An explicit formula of Hessian determinants of composite functions and its applications
An extension of Fan's fixed point theorem and equilibrium point of an abstract economy
An improved economic growth model with endogenous fertility.
An infinitely divisible distribution in financial modelling
An inflationary inventory model with time dependent demand with Weibull distribution deterioration and partial backlogging under permissible delay in payments
An interactive sequential approach to multicriteria decision making
An inverse problem in the economic theory of demand
An iterative algorithm combining viscosity method with parallel method for a generalized equilibrium problem and strict pseudocontractions.
An optimal control problem in economics.
An optimal decision procedure using dynamic programming technique
Analyse de l'inégalité multicritère
Analyse hiérarchique des préférences et généralisations de la transitivité
Analyse sensorielle quasi-ordres et représentations simpliciales
Analysis of Simulation Model Aplication to Forecast the Railway Workers Failures
Analytic Hierarchy Model of the Selection of an Optimal Organization Variant
Analytical approximation of the transition density in a local volatility model
We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.
Anwendung einiger Sätze aus der Wahrscheinlichkeitsrechnung auf die Berechnung der Prämien mehrerer Versicherungskombinationen
Application of a quantitative multiple criteria decision making (MCDM-1) approach to the analysis of investments in construction
Application of ELECTRE III and DEA Methods in the Bpr of a Bank Branch Network
Application of SVR with improved ant colony optimization algorithms in exchange rate forecasting