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Stochastic process
Theorie
391
Theory
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Mathematical programming
49
Mathematische Optimierung
49
Overlapping Generations
19
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Einkommensverteilung
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Bauwens, Luc
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Hafner, Christian M.
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Preminger, Arie
2
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1
Aravena, Ignacio
1
Bloise, Gaetano
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1
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1
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1
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1
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1
Jeanblanc, Monique
1
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1
Laurent, Sébastien
1
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CORE discussion papers : DP
European journal of operational research : EJOR
457
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
127
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
104
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
76
Journal of economic dynamics & control
72
Discussion paper / Tinbergen Institute
71
Risks : open access journal
64
INFORMS journal on computing : JOC
62
Econometric reviews
57
Journal of economic theory
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
54
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Mathematical methods of operations research
50
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
44
Computational economics
43
Econometric theory
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Economic modelling
41
Omega : the international journal of management science
41
SFB 649 discussion paper
40
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
36
CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Scandinavian actuarial journal
35
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ECONIS (ZBW)
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1
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
2
An asynchronous distributed algorithm for solving stochastic unit commitment
Aravena, Ignacio
;
Papavasiliou, Anthony
-
2016
Persistent link: https://www.econbiz.de/10011894419
Saved in:
3
SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano
;
Jeanblanc, Monique
;
Vrins, Frédéric
-
2016
-
This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
Saved in:
4
Stationarity of heterogeneity in production technology using latent class modelling
Agrell, Per J.
;
Brea-Solís, Humberto
-
2015
Persistent link: https://www.econbiz.de/10011580739
Saved in:
5
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
6
Stochastic first order methods in smooth convex optimization
Devolder, Olivier
-
2011
Persistent link: https://www.econbiz.de/10009505756
Saved in:
7
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
8
A characterization of inefficiency in stochastic overlapping generations economies
Bloise, Gaetano
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628367
Saved in:
9
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
10
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
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