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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~isPartOf:"Quantitative finance"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Rückversicherung"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Rückversicherung
Theorie
Stochastic process
624
Stochastischer Prozess
624
Theory
322
Option pricing theory
183
Optionspreistheorie
183
Volatility
136
Volatilität
136
Portfolio selection
127
Portfolio-Management
127
Mathematical programming
71
Mathematische Optimierung
71
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71
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53
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53
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45
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45
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44
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Liang, Zongxia
7
Härdle, Wolfgang
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Wong, Hoi Ying
6
Hainaut, Donatien
5
Li, Zhongfei
5
Zhuo, Jin
5
Escobar, Marcos
4
Guan, Guohui
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Yang, Hailiang
4
Avanzi, Benjamin
3
Belomestny, Denis
3
Bibinger, Markus
3
Chiu, Mei Choi
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Hu, Yijun
3
Lu, Yi
3
Pichler, Alois
3
Post, Thomas
3
Reiß, Markus
3
Shevchenko, Pavel V.
3
Siu, Tak Kuen
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Jiaqin
3
Wei, Wei
3
Weng, Chengguo
3
Young, Virginia R.
3
Zeng, Yan
3
Abergel, Frédéric
2
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bayraktar, Erhan
2
Brachetta, M.
2
Cai, Jun
2
Ceci, C.
2
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
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SFB 649 discussion paper
Insurance / Mathematics & economics
International journal of production economics
Quantitative finance
European journal of operational research : EJOR
451
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
131
International journal of theoretical and applied finance
120
Operations research
118
Journal of econometrics
107
Operations research letters
103
Mathematics of operations research
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
72
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Econometric reviews
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Economics letters
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Mathematical methods of operations research
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Transportation research / E : an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Scandinavian actuarial journal
46
Computational economics
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Discussion papers of interdisciplinary research project 373
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
43
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
CREATES research paper
36
NBER Working Paper
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ECONIS (ZBW)
378
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1
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
2
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
5
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
6
Effects of stochastic and heterogeneous worker learning on the performance of a two-workstation production system
Ranasinghe, Thilini
;
Senanayake, Chanaka D.
;
Grosse, Eric H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460493
Saved in:
7
Optimal pricing for dual-channel retailing with stochastic attraction demand model
Minh Tam Tran
;
Rekik, Yacine
;
Hadj-Hamou, Khaled
- In:
International journal of production economics
268
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014460627
Saved in:
8
On parametric optimal execution and machine learning surrogates
Chen, Tao
;
Ludkovski, Mike
;
Voß, Moritz
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10014551893
Saved in:
9
Optimal stop-loss rules in markets with long-range dependence
Xiang, Yun
;
Deng, Shijie
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 253-263
Persistent link: https://www.econbiz.de/10014551974
Saved in:
10
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
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