Zhao, Yunlei; Lee, C. H.; Zhao, Yiming; Zhu, Hong Some observation on zap and its applications. (English) Zbl 1086.94512 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 633-648 (2005). MSC: 94A60 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 633--648 (2005; Zbl 1086.94512)
Du, Li; Hu, Qiying; Yue, Wuyi Analysis and evaluation for optimal allocation in sequential internet auction systems with reserve price. (English) Zbl 1151.90572 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 617-631 (2005). MSC: 90C40 90B80 PDFBibTeX XMLCite \textit{L. Du} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 617--631 (2005; Zbl 1151.90572)
Chen, Lihua; Chen, Ning; Deng, Xiaotie; Zhu, Hong Equilibrium prices for resource allocation in grid computing. (English) Zbl 1127.91361 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 607-615 (2005). MSC: 91B32 90C35 PDFBibTeX XMLCite \textit{L. Chen} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 607--615 (2005; Zbl 1127.91361)
Herzel, Stefano Arbitrage opportunities on derivatives: a linear programming approach. (English) Zbl 1127.91338 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 589-606 (2005). MSC: 91B28 90C05 PDFBibTeX XMLCite \textit{S. Herzel}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 589--606 (2005; Zbl 1127.91338)
Yu, Mei; Wang, Shou-Yang; Lai, Kin Keung; Chao, Xiuli Multiperiod portfolio selection on a minimax rule. (English) Zbl 1182.91163 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 565-587 (2005). MSC: 91G10 90C39 90C47 PDFBibTeX XMLCite \textit{M. Yu} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 565--587 (2005; Zbl 1182.91163)
Bomze, Immanuel M. Portfolio selection via replicator dynamics and projections of indefinite estimated covariances. (English) Zbl 1181.90209 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 527-563 (2005). MSC: 90C20 91G10 91G80 PDFBibTeX XMLCite \textit{I. M. Bomze}, Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 527--563 (2005; Zbl 1181.90209)
Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang A closed-form solution to a dynamic portfolio optimization problem. (English) Zbl 1127.91026 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 517-526 (2005). MSC: 91G10 91B62 90B50 90C90 49M37 PDFBibTeX XMLCite \textit{Z.-F. Li} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 517--526 (2005; Zbl 1127.91026)
Fang, Y.; Lai, K. K.; Wang, S. Y. Portfolio rebalancing with transaction costs and a minimal purchase unit. (English) Zbl 1127.91336 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 499-515 (2005). MSC: 91G10 90B50 90C11 90C90 PDFBibTeX XMLCite \textit{Y. Fang} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 499--515 (2005; Zbl 1127.91336)
Konno, Hiroshi; Koshizuka, Tomoyuki; Yamamoto, Rei Portfolio optimization under long-short constraints. (English) Zbl 1127.91342 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 483-498 (2005). MSC: 91G10 90C57 PDFBibTeX XMLCite \textit{H. Konno} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 483--498 (2005; Zbl 1127.91342)