The game of End-Nim.
The grouping of policy values
The hexad game.
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.
The implicit generalized order complementarity problem and Leontief's input-output model
We consider the Implicit Generalized Order Complementarity Problem and we use this mathematical model to study a nonlinear and conceptual generalization of Leontief's input-output economic model. We suppose that the economic system works with several technologies and the considered functions are not necessarily increasing.
The intensity model for pricing credit securities with jump diffusion and counterparty risk.
The joint determination of price, quality, and capacity: An application to supermarket operations.
The Koebe Domain for Concave Univalent Functions
2000 Mathematics Subject Classification: 30C25, 30C45.K is the exact Koebe domain for the class of functions considered here.
The Kurzweil integral in financial market modeling
Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken into account. We show that one particular market model considered here admits a representation in terms of Prandtl-Ishlinskii hysteresis operators, which are extended in order to include possible discontinuities...
The limit of inconsistency reduction in pairwise comparisons
This study provides a proof that the limit of a distance-based inconsistency reduction process is a matrix induced by the vector of geometric means of rows when a distance-based inconsistent pairwise comparisons matrix is transformed into a consistent PC matrix by stepwise inconsistency reduction in triads. The distance-based inconsistency indicator was defined by Koczkodaj (1993) for pairwise comparisons. Its convergence was analyzed in 1996 (regretfully, with an incomplete proof) and finally completed...
The long-run dynamic of the nexus between military strength and national power: An econometric analysis.
The martingale method of shortfall risk minimization in a discrete time market
The shortfall risk minimization problem for the investor who hedges a contingent claim is studied. It is shown that in case the nonnegativity of the final wealth is not imposed, the optimal strategy in a finite market model is obtained by super-hedging a contingent claim connected with a martingale measure which is a solution of an auxiliary maximization problem.
The maximal variation of a bounded martingale and the central limit theorem
The method of psychoacoustic transformation applied to the investigation of expression in speech and music
The minimum size required of a solitaire army.
The minimum-entropy algorithm and related methods for calibrating asset-pricing models.
The MOORA method and its application to privatization in a transition economy
The multi-dimensional super-replication problem under gamma constraints
The need of impatience for general existence theorems for equilibria and Pareto optima in mathematical economic systems
The new science of complexity.