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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Control theory"
~subject:"Mathematical programming"
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Search: subject_exact:"Stochastic process"
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Control theory
Mathematical programming
Stochastic process
398
Stochastischer Prozess
398
Theorie
209
Theory
209
Portfolio selection
91
Portfolio-Management
91
Option pricing theory
86
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Young, Virginia R.
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Liang, Zongxia
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Bayraktar, Erhan
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Brachetta, M.
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Li, Y. P.
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Energy economics
Insurance / Mathematics & economics
Journal of the Operational Research Society : OR
European journal of operational research : EJOR
289
Computers & operations research : and their applications to problems of world concern ; an international journal
102
Operations research
83
Mathematics of operations research
72
Operations research letters
72
International journal of production research
61
INFORMS journal on computing : JOC
51
International journal of production economics
44
Computational Management Science : CMS
39
Transportation research / E : an international journal
36
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Omega : the international journal of management science
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Mathematical methods of operations research
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Annals of operations research
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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International journal of theoretical and applied finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
OR spectrum : quantitative approaches in management
21
Computational economics
17
Finance and stochastics
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IMA journal of management mathematics
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Les cahiers du GERAD
17
Top : an official journal of the Spanish Society of Statistics and Operations Research
17
Journal of economic dynamics & control
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Risks : open access journal
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Quantitative finance
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Computational management science
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Journal of the Operational Research Society
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Operational research : an international journal
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Applied mathematical finance
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EURO journal on transportation and logistics
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Mathematics and financial economics
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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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1
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:
2
Optimal dividends under Markov-modulated bankruptcy level
Ferrari, Giorgio
;
Schuhmann, Patrick
;
Zhu, Shihao
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 146-172
Persistent link: https://www.econbiz.de/10013380501
Saved in:
3
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
4
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:
5
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:
6
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
7
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
8
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:
9
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:
10
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
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