Dutta, A.; Das, A. K. Homotopy continuation method for discounted zero-sum stochastic game with ARAT structure. (English) Zbl 1522.91014 Int. Game Theory Rev. 25, No. 3, Article ID 2340004, 18 p. (2023). MSC: 91A05 91A10 91A15 90C33 65H14 PDFBibTeX XMLCite \textit{A. Dutta} and \textit{A. K. Das}, Int. Game Theory Rev. 25, No. 3, Article ID 2340004, 18 p. (2023; Zbl 1522.91014) Full Text: DOI arXiv
Pandey, S. C.; Raturi, A. K. On solutions to the arms race model using some techniques of fractional calculus. (English) Zbl 07743256 J. Ramanujan Soc. Math. Math. Sci. 10, No. 2, 45-60 (2023). MSC: 34C60 91D99 34A08 26A33 34A45 PDFBibTeX XMLCite \textit{S. C. Pandey} and \textit{A. K. Raturi}, J. Ramanujan Soc. Math. Math. Sci. 10, No. 2, 45--60 (2023; Zbl 07743256) Full Text: DOI Link
Malik, Pradeep; Deepika Stability analysis of fractional order modelling of social media addiction. (English) Zbl 07723697 Math. Found. Comput. 6, No. 4, 670-690 (2023). MSC: 92D30 91D30 26A33 34D20 PDFBibTeX XMLCite \textit{P. Malik} and \textit{Deepika}, Math. Found. Comput. 6, No. 4, 670--690 (2023; Zbl 07723697) Full Text: DOI
Lee, Kisun; Tang, Xindong On the polyhedral homotopy method for solving generalized Nash equilibrium problems of polynomials. (English) Zbl 1519.91013 J. Sci. Comput. 95, No. 1, Paper No. 13, 26 p. (2023); correction ibid. 95, No. 3, Paper No. 83, 2 p. (2023). MSC: 91A11 65H14 90C23 PDFBibTeX XMLCite \textit{K. Lee} and \textit{X. Tang}, J. Sci. Comput. 95, No. 1, Paper No. 13, 26 p. (2023; Zbl 1519.91013) Full Text: DOI arXiv
Ma, Wei; Naraidoo, Ruthira; Perugini, Francesco Computation of spatial equilibria in the Ottaviano-Tabuchi-Thisse model. (English) Zbl 1508.91390 Econ. Lett. 223, Article ID 110986, 5 p. (2023). MSC: 91B72 91B39 PDFBibTeX XMLCite \textit{W. Ma} et al., Econ. Lett. 223, Article ID 110986, 5 p. (2023; Zbl 1508.91390) Full Text: DOI
Cao, Yiyin; Dang, Chuangyin A variant of Harsanyi’s tracing procedures to select a perfect equilibrium in normal form games. (English) Zbl 1497.91018 Games Econ. Behav. 134, 127-150 (2022). MSC: 91A11 PDFBibTeX XMLCite \textit{Y. Cao} and \textit{C. Dang}, Games Econ. Behav. 134, 127--150 (2022; Zbl 1497.91018) Full Text: DOI
Gao, Wei; Veeresha, P.; Prakasha, D. G.; Baskonus, Haci Mehmet Regarding new numerical results for the dynamical model of romantic relationships with fractional derivative. (English) Zbl 1492.34054 Fractals 30, No. 1, Article ID 2240009, 11 p. (2022). MSC: 34C60 34A08 91D99 34A45 PDFBibTeX XMLCite \textit{W. Gao} et al., Fractals 30, No. 1, Article ID 2240009, 11 p. (2022; Zbl 1492.34054) Full Text: DOI
Cao, Yiyin; Dang, Chuangyin; Sun, Yabin Complementarity enhanced Nash’s mappings and differentiable homotopy methods to select perfect equilibria. (English) Zbl 1484.91016 J. Optim. Theory Appl. 192, No. 2, 533-563 (2022). MSC: 91A11 91A18 PDFBibTeX XMLCite \textit{Y. Cao} et al., J. Optim. Theory Appl. 192, No. 2, 533--563 (2022; Zbl 1484.91016) Full Text: DOI
Batra, Luckshay; Taneja, H. C. Approximate-analytical solution to the information measure’s based quanto option pricing model. (English) Zbl 1498.91428 Chaos Solitons Fractals 153, Part 1, Article ID 111493, 10 p. (2021). MSC: 91G20 PDFBibTeX XMLCite \textit{L. Batra} and \textit{H. C. Taneja}, Chaos Solitons Fractals 153, Part 1, Article ID 111493, 10 p. (2021; Zbl 1498.91428) Full Text: DOI
Zhan, Yang; Dang, Chuangyin Computing equilibria for markets with constant returns production technologies. (English) Zbl 1482.91109 Ann. Oper. Res. 301, No. 1-2, 269-284 (2021). MSC: 91B38 91B50 PDFBibTeX XMLCite \textit{Y. Zhan} and \textit{C. Dang}, Ann. Oper. Res. 301, No. 1--2, 269--284 (2021; Zbl 1482.91109) Full Text: DOI
Zhan, Yang; Dang, Chuangyin A smooth homotopy method for incomplete markets. (English) Zbl 1471.91272 Math. Program. 190, No. 1-2 (A), 585-613 (2021). MSC: 91B50 90C33 65H20 PDFBibTeX XMLCite \textit{Y. Zhan} and \textit{C. Dang}, Math. Program. 190, No. 1--2 (A), 585--613 (2021; Zbl 1471.91272) Full Text: DOI
Yang, Shuquan; Jia, Zhaoli; Wu, Qianqian; Wu, Huojun Homotopy analysis method for portfolio optimization problem under the 3/2 model. (English) Zbl 1460.91256 J. Syst. Sci. Complex. 34, No. 3, 1087-1101 (2021). MSC: 91G10 55P99 91G80 PDFBibTeX XMLCite \textit{S. Yang} et al., J. Syst. Sci. Complex. 34, No. 3, 1087--1101 (2021; Zbl 1460.91256) Full Text: DOI
Zhan, Yang; Dang, Chuangyin Determination of general equilibrium with incomplete markets and default penalties. (English) Zbl 1458.91129 J. Math. Econ. 92, 49-59 (2021). MSC: 91B50 PDFBibTeX XMLCite \textit{Y. Zhan} and \textit{C. Dang}, J. Math. Econ. 92, 49--59 (2021; Zbl 1458.91129) Full Text: DOI
Chen, Yin; Dang, Chuangyin A differentiable homotopy method to compute perfect equilibria. (English) Zbl 1458.91018 Math. Program. 185, No. 1-2 (A), 77-109 (2021). Reviewer: George Stoica (Saint John) MSC: 91A11 91A10 91A18 57R99 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{C. Dang}, Math. Program. 185, No. 1--2 (A), 77--109 (2021; Zbl 1458.91018) Full Text: DOI
Fadugba, Sunday Emmanuel Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation. (English) Zbl 1496.91100 Chaos Solitons Fractals 141, Article ID 110351, 7 p. (2020). MSC: 91G60 35R11 35Q91 65M99 91G20 PDFBibTeX XMLCite \textit{S. E. Fadugba}, Chaos Solitons Fractals 141, Article ID 110351, 7 p. (2020; Zbl 1496.91100) Full Text: DOI
Prathumwan, Din; Trachoo, Kamonchat On the solution of two-dimensional fractional Black-Scholes equation for European put option. (English) Zbl 1482.91206 Adv. Difference Equ. 2020, Paper No. 146, 9 p. (2020). MSC: 91G20 91G60 26A33 35R11 PDFBibTeX XMLCite \textit{D. Prathumwan} and \textit{K. Trachoo}, Adv. Difference Equ. 2020, Paper No. 146, 9 p. (2020; Zbl 1482.91206) Full Text: DOI
Norouzi, Fatemeh; N’Guérékata, Gaston M. A new study of fractional-order financial system via homotopy analysis. (English) Zbl 1488.34285 An. Univ. Oradea, Fasc. Mat. 27, No. 1, 141-152 (2020). MSC: 34C60 34A08 34C05 91G99 34A45 PDFBibTeX XMLCite \textit{F. Norouzi} and \textit{G. M. N'Guérékata}, An. Univ. Oradea, Fasc. Mat. 27, No. 1, 141--152 (2020; Zbl 1488.34285)
Batra, Luckshay; Taneja, H. C. On Black-Scholes option pricing model with stochastic volatility: an information theoretic approach. (English) Zbl 1470.91269 Stochastic Anal. Appl. 39, No. 2, 327-338 (2020). MSC: 91G20 35Q91 44A10 PDFBibTeX XMLCite \textit{L. Batra} and \textit{H. C. Taneja}, Stochastic Anal. Appl. 39, No. 2, 327--338 (2020; Zbl 1470.91269) Full Text: DOI
Bhadane, Pradip R.; Ghadle, Kirtiwant P.; Hamoud, Ahmed A. Approximate solution of fractional Black-Scholes European option pricing equation by using ETHPM. (Approximate solution of fractional Black-Schole’s European option pricing equation by using ETHPM.) (English) Zbl 1453.91106 Nonlinear Funct. Anal. Appl. 25, No. 2, 331-344 (2020). MSC: 91G60 65M99 65R10 35R11 91G20 PDFBibTeX XMLCite \textit{P. R. Bhadane} et al., Nonlinear Funct. Anal. Appl. 25, No. 2, 331--344 (2020; Zbl 1453.91106) Full Text: Link
Juárez-Anguiano, Hugo Equivariant retracts and a topological social choice model. (English) Zbl 1443.91133 Topology Appl. 279, Article ID 107246, 7 p. (2020). MSC: 91B14 54C55 PDFBibTeX XMLCite \textit{H. Juárez-Anguiano}, Topology Appl. 279, Article ID 107246, 7 p. (2020; Zbl 1443.91133) Full Text: DOI
Zhu, Zhichuan; Yao, Yonghong; Postolache, Mihai Globally convergent method for designing twice spline contractual function. (English) Zbl 1499.91050 J. Inequal. Appl. 2019, Paper No. 283, 15 p. (2019). MSC: 91B43 65H20 65D07 PDFBibTeX XMLCite \textit{Z. Zhu} et al., J. Inequal. Appl. 2019, Paper No. 283, 15 p. (2019; Zbl 1499.91050) Full Text: DOI
Podoprikhin, D. A.; Fomenko, T. N. Multivalued homotopy on an ordered set, fixed and coincidence points of mappings, and applications in game theory. (English. Russian original) Zbl 1432.55001 Math. Notes 106, No. 4, 591-601 (2019); translation from Mat. Zametki 106, No. 4, 565-577 (2019). MSC: 55M20 54H25 91A99 PDFBibTeX XMLCite \textit{D. A. Podoprikhin} and \textit{T. N. Fomenko}, Math. Notes 106, No. 4, 591--601 (2019; Zbl 1432.55001); translation from Mat. Zametki 106, No. 4, 565--577 (2019) Full Text: DOI
Fan, Xiaona; Jiang, Li; Li, Mengsi Homotopy method for solving generalized Nash equilibrium problem with equality and inequality constraints. (English) Zbl 1438.91002 J. Ind. Manag. Optim. 15, No. 4, 1795-1807 (2019). MSC: 91A10 PDFBibTeX XMLCite \textit{X. Fan} et al., J. Ind. Manag. Optim. 15, No. 4, 1795--1807 (2019; Zbl 1438.91002) Full Text: DOI
Yavuz, M.; Özdemir, N. A different approach to the European option pricing model with new fractional operator. (English) Zbl 1405.91658 Math. Model. Nat. Phenom. 13, No. 1, Paper No. 12, 12 p. (2018). MSC: 91G20 91G80 35R11 35Q91 49M27 PDFBibTeX XMLCite \textit{M. Yavuz} and \textit{N. Özdemir}, Math. Model. Nat. Phenom. 13, No. 1, Paper No. 12, 12 p. (2018; Zbl 1405.91658) Full Text: DOI
Sawangtong, Panumart; Trachoo, Kamonchat; Sawangtong, Wannika; Wiwattanapataphee, Benchawan The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense. (English) Zbl 1418.91536 Mathematics 6, No. 8, Paper No. 129, 14 p. (2018). MSC: 91G20 26A33 44A10 PDFBibTeX XMLCite \textit{P. Sawangtong} et al., Mathematics 6, No. 8, Paper No. 129, 14 p. (2018; Zbl 1418.91536) Full Text: DOI
Zhan, Yang; Dang, Chuangyin A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities. (English) Zbl 1409.90223 Comput. Optim. Appl. 71, No. 2, 381-402 (2018). MSC: 90C47 90C31 91B52 PDFBibTeX XMLCite \textit{Y. Zhan} and \textit{C. Dang}, Comput. Optim. Appl. 71, No. 2, 381--402 (2018; Zbl 1409.90223) Full Text: DOI
Zhu, Zhichuan; Yu, Bo A modified homotopy method for solving the principal-agent bilevel programming problem. (English) Zbl 1409.91157 Comput. Appl. Math. 37, No. 1, 541-566 (2018). MSC: 91B40 90C26 14F99 PDFBibTeX XMLCite \textit{Z. Zhu} and \textit{B. Yu}, Comput. Appl. Math. 37, No. 1, 541--566 (2018; Zbl 1409.91157) Full Text: DOI
Wu, Yue; He, Ji-Huan A remark on Samuelson’s variational principle in economics. (English) Zbl 1408.91135 Appl. Math. Lett. 84, 143-147 (2018). Reviewer: Karel Zimmermann (Praha) MSC: 91B50 49N90 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{J.-H. He}, Appl. Math. Lett. 84, 143--147 (2018; Zbl 1408.91135) Full Text: DOI
Du, Chuan; Szul, Christopher; Manawa, Adarsh; Rasekh, Nima; Guzman, Rosemary K.; Davidson, Ruth RGB image-based data analysis via discrete Morse theory and persistent homology. arXiv:1801.09530 Preprint, arXiv:1801.09530 [cs.CV] (2018). MSC: 05E45 57T99 91C99 52-04 55U99 BibTeX Cite \textit{C. Du} et al., ``RGB image-based data analysis via discrete Morse theory and persistent homology'', Preprint, arXiv:1801.09530 [cs.CV] (2018) Full Text: arXiv OA License
del Mercato, Elena L.; Platino, Vincenzo Private ownership economies with externalities and existence of competitive equilibria: a differentiable approach. (English) Zbl 1402.91283 J. Econ. 121, No. 1, 75-98 (2017). MSC: 91B50 91B38 PDFBibTeX XMLCite \textit{E. L. del Mercato} and \textit{V. Platino}, J. Econ. 121, No. 1, 75--98 (2017; Zbl 1402.91283) Full Text: DOI Link
Zhu, Zhichuan; Yu, Bo Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming. (English) Zbl 1364.90282 Optim. Methods Softw. 32, No. 1, 69-85 (2017). MSC: 90C26 65K05 91-08 91B40 PDFBibTeX XMLCite \textit{Z. Zhu} and \textit{B. Yu}, Optim. Methods Softw. 32, No. 1, 69--85 (2017; Zbl 1364.90282) Full Text: DOI
Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. (English) Zbl 1510.91182 Commun. Nonlinear Sci. Numer. Simul. 39, 332-342 (2016). MSC: 91G60 65R20 91G80 PDFBibTeX XMLCite \textit{G. Curato} et al., Commun. Nonlinear Sci. Numer. Simul. 39, 332--342 (2016; Zbl 1510.91182) Full Text: DOI
Elliott, Robert J.; Chan, Leunglung; Siu, Tak Kuen Pricing options in a Markov regime switching model with a random acceleration for the volatility. (English) Zbl 1418.91509 IMA J. Appl. Math. 81, No. 5, 842-859 (2016). MSC: 91G20 60J28 91G60 65C05 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., IMA J. Appl. Math. 81, No. 5, 842--859 (2016; Zbl 1418.91509) Full Text: DOI Link
Rong, Jiang; Qin, Tao; An, Bo; Liu, Tie-Yan Modeling bounded rationality for sponsored search auctions. (English) Zbl 1396.91278 Kaminka, Gal A. (ed.) et al., ECAI 2016. 22nd European conference on artificial intelligence, The Hague, Netherlands, August 29 – September 2, 2016. Proceedings. Including proceedings of the accompanied conference on prestigious applications of intelligent systems (PAIS 2016). In 2 volumes. Amsterdam: IOS Press (ISBN 978-1-61499-671-2/pbk; 978-1-61499-672-9/ebook). Frontiers in Artificial Intelligence and Applications 285, 515-523 (2016). MSC: 91B26 91-04 68W15 PDFBibTeX XMLCite \textit{J. Rong} et al., Front. Artif. Intell. Appl. 285, 515--523 (2016; Zbl 1396.91278) Full Text: DOI
Dou, Yixin; Fu, Jianhua Homotopy perturbation sparsity regularization method with applications. (Chinese. English summary) Zbl 1389.91126 Acta Anal. Funct. Appl. 18, No. 1, 76-83 (2016). MSC: 91G60 65J15 65J20 91G20 PDFBibTeX XMLCite \textit{Y. Dou} and \textit{J. Fu}, Acta Anal. Funct. Appl. 18, No. 1, 76--83 (2016; Zbl 1389.91126) Full Text: DOI
Chan, Leunglung; Zhu, Song-Ping An analytic formula for pricing American-style convertible bonds in a regime switching model. (English) Zbl 1433.91172 IMA J. Manag. Math. 26, No. 4, 403-428 (2015). MSC: 91G20 60H30 60J28 PDFBibTeX XMLCite \textit{L. Chan} and \textit{S.-P. Zhu}, IMA J. Manag. Math. 26, No. 4, 403--428 (2015; Zbl 1433.91172) Full Text: DOI
Ma, Wei A simple method for computing equilibria when asset markets are incomplete. (English) Zbl 1402.91279 J. Econ. Dyn. Control 52, 32-38 (2015). MSC: 91B50 91-08 PDFBibTeX XMLCite \textit{W. Ma}, J. Econ. Dyn. Control 52, 32--38 (2015; Zbl 1402.91279) Full Text: DOI
Aminikhah, Hossein; Mehrdoust, Farshid On approximate-analytical solution of generalized Black-Scholes equation. (English) Zbl 1363.91100 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 77, No. 4, 185-194 (2015). MSC: 91G20 35Q91 35K10 65M99 PDFBibTeX XMLCite \textit{H. Aminikhah} and \textit{F. Mehrdoust}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 77, No. 4, 185--194 (2015; Zbl 1363.91100)
Chan, Leunglung; Zhu, Song-Ping An explicit analytic formula for pricing barrier options with regime switching. (English) Zbl 1308.91158 Math. Financ. Econ. 9, No. 1, 29-37 (2015). MSC: 91G20 35A25 34A25 35Q91 35R09 60H30 PDFBibTeX XMLCite \textit{L. Chan} and \textit{S.-P. Zhu}, Math. Financ. Econ. 9, No. 1, 29--37 (2015; Zbl 1308.91158) Full Text: DOI
Biazar, J.; Goldoust, F.; Mehrdoust, F. On pricing European options under HCIR model: a comparative study. (English) Zbl 1413.91127 Adv. Model. Optim. 16, No. 3, 523-531 (2014). MSC: 91G60 65M99 91G20 60H15 PDFBibTeX XMLCite \textit{J. Biazar} et al., Adv. Model. Optim. 16, No. 3, 523--531 (2014; Zbl 1413.91127) Full Text: Link
Castellan, Simon; Clairambault, Pierre; Winskel, Glynn Symmetry in concurrent games. (English) Zbl 1395.68180 Proceedings of the joint meeting of the twenty-third EACSL annual conference on computer science logic, CSL, and the 2014 29th annual ACM/IEEE symposium on logic in computer science, LICS 2014, Vienna, Austria, July 14–18, 2014. Los Alamitos, CA: IEEE Computer Society (ISBN 978-1-4503-2886-9). Paper No. 28, 10 p. (2014). MSC: 68Q55 68Q85 91A44 91A80 PDFBibTeX XMLCite \textit{S. Castellan} et al., in: Proceedings of the joint meeting of the twenty-third EACSL annual conference on computer science logic, CSL, and the 2014 29th annual ACM/IEEE symposium on logic in computer science, LICS 2014, Vienna, Austria, July 14--18, 2014. Los Alamitos, CA: IEEE Computer Society. Paper No. 28, 10 p. (2014; Zbl 1395.68180) Full Text: DOI
El-Khatib, Youssef A homotopy analysis method for the option pricing PDE in post-crash markets. (English) Zbl 1321.91112 Math. Econ. Lett. 2, No. 3-4, 45-50 (2014). MSC: 91G20 91G80 35A35 35Q91 PDFBibTeX XMLCite \textit{Y. El-Khatib}, Math. Econ. Lett. 2, No. 3--4, 45--50 (2014; Zbl 1321.91112) Full Text: DOI
Guerrero, Francisco; Vazquez-Leal, Hector Application of multi-stage HAM-Padé to solve a model for the evolution of cocaine consumption in Spain. (English) Zbl 1322.91048 TWMS J. Pure Appl. Math. 5, No. 2, 241-255 (2014). MSC: 91D99 91D30 92D30 62P25 PDFBibTeX XMLCite \textit{F. Guerrero} and \textit{H. Vazquez-Leal}, TWMS J. Pure Appl. Math. 5, No. 2, 241--255 (2014; Zbl 1322.91048)
Sakuma, Takayuki; Yamada, Yuji Application of homotopy analysis method to option pricing under Lévy processes. (English) Zbl 1307.91180 Asia-Pac. Financ. Mark. 21, No. 1, 1-14 (2014). MSC: 91G20 91G80 35A25 34A25 35Q91 35R09 60G51 PDFBibTeX XMLCite \textit{T. Sakuma} and \textit{Y. Yamada}, Asia-Pac. Financ. Mark. 21, No. 1, 1--14 (2014; Zbl 1307.91180) Full Text: DOI Link
McLennan, Andrew Fixed points of parameterized perturbations. (English) Zbl 1312.54012 J. Math. Econ. 55, 186-189 (2014). Reviewer: Laszlo Zsilinszky (Pembroke) MSC: 54C60 91A15 PDFBibTeX XMLCite \textit{A. McLennan}, J. Math. Econ. 55, 186--189 (2014; Zbl 1312.54012) Full Text: DOI Link
Zhu, Zhichuan; Yu, Bo; Yang, Li Globally convergent homotopy method for designing piecewise linear deterministic contractual function. (English) Zbl 1282.91178 J. Ind. Manag. Optim. 10, No. 3, 717-741 (2014). MSC: 91B40 90C26 90C30 90-08 PDFBibTeX XMLCite \textit{Z. Zhu} et al., J. Ind. Manag. Optim. 10, No. 3, 717--741 (2014; Zbl 1282.91178) Full Text: DOI
Kulkarni, Anand J.; Tai, Kang A probability collectives approach for multi-agent distributed and cooperative optimization with tolerance for agent failure. (English) Zbl 1478.68386 Czarnowski, Ireneusz (ed.) et al., Agent-based optimization. Berlin: Springer. Stud. Comput. Intell. 456, 175-201 (2013). MSC: 68T42 68W15 90C35 91A80 93A16 PDFBibTeX XMLCite \textit{A. J. Kulkarni} and \textit{K. Tai}, Stud. Comput. Intell. 456, 175--201 (2013; Zbl 1478.68386) Full Text: DOI
Park, Sang-Hyeon; Kim, Jeong-Hoon A semi-analytic pricing formula for lookback options under a general stochastic volatility model. (English) Zbl 1283.91181 Stat. Probab. Lett. 83, No. 11, 2537-2543 (2013). MSC: 91G20 91B70 PDFBibTeX XMLCite \textit{S.-H. Park} and \textit{J.-H. Kim}, Stat. Probab. Lett. 83, No. 11, 2537--2543 (2013; Zbl 1283.91181) Full Text: DOI
Topolyan, Iryna Existence of perfect equilibria: a direct proof. (English) Zbl 1271.91013 Econ. Theory 53, No. 3, 697-705 (2013). MSC: 91A10 91A18 PDFBibTeX XMLCite \textit{I. Topolyan}, Econ. Theory 53, No. 3, 697--705 (2013; Zbl 1271.91013) Full Text: DOI
Dreves, Axel; von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao A globalized Newton method for the computation of normalized Nash equilibria. (English) Zbl 1273.91026 J. Glob. Optim. 56, No. 2, 327-340 (2013). MSC: 91A10 91-08 65H20 PDFBibTeX XMLCite \textit{A. Dreves} et al., J. Glob. Optim. 56, No. 2, 327--340 (2013; Zbl 1273.91026) Full Text: DOI
Guerrero, F.; Santonja, F. J.; Villanueva, R. J. Solving a model for the evolution of smoking habit in Spain with homotopy analysis method. (English) Zbl 1316.91027 Nonlinear Anal., Real World Appl. 14, No. 1, 549-558 (2013). MSC: 91D10 92C50 PDFBibTeX XMLCite \textit{F. Guerrero} et al., Nonlinear Anal., Real World Appl. 14, No. 1, 549--558 (2013; Zbl 1316.91027) Full Text: DOI Link
Leung, Kwai Sun An analytic pricing formula for lookback options under stochastic volatility. (English) Zbl 1262.91070 Appl. Math. Lett. 26, No. 1, 145-149 (2013). MSC: 91G20 PDFBibTeX XMLCite \textit{K. S. Leung}, Appl. Math. Lett. 26, No. 1, 145--149 (2013; Zbl 1262.91070) Full Text: DOI
Kumar, Sunil; Yildirim, A.; Khan, Y.; Jafari, H.; Sayevand, K.; Wei, L. Analytical solution of fractional Black-Scholes European option pricing equation by using Laplace transform. (English) Zbl 1488.91167 J. Fract. Calc. Appl. 2, Article 8, 9 p. (2012). MSC: 91G80 91G20 34A08 26A33 PDFBibTeX XMLCite \textit{S. Kumar} et al., J. Fract. Calc. Appl. 2, Article 8, 9 p. (2012; Zbl 1488.91167) Full Text: Link
Baianu, I. C.; Brown, Ronald; Glazebrook, James F. A category theory and higher dimensional algebra approach to complex systems biology, meta-systems and ontological theory of levels: emergence of life, society, human consciousness and articial intelligence. (English) Zbl 1340.92017 Acta Univ. Apulensis, Math. Inform., Spec. Iss., 176-298 (2012). MSC: 92C42 92B05 68Q15 03G20 03G12 18A15 18A40 93B15 18B40 18G55 55U40 91E99 91D30 PDFBibTeX XMLCite \textit{I. C. Baianu} et al., Acta Univ. Apulensis, Math. Inform., 176--298 (2012; Zbl 1340.92017)
Zhao, Jing; Wong, Hoi Ying A closed-form solution to American options under general diffusion processes. (English) Zbl 1278.91171 Quant. Finance 12, No. 5, 725-737 (2012). MSC: 91G20 60J60 PDFBibTeX XMLCite \textit{J. Zhao} and \textit{H. Y. Wong}, Quant. Finance 12, No. 5, 725--737 (2012; Zbl 1278.91171) Full Text: DOI
Cheng, Jun; Zhang, Jin E. Analytical pricing of American options. (English) Zbl 1256.91052 Rev. Deriv. Res. 15, No. 2, 157-192 (2012). MSC: 91G20 91G80 PDFBibTeX XMLCite \textit{J. Cheng} and \textit{J. E. Zhang}, Rev. Deriv. Res. 15, No. 2, 157--192 (2012; Zbl 1256.91052) Full Text: DOI
Momi, Takeshi Failure of the index theorem in an incomplete market economy. (English) Zbl 1263.91032 J. Math. Econ. 48, No. 6, 437-444 (2012). MSC: 91B54 91B24 91G10 PDFBibTeX XMLCite \textit{T. Momi}, J. Math. Econ. 48, No. 6, 437--444 (2012; Zbl 1263.91032) Full Text: DOI
Aguirregabiria, Victor A method for implementing counterfactual experiments in models with multiple equilibria. (English) Zbl 1242.91114 Econ. Lett. 114, No. 2, 190-194 (2012). MSC: 91B52 65C20 PDFBibTeX XMLCite \textit{V. Aguirregabiria}, Econ. Lett. 114, No. 2, 190--194 (2012; Zbl 1242.91114) Full Text: DOI Link
Dang, Chuangyin; Ye, Yinyu; Zhu, Zhisu An interior-point path-following algorithm for computing a Leontief economy equilibrium. (English) Zbl 1236.90129 Comput. Optim. Appl. 50, No. 2, 223-236 (2011). MSC: 90C33 90C51 91B52 PDFBibTeX XMLCite \textit{C. Dang} et al., Comput. Optim. Appl. 50, No. 2, 223--236 (2011; Zbl 1236.90129) Full Text: DOI
Kasozi, Juma; Mayambala, Fred; Mahera, Charles W. Dividend maximization in the Cramer-Lundberg model using homotopy analysis method. (English) Zbl 1219.91070 J. Math. Stat. 7, No. 1, 61-67 (2011). MSC: 91B30 91G60 PDFBibTeX XMLCite \textit{J. Kasozi} et al., J. Math. Stat. 7, No. 1, 61--67 (2011; Zbl 1219.91070) Full Text: DOI
Park, Sang-Hyeon; Kim, Jeong-Hoon Homotopy analysis method for option pricing under stochastic volatility. (English) Zbl 1216.91034 Appl. Math. Lett. 24, No. 10, 1740-1744 (2011). MSC: 91G20 91G80 PDFBibTeX XMLCite \textit{S.-H. Park} and \textit{J.-H. Kim}, Appl. Math. Lett. 24, No. 10, 1740--1744 (2011; Zbl 1216.91034) Full Text: DOI
Borkovsky, Ron N.; Doraszelski, Ulrich; Kryukov, Yaroslav A user’s guide to solving dynamic stochastic games using the homotopy method. (English) Zbl 1232.91035 Oper. Res. 58, No. 4, Part 2, 1116-1132 (2010). MSC: 91A15 91A25 65K05 PDFBibTeX XMLCite \textit{R. N. Borkovsky} et al., Oper. Res. 58, No. 4, Part 2, 1116--1132 (2010; Zbl 1232.91035) Full Text: DOI Link
Cheng, Jun; Zhu, Song-Ping; Liao, Shi-Jun An explicit series approximation to the optimal exercise boundary of American put options. (English) Zbl 1221.91053 Commun. Nonlinear Sci. Numer. Simul. 15, No. 5, 1148-1158 (2010). MSC: 91G60 65M99 91G20 PDFBibTeX XMLCite \textit{J. Cheng} et al., Commun. Nonlinear Sci. Numer. Simul. 15, No. 5, 1148--1158 (2010; Zbl 1221.91053) Full Text: DOI
di Caprio, Debora; Santos-Arteaga, Francisco J. Homotopies on preferences under asymmetric information. (English) Zbl 1210.91028 Int. J. Math. Game Theory Algebra 18(2009), No. 6, 537-555 (2010). MSC: 91B06 91B08 91B44 91A44 55P10 PDFBibTeX XMLCite \textit{D. di Caprio} and \textit{F. J. Santos-Arteaga}, Int. J. Math. Game Theory Algebra 18, No. 6, 537--555 (2010; Zbl 1210.91028)
Gülkaç, Vildan The homotopy perturbation method for the Black-Scholes equation. (English) Zbl 1233.91274 J. Stat. Comput. Simulation 80, No. 12, 1349-1354 (2010). MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{V. Gülkaç}, J. Stat. Comput. Simulation 80, No. 12, 1349--1354 (2010; Zbl 1233.91274) Full Text: DOI
Turocy, Theodore L. Computing sequential equilibria using agent quantal response equilibria. (English) Zbl 1197.91042 Econ. Theory 42, No. 1, 255-269 (2010). MSC: 91A18 PDFBibTeX XMLCite \textit{T. L. Turocy}, Econ. Theory 42, No. 1, 255--269 (2010; Zbl 1197.91042) Full Text: DOI
Balthasar, Anne Equilibrium tracing in strategic-form games. (English) Zbl 1182.91019 Econ. Theory 42, No. 1, 39-54 (2010). MSC: 91A10 91A05 90C08 PDFBibTeX XMLCite \textit{A. Balthasar}, Econ. Theory 42, No. 1, 39--54 (2010; Zbl 1182.91019) Full Text: DOI
Herings, P. Jean-Jacques; Peeters, Ronald Homotopy methods to compute equilibria in game theory. (English) Zbl 1185.91028 Econ. Theory 42, No. 1, 119-156 (2010). Reviewer: Milan Mareš (Praha) MSC: 91A10 65H20 91A25 91A18 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{R. Peeters}, Econ. Theory 42, No. 1, 119--156 (2010; Zbl 1185.91028) Full Text: DOI
Urai, Ken Fixed points and economic equilibria. (English) Zbl 1211.91006 Series on Mathematical Economics and Game Theory 5. Hackensack, NJ: World Scientific (ISBN 978-981-283-718-9/hbk; 978-981-283-719-6/ebook). xvii, 292 p. (2010). Reviewer: Mircea Balaj (Oradea) MSC: 91-02 91B02 91B50 91B52 PDFBibTeX XMLCite \textit{K. Urai}, Fixed points and economic equilibria. Hackensack, NJ: World Scientific (2010; Zbl 1211.91006) Full Text: Link
Merdan, Mehmet Homotopy perturbation method for solving modelling the pollution of a system of lakes. (Turkish. English summary) Zbl 1172.65041 Fen Derg. 4, No. 1, 99-101 (2009). MSC: 65L05 91B76 34A34 PDFBibTeX XMLCite \textit{M. Merdan}, Fen Derg. 4, No. 1, 99--101 (2009; Zbl 1172.65041)
Xu, Qing; Dai, Xi; Yu, Bo Solving generalized Nash equilibrium problem with equality and inequality constraints. (English) Zbl 1191.90074 Optim. Methods Softw. 24, No. 3, 327-337 (2009). MSC: 90C30 91A10 91B50 PDFBibTeX XMLCite \textit{Q. Xu} et al., Optim. Methods Softw. 24, No. 3, 327--337 (2009; Zbl 1191.90074) Full Text: DOI
Govindan, Srihari; Wilson, Robert Global Newton method for stochastic games. (English) Zbl 1154.91331 J. Econ. Theory 144, No. 1, 414-421 (2009). MSC: 91A15 PDFBibTeX XMLCite \textit{S. Govindan} and \textit{R. Wilson}, J. Econ. Theory 144, No. 1, 414--421 (2009; Zbl 1154.91331) Full Text: DOI
Wallace, Rodrick Culture and inattentional blindness: a global workspace perspective. (English) Zbl 1451.91160 J. Theor. Biol. 245, No. 2, 378-390 (2007). MSC: 91E10 PDFBibTeX XMLCite \textit{R. Wallace}, J. Theor. Biol. 245, No. 2, 378--390 (2007; Zbl 1451.91160) Full Text: DOI
Predtetchinski, Arkadi A new proof of the index formula for incomplete markets. (English) Zbl 1141.91404 J. Math. Econ. 42, No. 4-5, 626-635 (2006). MSC: 91B26 91B50 47H11 47N10 55M25 PDFBibTeX XMLCite \textit{A. Predtetchinski}, J. Math. Econ. 42, No. 4--5, 626--635 (2006; Zbl 1141.91404) Full Text: DOI
Del Mercato, Elena L. Existence of competitive equilibria with externalities: a differential viewpoint. (English) Zbl 1141.91594 J. Math. Econ. 42, No. 4-5, 525-543 (2006). MSC: 91B54 91B52 PDFBibTeX XMLCite \textit{E. L. Del Mercato}, J. Math. Econ. 42, No. 4--5, 525--543 (2006; Zbl 1141.91594) Full Text: DOI
Zhu, Song-Ping An exact and explicit solution for the valuation of American put options. (English) Zbl 1136.91468 Quant. Finance 6, No. 3, 229-242 (2006). MSC: 91G20 PDFBibTeX XMLCite \textit{S.-P. Zhu}, Quant. Finance 6, No. 3, 229--242 (2006; Zbl 1136.91468) Full Text: DOI
Govindan, Srihari; Wilson, Robert Computing Nash equilibria by iterated polymatrix approximation. (English) Zbl 1200.91019 J. Econ. Dyn. Control 28, No. 7, 1229-1241 (2004). MSC: 91A10 90C59 90C53 91A06 PDFBibTeX XMLCite \textit{S. Govindan} and \textit{R. Wilson}, J. Econ. Dyn. Control 28, No. 7, 1229--1241 (2004; Zbl 1200.91019) Full Text: DOI
Eckmann, Beno Social choice and topology: a case of pure and applied mathematics. (English) Zbl 1123.91015 Expo. Math. 22, No. 4, 385-393 (2004). MSC: 91B14 55P45 55P20 PDFBibTeX XMLCite \textit{B. Eckmann}, Expo. Math. 22, No. 4, 385--393 (2004; Zbl 1123.91015) Full Text: DOI
Datta, Ruchira S. Using computer algebra to find Nash equilibria. (English) Zbl 1072.68659 Sendra, J. Rafael (ed.), ISSAC 2003. Proceedings of the 2003 international symposium on symbolic and algebraic computation, Philadelphia, PA, USA, August 3–6, 2003. New York, NY: ACM Press (ISBN 1-58113-641-2/pbk). 74-79 (2003). MSC: 68W30 91A99 PDFBibTeX XMLCite \textit{R. S. Datta}, in: Proceedings of the 2003 international symposium on symbolic and algebraic computation, ISSAC 2003, Philadelphia, PA, USA, August 3--6, 2003. New York, NY: ACM Press. 74--79 (2003; Zbl 1072.68659)
Govindan, Srihari; Wilson, Robert A global Newton method to compute Nash equilibria. (English) Zbl 1042.91001 J. Econ. Theory 110, No. 1, 65-86 (2003). MSC: 91A10 65H20 PDFBibTeX XMLCite \textit{S. Govindan} and \textit{R. Wilson}, J. Econ. Theory 110, No. 1, 65--86 (2003; Zbl 1042.91001) Full Text: DOI
Momi, Takeshi The index theorem for a GEI economy when the degree of incompleteness is even. (English) Zbl 1049.91116 J. Math. Econ. 39, No. 3-4, 273-297 (2003). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91B82 91B52 PDFBibTeX XMLCite \textit{T. Momi}, J. Math. Econ. 39, No. 3--4, 273--297 (2003; Zbl 1049.91116) Full Text: DOI
Herings, P. Jean-Jacques; Kubler, Felix Computing equilibria in finance economies. (English) Zbl 1082.91058 Math. Oper. Res. 27, No. 4, 637-646 (2002). MSC: 91B50 90C47 91-04 PDFBibTeX XMLCite \textit{P. J. J. Herings} and \textit{F. Kubler}, Math. Oper. Res. 27, No. 4, 637--646 (2002; Zbl 1082.91058) Full Text: DOI Link
Kubler, Felix Computable general equilibrium with financial markets. (English) Zbl 0989.91069 Econ. Theory 18, No. 1, 73-96 (2001). Reviewer: Valerii V.Obukhovskij (Voronezh) MSC: 91B50 91G80 PDFBibTeX XMLCite \textit{F. Kubler}, Econ. Theory 18, No. 1, 73--96 (2001; Zbl 0989.91069) Full Text: DOI
Kubler, Felix; Schmedders, Karl Computing equilibria in stochastic finance economies. (English) Zbl 0969.91008 Comput. Econ. 15, No. 1-2, 145-172 (2000). MSC: 91B50 91B28 91B70 PDFBibTeX XMLCite \textit{F. Kubler} and \textit{K. Schmedders}, Comput. Econ. 15, No. 1--2, 145--172 (2000; Zbl 0969.91008) Full Text: DOI
Citanna, Alessandro; Villanacci, Antonio Existence and regularity of partially revealing rational expectations equilibrium in finite economies. (English) Zbl 0998.91034 J. Math. Econ. 34, No. 1, 1-26 (2000). Reviewer: Milan Mareš (Praha) MSC: 91B52 91B44 PDFBibTeX XMLCite \textit{A. Citanna} and \textit{A. Villanacci}, J. Math. Econ. 34, No. 1, 1--26 (2000; Zbl 0998.91034) Full Text: DOI
Lauwers, Luc Topological social choice. (English) Zbl 0998.91011 Math. Soc. Sci. 40, No. 1, 1-39 (2000). Reviewer: Duncan Melville (Canton) MSC: 91B14 55P99 91B08 PDFBibTeX XMLCite \textit{L. Lauwers}, Math. Soc. Sci. 40, No. 1, 1--39 (2000; Zbl 0998.91011) Full Text: DOI
Dang, Chuangyin; Talman, Dolf; Wang, Zeke A homotopy approach to the computation of economic equilibria on the unit simplex. (English) Zbl 1053.91510 Asia-Pac. J. Oper. Res. 16, No. 2, 155-164 (1999). MSC: 91B50 90C26 PDFBibTeX XMLCite \textit{C. Dang} et al., Asia-Pac. J. Oper. Res. 16, No. 2, 155--164 (1999; Zbl 1053.91510)
Schmedders, Karl A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets. (English) Zbl 0940.91041 J. Math. Econ. 32, No. 2, 225-241 (1999). MSC: 91B50 PDFBibTeX XMLCite \textit{K. Schmedders}, J. Math. Econ. 32, No. 2, 225--241 (1999; Zbl 0940.91041) Full Text: DOI
Eaves, B. Curtis; Schmedders, Karl General equilibrium models and homotopy methods. (English) Zbl 1016.91074 J. Econ. Dyn. Control 23, No. 9-10, 1249-1279 (1999). MSC: 91B50 65H20 91-08 PDFBibTeX XMLCite \textit{B. C. Eaves} and \textit{K. Schmedders}, J. Econ. Dyn. Control 23, No. 9--10, 1249--1279 (1999; Zbl 1016.91074) Full Text: DOI
van den Elzen, Antoon; Talman, Dolf An algorithmic approach toward the tracing procedure for bi-matrix games. (English) Zbl 0939.91006 Games Econ. Behav. 28, No. 1, 130-145 (1999). MSC: 91A05 PDFBibTeX XMLCite \textit{A. van den Elzen} and \textit{D. Talman}, Games Econ. Behav. 28, No. 1, 130--145 (1999; Zbl 0939.91006) Full Text: DOI
Li, Peixing; Fan, Jianghua; Wang, Zeke Simplicial homotopy algorithms of economic equilibria. (Chinese. English summary) Zbl 0921.90027 Acta Sci. Nat. Univ. Sunyatseni 37, No. 5, 6-10 (1998). MSC: 91B50 90-08 65H20 PDFBibTeX XMLCite \textit{P. Li} et al., Acta Sci. Nat. Univ. Sunyatseni 37, No. 5, 6--10 (1998; Zbl 0921.90027)
Schmedders, Karl Computing equilibria in the general equilibrium model with incomplete asset markets. (English) Zbl 0912.90047 J. Econ. Dyn. Control 22, No. 8-9, 1375-1401 (1998). MSC: 91B50 90C90 90-08 PDFBibTeX XMLCite \textit{K. Schmedders}, J. Econ. Dyn. Control 22, No. 8--9, 1375--1401 (1998; Zbl 0912.90047) Full Text: DOI
Shiomura, Takashi On the Hicksian laws of comparative statics for the Hicksian case: The path-following approach using an alternative homotopy. (English) Zbl 0912.90046 Comput. Econ. 12, No. 1, 25-33 (1998). MSC: 91B50 90-08 PDFBibTeX XMLCite \textit{T. Shiomura}, Comput. Econ. 12, No. 1, 25--33 (1998; Zbl 0912.90046) Full Text: DOI
Hofbauer, Josef; Sigmund, Karl Evolutionary games and population dynamics. (English) Zbl 0914.90287 Cambridge: Cambridge University Press. xxvii, 323 p. (1998). Reviewer: Z.Artstein (Rehovot) MSC: 91A40 92D25 91-02 92-02 92D15 92D10 PDFBibTeX XMLCite \textit{J. Hofbauer} and \textit{K. Sigmund}, Evolutionary games and population dynamics. Cambridge: Cambridge University Press (1998; Zbl 0914.90287) Full Text: DOI
Van Maaren, Hans Pivoting algorithms based on Boolean vector labeling. (English) Zbl 0896.90170 Acta Math. Vietnam. 22, No. 1, 183-198 (1997). MSC: 90C48 91B50 65H20 PDFBibTeX XMLCite \textit{H. Van Maaren}, Acta Math. Vietnam. 22, No. 1, 183--198 (1997; Zbl 0896.90170)
Schellhorn, Henry Combination trading with limit orders. (English) Zbl 0894.90052 J. Appl. Math. Decis. Sci. 1, No. 2, 133-150 (1997). MSC: 91B26 90C90 90C05 65H10 90-08 PDFBibTeX XMLCite \textit{H. Schellhorn}, J. Appl. Math. Decis. Sci. 1, No. 2, 133--150 (1997; Zbl 0894.90052) Full Text: DOI EuDML
Jensen, Mark J. A homotopy approach to solving nonlinear rational expectation problems. (English) Zbl 0880.90020 Comput. Econ. 10, No. 1, 47-65 (1997). MSC: 91B62 90-08 90C90 PDFBibTeX XMLCite \textit{M. J. Jensen}, Comput. Econ. 10, No. 1, 47--65 (1997; Zbl 0880.90020) Full Text: DOI
Hausen-Tropper, E. A framework for a theory of automated learning. (English) Zbl 0874.68248 Theor. Comput. Sci. 163, No. 1-2, 161-176 (1996). MSC: 68T05 91E40 68W10 68T30 PDFBibTeX XMLCite \textit{E. Hausen-Tropper}, Theor. Comput. Sci. 163, No. 1--2, 161--176 (1996; Zbl 0874.68248) Full Text: DOI
Brown, Donald J.; DeMarzo, Peter M.; Eaves, B. Curtis Computing equilibria when asset markets are incomplete. (English) Zbl 0861.90018 Econometrica 64, No. 1, 1-27 (1996). MSC: 91B50 90C90 90-08 PDFBibTeX XMLCite \textit{D. J. Brown} et al., Econometrica 64, No. 1, 1--27 (1996; Zbl 0861.90018) Full Text: DOI Link
Bachem, A.; Hochstättler, W.; Steckemetz, B.; Volmer, A. Computational experience with general equilibrium problems. (English) Zbl 0865.90019 Comput. Optim. Appl. 6, No. 3, 213-225 (1996). MSC: 91B50 90C90 90-08 49J40 90C30 PDFBibTeX XMLCite \textit{A. Bachem} et al., Comput. Optim. Appl. 6, No. 3, 213--225 (1996; Zbl 0865.90019) Full Text: DOI