Dr Bruce CRAVEN

Principal Fellow (Associate)

School of Mathematics and Statistics

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Recent Publications

  • B. Craven, SMN Islam. Dynamic Optimization Models in Finance: Some Extensions to the Framework, Models, and Computation. Journal of Industrial and Management Optimization, 10, 1129-1146, 2014. doi: 10.3934/jimo.2014.10.1129.

  • B. Craven, SMN Islam. An optimal financing model: Implications for existence of optimal capital structure. Journal of Industrial and Management Optimization, 9, 431-436, 2013. doi: 10.3934/jimo.2013.9.431.

  • B. Craven, SMN Islam. Linear Programming with Uncertain Data: Some Extensions to Robust Optimization. Journal of Optimization Theory and Applications, 155, 673-679, 2012. doi: 10.1007/s10957-012-0035-4.

  • B. Craven. Pontryagin principle with a PDE: a unified approach. 32, 135-142, Springer, 2009. doi: 10.1007/978-0-387-98096-6_6.

  • B. Craven, S Islam. A model for stock market returns:  non-Gaussian fluctuations and financial factors. Review of Quantitative Finance and Accounting, 30, 355-370, 2008. doi: 10.1007/s11156-007-0066-3.

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