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: