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Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing 期刊论文
OPTIMIZATION, 2008, 卷号: 57, 期号: 5, 页码: 691-703
作者:  Li, Ping;  Wang, Shou-Yang
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
martingale measure  derivative pricing  optimal consumption  incomplete market  utility maximization  
A stochastic approach to hotel revenue management considering multiple-day stays 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 545-556
作者:  Liu, Shuqin;  Lai, Kin Keung;  Dong, Jichang;  Wang, Shou-Yang
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
revenue management  stochastic programming  semi-absolute deviation