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subject:"Mathematics"
~isPartOf:"Mathematics of operations research"
~language:"eng"
~subject:"Analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematics
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Mathematical analysis
8
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8
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3
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2
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Aghajani, Reza
1
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1
Chen, Nan
1
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1
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Dong, Jing
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Mathematics of operations research
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
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12
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
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IMA journal of management mathematics
4
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4
Journal of economic theory
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Asia-Pacific financial markets
3
Astin bulletin : the journal of the International Actuarial Association
3
Decisions in economics and finance : a journal of applied mathematics
3
International journal of theoretical and applied finance : IJTAF
3
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3
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3
Scandinavian actuarial journal
3
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
2
Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
Saved in:
3
Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem
;
Hamadène, Said
;
Hdhiri, Ibtissem
; …
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
Saved in:
4
E-strong simulation of fractional brownian motion and related stochastic differential equations
Chen, Yi
;
Dong, Jing
;
Ni, Hao
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 559-594
Persistent link: https://www.econbiz.de/10012582184
Saved in:
5
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Kartala, Xanthi-Isidora
;
Englezos, Nikolaos
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 403-433
Persistent link: https://www.econbiz.de/10012242504
Saved in:
6
The limit of stationary distributions of many-server queues in the Halfin-Whitt regime
Aghajani, Reza
;
Ramanan, Kavita
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1016-1055
Persistent link: https://www.econbiz.de/10012293367
Saved in:
7
A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
Ramaswamy, Arunselvan
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
42
(
2017
)
3
,
pp. 648-661
Persistent link: https://www.econbiz.de/10011742439
Saved in:
8
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
Saved in:
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