Browsing Matematisk institutt by Author "Ubøe, Jan"
Now showing items 1-20 of 24
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1993)
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1992)
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1993)
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Gjerde, Jon; Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1994)
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Ubøe, Jan (Research report / Forskningsrapport, 1989)
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Ubøe, Jan (Research report / Forskningsrapport, 1988)
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Hu, Yaozhong; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1993)
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Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1998)
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1994)
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Ubøe, Jan (Research report / Forskningsrapport, 1988)
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Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1993)
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Stackelberg equilibria in continuous newsvendor models with uncertain demand and delayed information Øksendal, Bernt; Sandal, Leif Kristoffer; Ubøe, Jan (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)We consider explicit formulae for equilibrium prices in a continuous-time vertical contracting model. A manufacturer sells goods to a retailer, and the objective of both parties is to maximize expected profits. Demand is ...
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1991)
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Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1990)
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Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1991)
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Øksendal, Bernt; Sandal, Leif Kristoffer; Ubøe, Jan (Research report / Forskningsrapport, 2011)In this paper, we prove a maximum principle for general stochastic differential Stackelberg games, and apply the theory to continuous time newsvendor problems. In the newsvendor problem, a manufacturer sells goods to a ...
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Øksendal, Bernt; Sandal, Leif Kristoffer; Ubøe, Jan (Journal article / Tidsskriftartikkel / SubmittedVersion, 2013)In this paper, we prove a maximum principle for general stochastic differential Stackelberg games, and apply the theory to continuous time newsvendor problems. In the newsvendor problem, a manufacturer sells goods to a ...
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Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng (Research report / Forskningsrapport, 1995)
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Aase, Knut K.; Øksendal, Bernt; Ubøe, Jan (Research report / Forskningsrapport, 1998)
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Ubøe, Jan (Research report / Forskningsrapport, 1988)