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~isPartOf:"Energy economics"
~isPartOf:"IMA journal of management mathematics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Stochastic process
445
Stochastischer Prozess
445
Theorie
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245
Portfolio selection
101
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101
Option pricing theory
92
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Beraldi, Patrizia
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Energy economics
IMA journal of management mathematics
Insurance / Mathematics & economics
Journal of the Operational Research Society : OR
European journal of operational research : EJOR
280
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
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Operations research letters
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62
International journal of production research
59
INFORMS journal on computing : JOC
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International journal of production economics
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Computational Management Science : CMS
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Transportation research / E : an international journal
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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
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Omega : the international journal of management science
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25
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OR spectrum : quantitative approaches in management
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Mathematical methods of operations research
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Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Computational economics
14
Computational management science
13
International journal of theoretical and applied finance
13
International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of the Operational Research Society
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Operational research : an international journal
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EURO journal on transportation and logistics
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Opsearch : journal of the Operational Research Society of India
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European journal of industrial engineering : EJIE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CIRRELT
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Finance and stochastics
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Manufacturing & service operations management : M & SOM
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Socio-economic planning sciences : the international journal of public sector decision-making
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Working papers / TSE : WP
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
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1
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
2
Evaluation of photovoltaic storage systems on energy markets under uncertainty using stochastic dynamic programming
Keles, Dogan
;
Dehler-Holland, Joris
- In:
Energy economics
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013202117
Saved in:
3
Contracts in electricity markets under EU ETS : a stochastic programming approach
Abate, Arega Getaneh
;
Riccardi, Rossana
;
Ruiz, Carlos
- In:
Energy economics
99
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012939437
Saved in:
4
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
5
Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling
Ioannou, Anastasia
;
Fuzuli, Gulistiani
;
Brennan, Feargal
; …
- In:
Energy economics
80
(
2019
),
pp. 760-776
Persistent link: https://www.econbiz.de/10012173720
Saved in:
6
A two-stage stochastic optimization planning framework to decarbonize deeply electric power systems
Boffino, Luigi
;
Conejo, Antonio J.
;
Sioshansi, Ramteen
; …
- In:
Energy economics
84
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012183445
Saved in:
7
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
8
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
9
Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
Saved in:
10
Optimal risk allocation in reinsurance networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
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