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ORCIDMathematical Methods of Operations Research, Volume 69
Volume 69, Number 1, March 2009
- Barbara Trivellato:
Replication and shortfall risk in a binomial model with transaction costs. 1-26 - Luis H. R. Alvarez, Teppo A. Rakkolainen:
Optimal payout policy in presence of downside risk. 27-58 - Piotr Wiecek:
Pure equilibria in a simple dynamic model of strategic market game. 59-79 - Wojciech M. Kempa
:
GI / G /1/∞ batch arrival queueing system with a single exponential vacation. 81-97 - Sirma Zeynep Alparslan Gök, Silvia Miquel, Stef Tijs:
Cooperation under interval uncertainty. 99-109 - Qian Liu, Wan Mei Tang, Xinmin Yang:
Properties of saddle points for generalized augmented Lagrangian. 111-124 - Shengjie Li, M. H. Li:
Levitin-Polyak well-posedness of vector equilibrium problems. 125-140 - Lu-Chuan Zeng, Jen-Chih Yao:
A hybrid extragradient method for general variational inequalities. 141-158 - Frank Heyde, Andreas Löhne, Christiane Tammer:
Set-valued duality theory for multiple objective linear programs and application to mathematical finance. 159-179 - Stefano Moretti, Stef Tijs, Rodica Branzei, Henk Norde:
Cost allocation protocols for supply contract design in network situations. 181-202
Volume 69, Number 2, May 2009
- Ulrich Faigle, Rainer Schrader, Rüdiger Schultz:
Preface on CTW 2006. 203-204 - Edoardo Amaldi, Leo Liberti, Francesco Maffioli, Nelson Maculan:
Edge-swapping algorithms for the minimum fundamental cycle basis problem. 205-233 - Stephan Dominique Andres:
Game-perfect graphs. 235-250 - Flavia Bonomo, Guillermo Durán, Francisco J. Soulignac, Gabriel Sueiro:
Partial characterizations of coordinated graphs: line graphs and complements of forests. 251-270 - Alberto Bosio, Giovanni Righini:
A dynamic programming algorithm for the single-machine scheduling problem with release dates and deteriorating processing times. 271-280 - Janina A. Brenner, Sándor P. Fekete, Jan van der Veen:
A minimization version of a directed subgraph homeomorphism problem. 281-296 - Hajo Broersma, Elkin Vumar:
On hamiltonicity of P 3-dominated graphs. 297-306 - Tiziana Calamoneri, Emanuele G. Fusco, Richard B. Tan, Paola Vocca:
L ( h , 1, 1)-labeling of outerplanar graphs. 307-321 - Maria L. A. G. Cremers, Willem K. Klein Haneveld, Maarten H. van der Vlerk:
A two-stage model for a day-ahead paratransit planning problem. 323-341 - Jinfeng Feng:
Hamiltonian cycles and 2-dominating induced cycles in claw-free graphs. 343-352 - Sebastian Kuhn, Rüdiger Schultz:
Risk neutral and risk averse power optimization in electricity networks with dispersed generation. 353-367 - Dirk Meierling, Lutz Volkmann:
A remark on degree sequences of multigraphs. 369-374
Volume 69, Number 3, July 2009
- Svetlozar T. Rachev, Frank J. Fabozzi:
Introduction to special issue: studies in mathematical and empirical finance. 375-377 - Sergio Focardi, Frank J. Fabozzi:
Black swans and white eagles: on mathematics and finance. 379-394 - Arthur Charpentier, Abder Oulidi:
Estimating allocations for Value-at-Risk portfolio optimization. 395-410 - Christian Menn, Svetlozar T. Rachev:
Smoothly truncated stable distributions, GARCH-models, and option pricing. 411-438 - Masaaki Kijima, Teruyoshi Suzuki, Keiichi Tanaka:
A latent process model for the pricing of corporate securities. 439-455 - Rafal Weron:
Heavy-tails and regime-switching in electricity prices. 457-473 - Mareike Kaina, Ludger Rüschendorf:
On convex risk measures on Lp-spaces. 475-495 - Paul Embrechts, Marco Frei:
Panjer recursion versus FFT for compound distributions. 497-508 - Jeff Hamrick, Murad S. Taqqu:
Testing diffusion processes for non-stationarity. 509-551 - Ryozo Miura, Yoshimitsu Aoki, Daisuke Yokouchi:
A note on statistical models for individual hedge fund returns. 553-577 - Magdalena Borgosz-Koczwara, Aleksander Weron, Agnieszka Wylomanska:
Stochastic models for bidding strategies on oligopoly electricity market. 579-592 - Chris C. Heyde:
Scaling issues for risky asset modelling. 593-603
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