Nowak, Maciej; Targiel, Krzysztof S. Using a multicriteria interactive approach in scheduling non-critical activities. (English) Zbl 1398.90053 Oper. Res. Decis. 28, No. 1, 43-56 (2018). MSC: 90B35 90B50 PDF BibTeX XML Cite \textit{M. Nowak} and \textit{K. S. Targiel}, Oper. Res. Decis. 28, No. 1, 43--56 (2018; Zbl 1398.90053) Full Text: DOI
Chojnowska-Michalik, Anna; Fraszka-Sobczyk, Emilia On the uniform convergence of Cox-Ross-Rubinstein formulas to the Black-Scholes formula. (English) Zbl 1366.91153 Bull. Soc. Sci. Lett. Łódź, Sér. Rech. Déform. 66, No. 3, 29-38 (2016). MSC: 91G20 60H15 PDF BibTeX XML Cite \textit{A. Chojnowska-Michalik} and \textit{E. Fraszka-Sobczyk}, Bull. Soc. Sci. Lett. Łódź, Sér. Rech. Déform. 66, No. 3, 29--38 (2016; Zbl 1366.91153)
Chaudhary, Hafiz Usman Afzal On super edge-magicness of two special families of graphs. (English) Zbl 1339.05349 Util. Math. 97, 97-108 (2015). MSC: 05C78 05C80 PDF BibTeX XML Cite \textit{H. U. A. Chaudhary}, Util. Math. 97, 97--108 (2015; Zbl 1339.05349)
Mao, Xuerong; Li, Xiaoyue Stochastic modeling in finance and Monte Carlo simulations with R. II: Cox-Ross-Rubinstein model. (Chinese. English summary) Zbl 1340.91135 J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 2, 125-132 (2015). MSC: 91G30 91G60 PDF BibTeX XML Cite \textit{X. Mao} and \textit{X. Li}, J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 2, 125--132 (2015; Zbl 1340.91135)
Fraszka-Sobczyk, Emilia On some generalization of the Cox-Ross-Rubinstein model and its asymptotics of Black-Scholes type. (English) Zbl 1366.91154 Bull. Soc. Sci. Lett. Łódź, Sér. Rech. Déform. 64, No. 1, 25-34 (2014). MSC: 91G20 60H15 PDF BibTeX XML Cite \textit{E. Fraszka-Sobczyk}, Bull. Soc. Sci. Lett. Łódź, Sér. Rech. Déform. 64, No. 1, 25--34 (2014; Zbl 1366.91154)
Li, Peiluan; Zhang, Zengyuan Pricing of discrete derivatives. (Chinese. English summary) Zbl 1299.91143 J. Henan Univ. Sci. Technol., Nat. Sci. 34, No. 6, 79-82 (2013). MSC: 91G20 PDF BibTeX XML Cite \textit{P. Li} and \textit{Z. Zhang}, J. Henan Univ. Sci. Technol., Nat. Sci. 34, No. 6, 79--82 (2013; Zbl 1299.91143)
Yam, S. C. P.; Yung, S. P.; Zhou, W. Two rationales behind the ‘buy-and-hold or sell-at-once’ strategy. (English) Zbl 1186.60039 J. Appl. Probab. 46, No. 3, 651-668 (2009). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 60G40 91B70 62L15 PDF BibTeX XML Cite \textit{S. C. P. Yam} et al., J. Appl. Probab. 46, No. 3, 651--668 (2009; Zbl 1186.60039) Full Text: DOI
Sass, Jörn Portfolio optimization under transaction costs in the CRR model. (English) Zbl 1125.91360 Math. Methods Oper. Res. 61, No. 2, 239-259 (2005). MSC: 91G10 90C40 90C90 PDF BibTeX XML Cite \textit{J. Sass}, Math. Methods Oper. Res. 61, No. 2, 239--259 (2005; Zbl 1125.91360) Full Text: DOI
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark Option pricing: a simplified approach. (English) Zbl 1131.91333 J. Financ. Econ. 7, No. 3, 229-263 (1979). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{J. C. Cox} et al., J. Financ. Econ. 7, No. 3, 229--263 (1979; Zbl 1131.91333) Full Text: DOI