Volume 68, Number 1, August 2008
, Zhaojun Yang
: Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
, Huayue Zhang
: Dynamic mean-variance problem with constrained risk control for the insurers.
Volume 68, Number 2, October 2008
: Globalizing a nonsmooth Newton method via nonmonotone path search.
, Matthias Ehrgott
: Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning.
Volume 68, Number 3, December 2008
, François Glineur
: An interior-point method for the single-facility location problem with mixed norms using a conic formulation.
: On the regularity of second order cone programs and an application to solving large scale problems.