David G. Luenberger
Affiliations: | Stanford University, Palo Alto, CA |
Area:
Finance, Management Business Administration, Operations ResearchGoogle:
"David Luenberger"Children
Sign in to add traineeJ Darrell Duffie | grad student | Stanford | |
Ian Burton Rhodes | grad student | 1968 | Stanford (Computer Science Tree) |
Shmuel S. Oren | grad student | 1972 | Stanford (E-Tree) |
Darrell Duffie | grad student | 1984 | Stanford (MathTree) |
Mark A. Erickson | grad student | 2000 | Stanford |
Jose C. Garcia Franco | grad student | 2004 | Stanford |
Daniel W. Osborn | grad student | 2005 | Stanford |
Christopher T. Messer | grad student | 2007 | Stanford |
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Publications
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Luenberger DG. (2012) Pricing dynamic binary variables and their derivatives Quantitative Finance. 12: 451-464 |
Luenberger DG. (2004) Pricing a nontradeable asset and its derivatives Journal of Optimization Theory and Applications. 121: 465-487 |
Luenberger DG. (2002) Systems concepts in fiancial pricing theory Ifac Proceedings Volumes (Ifac-Papersonline). 15: 1-8 |
Luenberger DG. (2002) Arbitrage and universal pricing Journal of Economic Dynamics and Control. 26: 1613-1628 |
Luenberger DG. (1998) Products of trees for investment analysis Journal of Economic Dynamics and Control. 22: 1403-1417 |
Luenberger DG. (1995) Externalities and benefits Journal of Mathematical Economics. 24: 159-177 |
Luenberger DG, Maxfield RR. (1995) Computing economic equilibria using benefit and surplus functions Computational Economics. 8: 47-64 |
Luenberger DG. (1994) Optimality and the Theory of Value Journal of Economic Theory. 63: 147-169 |
Luenberger DG. (1994) Dual Pareto Efficiency Journal of Economic Theory. 62: 70-85 |
Luenberger DG. (1993) A preference foundation for log mean-variance criteria in portfolio choice problems Journal of Economic Dynamics and Control. 17: 887-906 |