operation research, schochastics, mathematical analysis, geometry,engineering applications of mathematics
research field in which current research is conducted
mathematics and computing
Publications
2012
from data base, 2015. IX. 25.
Prekopa A: Multivariate value at risk and related topics, ANNALS OF OPERATIONS RESEARCH 193: (1) pp. 49-69. type of document: Journal paper/Article language: English DOI
2012
from data base, 2015. IX. 25.
Prekopa A, Szantai T: On the binomial tree method and other issues in connection with pricing Bermudan and American options, QUANTITATIVE FINANCE 12: (1) pp. 21-26. type of document: Journal paper/Article language: English DOI
2011
from data base, 2015. IX. 25.
Prekopa A, Yoda K, Subasi MM: Uniform quasi-concavity in probabilistic constrained stochastic programming, OPERATIONS RESEARCH LETTERS 39: (3) pp. 188-192. type of document: Journal paper/Article language: English DOI
2011
from data base, 2015. IX. 25.
Madi-Nagy G, Prekopa A: BOUNDING EXPECTATIONS OF FUNCTIONS OF RANDOM VECTORS WITH GIVEN MARGINALS AND SOME MOMENTS: APPLICATIONS OF THE MULTIVARIATE DISCRETE MOMENT PROBLEM, MATHEMATICAL INEQUALITIES & APPLICATIONS 14: (1) pp. 101-122. type of document: Journal paper/Article language: English
2010
from data base, 2015. IX. 25.
Prekopa A, Szantai T: On the analytical-numerical valuation of the Bermudan and American options, QUANTITATIVE FINANCE 10: (1) pp. 59-74. type of document: Journal paper/Article number of independent citations: 2 language: English DOI
2007
from data base, 2015. IX. 25.
Hou XL, Prekopa A: Monge Property And Bounding Multivariate Probability Distribution Functions With Given Marginals And Covariances, SIAM JOURNAL ON OPTIMIZATION 18: (1) pp. 138-155. type of document: Journal paper/Article language: English
2006
from data base, 2015. IX. 25.
Noyan N, Prekopa A: A Variant of The Hungarian Inventory Control Model, INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 103: (2) pp. 784-797. type of document: Journal paper/Article language: English
2006
from data base, 2015. IX. 25.
Prekopa A: On The Hungarian Inventory Control Model, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 171: (3) pp. 894-914. type of document: Journal paper/Article language: English
2005
from data base, 2015. IX. 25.
Prekopa A, Gao LC: Bounding The Probability of The Union of Events by Aggregation And Disaggregation in Linear Programs, DISCRETE APPLIED MATHEMATICS 145: (3) pp. 444-454. type of document: Journal paper/Article language: English
2005
from data base, 2015. IX. 25.
Heikkinen T, Prekopa A: Optimal Power Control in a Wireless Network Using a Model With Stochastic Link Coefficients, NAVAL RESEARCH LOGISTICS 52: (2) pp. 178-192. type of document: Journal paper/Article language: English
Number of independent citations to these publications:
number of independent citations to scientific publications and creative works:
The number of citations displayed after clicking on the link may differ from the displayed number because the former displays the current state of MTMT2 and the latter was the case when importing science metrics.
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