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2009, vol.58, no.1	2009, vol.58, no.2	2009, vol.58, no.3	2009, vol.58, no.4	2009, vol.58, no.5	2009, vol.58, no.6
2009, vol.58, no.7	2009, vol.58, no.8

题名	作者	出版年	年卷期
DC programming approach for portfolio optimization under step increasing transaction costs	Hoai An Le Thi; Mahdi Moeini; Tao Pham Dinh	2009	2009, vol.58, no.3
Solving optimal investment problems with structured products under CVaR constraints	Ralf Korn; Serkan Zeytun	2009	2009, vol.58, no.3
An exact algorithm for factor model in portfolio selection with roundlot constraints	X. L. Sun; S. F. Niu; D. Li	2009	2009, vol.58, no.3
Duality in static hedging of barrier options	J. H. Maruhn	2009	2009, vol.58, no.3
Measures of model uncertainty and calibrated option bounds	Mustafa C. Pinar	2009	2009, vol.58, no.3
Robust mid-term power generation management	V. Guigues; R. Aid; P. M. Ndiaye; F. Oustry; F. Romanet	2009	2009, vol.58, no.3
Calibration of stochastic models for interest rate derivatives	Martin Rainer	2009	2009, vol.58, no.3