Estimating the value of contracts. A simulation study

 Access to full text

 Full (PDF)

1. [I] AOKI M., Optimization of Stochastic Systems, New York, Academie Press, 1967. Zbl0168.15802MR234749
2. [2] BLEY K. B., « Randomized and Stochastic Linear, Discrete Differeatial Games with Quadratic Payoff Functions », Ph. D. Thesis, School of Engineering and Applied Science, University of California, Los Angeles, August 1970. 
3. [3] BORCH K., « Indifference Curves and Uncertainty », Swedish Journal of Economics, March 1968, pp. 19-24. 
4. [4] HANOCH G. and LEVY H., « The Efficiency Analysis of Choices Involving Risk », Review of Economic Studies, July 1969, pp. 335-346. Zbl0184.45202
5. [5] IBM/CSMP, « Continuous System Modeling Program », Users' Manual, GH20-0367-4, Program Number 360A-CX-16X, White Plains, New York, 1972. 
6. [6] MARKOWITZ H., Portfolio Selection-Efficient Diversification of Investment, New York, John Wiley & Sons, 1959. MR103768
7. [7] New York Times, December 19, 1972. 
8. [8] SAGE A. P. and MELSA J. L., Estimation Theory with Applications to Communications and Control, New York, McGraw Hill Book Co., 1971. Zbl0255.62005MR501447
9. [9] SOBEL M. J., « Non-Cooperative Stochastic Games », Report No. 21, Department of Administration Sciences, Yale University, Oct. 1969. 
10. [10] TELSER L. G., Competition, Collusion and Games Theory, Chicago, Aldine, Athevton, 1972. 
11. [11] WILLIAM W. W., « Conflict and Decentralization in Stochastic Differential Games », 1970, Joint Automatic Control Conference of the American Automatic Control Council, Georgia Institute of Technology, June 22-26, 1970.