Journal: Math. Meth. of OR

Volume 61, Issue 2

173 -- 190Martin Dahlgren. Optimal sale strategies in illiquid markets
191 -- 218Jussi Keppo. Pricing of point-to-point bandwidth contracts
219 -- 237Zhiping Chen, K. C. Yuen. Optimal consumption and investment problems under GARCH with transaction costs
239 -- 259Jörn Sass. Portfolio optimization under transaction costs in the CRR model
261 -- 280Juan Enrique Martínez-Legaz, Alexander M. Rubinov, Siegfried Schaible. Increasing quasiconcave co-radiant functions with applications in mathematical economics
281 -- 297Jian-Wen Peng, Heung-Wing Joseph Lee, Wei Dong Rong, Xinmin Yang. Hahn-Banach theorems and subgradients of set-valued maps
299 -- 310Zhenting Hou, Zheng Yu, Peng Shi. Study on a class of nonlinear time series models and ergodicity in random environment domain
311 -- 328Yasemin Serin, Vidyadhar Kulkarni. Markov decision processes under observability constraints
329 -- 343Kuo-Hsiung Wang, Yi-Chun Liu, Wen Lea Pearn. Cost benefit analysis of series systems with warm standby components and general repair time
345 -- 346René Henrion. Book Review