Math. Meth. of OR - researchr journal

221	--	243	Peter Lindberg. Optimal partial hedging of an American option: shifting the focus to the expiration date
245	--	272	Yan Li, Baimin Yu. Portfolio selection of a closed-end mutual fund
273	--	286	Jukka Lempa. Optimal stopping with random exercise lag
287	--	304	Kimmo Berg, Harri Ehtamo. Continuous learning methods in two-buyer pricing problem
305	--	326	Dirk Briskorn, Malte Fliedner. Packing chained items in aligned bins with applications to container transshipment and project scheduling

135	--	147	Jim Dai, J. Michael Harrison. Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence
149	--	163	Zhiping Chen, Youpan Han. Quantitative stability of mixed-integer two-stage quadratic stochastic programs
165	--	183	Changhe Liu, Hongwei Liu. A new second-order corrector interior-point algorithm for semidefinite programming
185	--	197	Rahul Varshney, Najmussehar, M. J. Ahsan. Estimation of more than one parameters in stratified sampling with fixed budget
199	--	220	Oriol Tejada, Marina Núñez. The nucleolus and the core-center of multi-sided Böhm-Bawerk assignment markets

1	--	28	Maurice Koster. Consistent cost sharing
29	--	65	Alfred Taudes, Christian Rudloff. Integrating inventory control and a price change in the presence of reference price effects: a two-period model
67	--	82	Evren Körpeoglu, Alper Sen 0002, Kemal Güler. A private contributions game for joint replenishment
83	--	100	Xiang Lin, Chunhong Zhang, Tak Kuen Siu. Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
101	--	104	David Bartl. A very short algebraic proof of the Farkas Lemma
105	--	134	Rafael Amer, José Miguel Giménez, Antonio Magaña. Accessibility measures to nodes of directed graphs using solutions for generalized cooperative games

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