Análisis empírico del modelo de Black y Scholes de determinación del precio de las opciones. Dócimas de eficiencia del Mercado de Valores de Buenos Aires by Girini, Raúl Alberto

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Precios relativos, dinero e inflación en la Argentina by Navarro, Alfredo Martín

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Strategy-proofness of a class of a Borda rules / by Sengupta, Manimay

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A note of professor Peleg's consistent voting systems by Sengupta, Manimay

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Expectations and the Meiselman error-learning model by Leung, Andrew Kwok

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The effect of a constant or a declining discount rate on optimal investment timing by Edwards G, Gonzalo

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Multi-sector economic accounts / by Oparin, Dmitrii Ivanovich

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Complementariedad, exenciones y tributación óptima / by Schenone, Osvaldo Horacio

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La regla gravar en función inversa a la elasticidad y la tributación óptima / by Schenone, Osvaldo Horacio

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Real interest rate and the dynamics of hiperinflation by Fernández, Roque Benjamin

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Métodos avanzados y modelos / by Springer, Clifford H.

Subjects: “…356 MODELOS MATEMATICOS…”

Evaluación crítica de la aplicabilidad de recientes métodos de demografía matemática al análisis de poblaciones reales by Nordio, Osvaldo Raúl

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The knowledge assumption in the theory of strategic voting by Sengupta, Manimay

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On imperfect knowledge and strategic voting by Sengupta, Manimay

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Genetic algorithm optimisation for finance and investment by Pereira, Robert

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A model for calculating interconnection costs in telecommunications / by Noumba Um, Paul

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Mathematical techniques of operational research / by Goddard, Laurence Stanley

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Mathematical methos in operations research / by Gue, Ronald L

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Investigación de operaciones ; un enfoque fundamental / by Shamblin, James E

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Aplicación de variables dicotómicas en el análisis de regresión / by Sánchez, Carlos Eduardo

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