Papin, Timothee; Turinici, Gabriel Prepayment option of a perpetual corporate loan: the impact of the funding costs. (English) Zbl 1304.91236 Int. J. Theor. Appl. Finance 17, No. 4, Article ID 1450028, 32 p. (2014). MSC: 91G50 91G20 60J28 91G30 91G60 91G80 93E20 PDFBibTeX XMLCite \textit{T. Papin} and \textit{G. Turinici}, Int. J. Theor. Appl. Finance 17, No. 4, Article ID 1450028, 32 p. (2014; Zbl 1304.91236) Full Text: DOI
de Barros Bruno, Sergio Vitor; Sagastizábal, Claudia Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries. (English) Zbl 1218.91163 Optim. Eng. 12, No. 1-2, 257-275 (2011). MSC: 91G50 91G10 90C90 91B74 PDFBibTeX XMLCite \textit{S. V. de Barros Bruno} and \textit{C. Sagastizábal}, Optim. Eng. 12, No. 1--2, 257--275 (2011; Zbl 1218.91163) Full Text: DOI