Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Korf, Lisa A."'
Autor:
Korf, Lisa A.
Publikováno v:
Mathematics of Operations Research, 2001 May 01. 26(2), 421-445.
Externí odkaz:
https://www.jstor.org/stable/3690628
Autor:
Korf, Lisa1 lisakorf@cs.du.edu, Schroeck, Franklin1 fschroec@du.edu
Publikováno v:
International Journal of Theoretical Physics. Dec2015, Vol. 54 Issue 12, p4494-4505. 12p.
Autor:
Korf, Lisa A.1 lkorf@mail.utexas.edu
Publikováno v:
Annals of Operations Research. Feb2006, Vol. 142 Issue 1-4, p165-186. 22p. 1 Graph.
Autor:
King, Alan J., Korf, Lisa A.
We propose a new framework for analyzing pricing theory for incomplete markets and contingent claims, using conjugate duality and optimization theory. Various statements in the literature of the fundamental theorem of asset pricing give conditions un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::bfcf57f549073fb2d20a45141a0d937a
http://edoc.hu-berlin.de/18452/8916
http://edoc.hu-berlin.de/18452/8916
Autor:
Korf, Lisa A.
A new duality theory is developed for a class of stochastic programs in which the probability distribution is not necessarily discrete. This provides a new framework for problems which are not necessarily bounded, are not required to have relatively
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::cc33dd181f3d694021c0c6cb7e74a2fa
http://edoc.hu-berlin.de/18452/8912
http://edoc.hu-berlin.de/18452/8912
Autor:
Korf, Lisa A.
Publikováno v:
Polish Journal of Philosophy; Spring2015, Vol. 9 Issue 1, p114-116, 3p