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~isPartOf:"Economic modelling"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of production economics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Theory
5,814
Theorie
5,812
Supply chain
1,922
Lieferkette
1,920
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1,095
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1,088
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874
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Björk, Tomas
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2
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2
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2
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2
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Economic modelling
Finance and stochastics
International journal of production economics
Journal of economic dynamics & control
European journal of operational research : EJOR
627
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
169
Operations research
168
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Operations research letters
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156
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
105
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
International journal of financial engineering
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Finance research letters
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Omega : the international journal of management science
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Journal of banking & finance
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Journal of economic theory
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Mathematical methods of operations research
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Computational Management Science : CMS
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Annals of finance
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Annals of operations research
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Econometric theory
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Scandinavian actuarial journal
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The journal of futures markets
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ECONIS (ZBW)
539
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1
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10
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539
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1
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
2
Combining deep reinforcement learning and multi-stage stochastic programming to address the supply chain inventory management problem
Stranieri, Francesco
;
Fadda, Edoardo
;
Stella, Fabio Antonio
- In:
International journal of production economics
268
(
2024
),
pp. 13
Persistent link: https://www.econbiz.de/10014460541
Saved in:
3
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:
4
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:
5
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
6
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
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
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
9
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
10
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
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