Weron - 475-495 On convex risk measures on L p -spaces
by M. Kaina & L. Rüschendorf