设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
CNKI学位论文(1)
在“
SpringerLink电子期刊
”中,
命中:
20
条,耗时:小于0.01 秒
在所有数据库中总计命中:
1
条
1.
Dynamic optimal execution in a mixed-market-impact Hawkes price model
作者:
Aurélien Alfonsi
;
Pierre Blanc
关键词:
Market impact model
;
Optimal execution
;
Hawkes processes
;
Market microstructure
;
High
;
frequency trading
;
Price manipulations
;
91G99
;
91B
24
;
91B26
;
60G55
;
49J15
;
C02
;
C61
;
C62
;
G11
刊名:Finance and Stochastics
出版年:2016
2.
Bilateral Exchange and Competitive Equilibrium
作者:
Sjur Didrik Flåm
关键词:
Bilateral exchange
;
Convex preferences
;
Competitive equilibrium
;
Generalized gradients
;
Transferable utility
;
91B26
;
91B
55
刊名:Set-Valued and Variational Analysis
出版年:2016
3.
Criteria for Epi/Hypo Convergence of Finite-Valued Bifunctions
作者:
Huynh Thi Hong Diem
;
Phan Quoc Khanh
关键词:
Epi
;
convergence
;
Epi/hypo convergence
;
Lopsided convergence
;
Equivalence class
;
Partial Legendre–Fenchel transform
;
Partial skew conjugate
;
91B
02
;
91B26
;
90C31
;
49F40
刊名:Vietnam Journal of Mathematics
出版年:2015
4.
Optimal investment and contingent claim valuation in illiquid markets
作者:
Teemu Pennanen
关键词:
Illiquidity
;
Optimal investment
;
Reserving
;
Indifference pricing
;
Swap contracts
;
52A07
;
91B
25
;
91B26
;
91B
30
;
G13
;
G22
;
G32
刊名:Finance and Stochastics
出版年:2014
5.
Pricing with markups in industries with increasing marginal costs
作者:
José R. Correa (1)
Nicolás Figueroa (2)
Roger Lederman (3)
Nicolás E. Stier-Moses (3) (4)
关键词:
Imperfect competition
;
Supply function equilibrium
;
Pricing
;
Game theory
;
Allocation efficiency
;
90B10
;
90B06
;
91B
24
;
91B26
刊名:Mathematical Programming
出版年:2014
6.
Bubbles and crashes in a Black–Scholes model with delay
作者:
John A. D. Appleby (1)
Markus Riedle (2)
Catherine Swords (3)
关键词:
Stochastic functional differential equation
;
Resolvent
;
Renewal equation
;
Brownian motion
;
Law of the iterated logarithm
;
Efficient market hypothesis
;
91B26
;
91B
70
;
34K50
;
34K25
;
G14
刊名:Finance and Stochastics
出版年:2013
7.
Liquidity risks on power exchanges: a generalized Nash equilibrium model
作者:
Gauthier de Maere d’Aertrycke
;
Yves Smeers
关键词:
90C33 Complementarity problems
;
91B
28 Finance
;
portfolios
;
investment
;
91B26
Market models (auctions
;
bargaining
;
bidding
;
selling
;
etc.)
刊名:Mathematical Programming
出版年:2013
8.
A model and approach to the challenge posed by optimal power systems planning
作者:
Richard P. O’Neill
;
Eric A. Krall
;
Kory W. Hedman…
关键词:
Duality
;
Integer programming
;
Stochastic programming
;
Generation unit commitment
;
Investment
;
Power system economics
;
90B15 Network models
;
stochastic
;
90C11 Mixed integer programming
;
90C90 Applications of mathematical programming
;
91B
32 Resource and cost allocation
;
91B26
Market models (auctions
;
bargaining
;
bidding
;
selling
;
etc.)
刊名:Mathematical Programming
出版年:2013
9.
Risk adjusted discounted cash flows in capacity expansion models
作者:
Andreas Ehrenmann (1)
Yves Smeers (2)
关键词:
Complementarity and equilibrium problems and variational inequalities (Finite dimensions)
;
Applications of mathematical programming
;
90C33 Complementarity problems
;
91B
28 Finance
;
portfolios
;
investment
;
91B26
Market models (auctions
;
bargaining
;
bidding
;
selling
;
etc.)
刊名:Mathematical Programming
出版年:2013
10.
On the existence of supply function equilibria
作者:
Edward J. Anderson (1)
关键词:
Wholesale electricity markets
;
Divisible good auctions
;
Supply functions
;
Existence of equilibria
;
91A80
;
91B26
刊名:Mathematical Programming
出版年:2013
1
2
按检索点细分(20)
关键词(20)
按出版年细分(20)
2016年(2)
2015年(1)
2014年(2)
2013年(7)
2012年(2)
2006年(1)
2002年(5)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.