16 citations · 28 across the 6 of their papers we have counts for
6 papers
Optimal forward contract design for inventory: a value-of-waiting analysis
Roy O. Davies, A. J. Ostaszewski
A classical inventory problem is studied from the perspective of embedded options, reducing inventory-management to the design of optimal contracts for forward delivery of stock (c…
Subdominant eigenvalue location and the robustness of Dividend Policy Irrelevance
A. J. Ostaszewski
This paper, on subdominant eigenvalue location of a bordered diagonal matrix, is the mathematical sequel to an accounting paper by Gao, Ohlson, Ostaszewski \cite{GaoOO}. We explore…
Category-measure duality: convexity, mid-point convexity and Berz sublinearity
N. H. Bingham, A. J. Ostaszewski
Category-measure duality concerns applications of Baire-category methods that have measure-theoretic analogues. The set-theoretic axiom needed in connection with the Baire category…
Homomorphisms from Functional Equations: The Goldie Equation
Adam J. Ostaszewski
The theory of regular variation, in its Karamata and Bojanić-Karamata/de Haan forms, is long established and makes essential use of the Cauchy functional equation. Both forms are s…
Cauchy's functional equation and extensions: Goldie's equation and inequality, the Gołąb-Schinzel equation and Beurling's equation
N. H. Bingham, A. J. Ostaszewski
The Cauchy functional equation is not only the most important single functional equation, it is also central to regular variation. Classical Karamata regular variation involves a f…
Kingman, category and combinatorics
N. H. Bingham, A. J. Ostaszewski
Kingman's Theorem on skeleton limits---passing from limits as along () for enough to limits as for ---is…