Subject: 91 Game theory, economics, social and behavioral sciences

• MIMS Preprint Server Subjects (1461)
  • MSC 2000, the AMS's Mathematics Subject Classification (1395)
    • 91 Game theory, economics, social and behavioral sciences (24)

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Number of items: 21.

2012.53: Emma Mulliner, Kieran Smallbone and Vida Maliene (2013) An assessment of sustainable housing affordability using a multiple criteria decision making method. Omega, 41 (2). pp. 270-279.

2011.108: J Hook (2011) Products of random Max-plus matrices.

2011.106: G.W. Evatt, P.V. johnson, P.W. Duck and S.D. Howell (2010) Mine Valuation in the Presence of a Stochastic Ore-Grade Uncertainty. Proceedings of the World Congress on Engineering, III. pp. 1-6.

2011.99: G.W. Evatt, M.O. Soltan and P.V. Johnson (2012) Mineral Reserves under Price Uncertainty. Resources Policy. ISSN 0301-4207

2011.73: G.W. Evatt, J. Moriarty, P.V Johnson and P.W. Duck (2011) Regulating Industries under Exogenous Uncertainty.

2010.101: Martina Fedel, Hykel Hosni and Franco Montagna (2010) A logical characterization of coherence for imprecise probabilities.

2010.39: J. A. D. Appleby, M. Riedle and C. Swords (2010) Bubbles and crashes in a Black-Scholes model with delay.

2010.13: George Wilmers (2010) The Social Entropy Process: Axiomatising the Aggregation of Probabilistic Beliefs.

2010.12: George Wilmers (2010) Collective Choice as Information Theory: Towards a Theory of Gravitas.

2009.32: John M. Butterworth and Jonathan L. Shapiro (2009) Stability of learning dynamics in two-agent, imperfect-information games. In: FOGA 09, January 9 - 11, 2009, Orlando, Florida USA.

2009.13: Merim Bilalić, Kieran Smallbone, Peter McLeod and Fernand Gobet (2009) Why are (the best) women so good at chess? Participation rates and gender differences in intellectual domains. Proceedings of the Royal Society B - Biological Sciences, 276. pp. 1161-1165.

2007.175: Jan Kallsen and Albert N. Shiryaev (2002) The cumulant process and Esscher's change of measure. Finance and Stochastics, 6 (4). pp. 397-428. ISSN 1432-1122

2007.37: Goran Peskir (2005) The Russian option: Finite horizon. Finance and Stochastics, 9 (2). pp. 251-267. ISSN 1432-1122

2006.339: Erik Ekström, Svante Janson and Johan Tysk (2005) Superreplication of options on several underlying assets. Journal of Applied Probability, 42 (1). pp. 27-39. ISSN 0021-9002

2006.213: Goran Peskir (2005) On the American option problem. Mathematical Finance, 15 (1). pp. 169-181. ISSN 0960-1627

2006.134: M. J. Conyon and M. R. Muldoon (2008) Ownership and Control: A Small-World Analysis. In: Joel A. C. Baum and Timothy J. Rowley, (eds). Network Strategy. Advances in Management Science (25). JAI Press, Emerald Publishing Group, UK, pp. 31-65. ISBN 978-0-7623-1442-3

2006.131: Erik Ekström (2004) Properties of American option prices. Stochastic Processes and their Applications, 114 (2). pp. 265-278. ISSN 0304-4149

2006.130: Erik Ekström (2004) Convexity of the optimal stopping boundary for the American put option. Journal of Mathematical Analysis and Applications, 299 (1). pp. 147-156. ISSN 0022-247X

2006.78: Erik Ekström and Stephane Villeneuve (2006) On the Value of Optimal Stopping Games.

2006.74: Erik Ekström and Johan Tysk (2006) Properties of Option Prices in a Jump Diffusion Model.

2005.32: Hykel Hosni (2005) Interpretation, coordination and conformity. In: Ahti-Veikko Pietarinen, Ondrej Majer and Tero Tulenheimo, (eds). Logic and Games: Foundational Perspectives. Springer.

This list was generated on Fri May 17 10:39:02 BST 2013.