David G. Luenberger

Stanford University, Palo Alto, CA 
Finance, Management Business Administration, Operations Research
"David Luenberger"


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William K. Linvill grad student 1963 Stanford (Neurotree)


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J 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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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
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