Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Manfred Schal
Information about the author Manfred Schal will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
On quadratic cost criteria for option hedging
1994
Consider an option with maturity time T corresponding to a contingent claim H (in an...
On the second optimality equation for semi-Markov decision models
1992
For a semi-Markov decision model with average return, the validity of the second...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
