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~isPartOf:"Energy economics"
~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
398
Stochastischer Prozess
398
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209
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91
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91
Option pricing theory
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Young, Virginia R.
3
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Ait-Kadi, Daoud
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Angoshtari, Bahman
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Energy economics
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
78
Operations research letters
68
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
51
International journal of production economics
41
Computational Management Science : CMS
39
Transportation research / E : an international journal
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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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Annals of operations research
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OR spectrum : quantitative approaches in management
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Mathematical methods of operations research
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IMA journal of management mathematics
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Les cahiers du GERAD
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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Computational economics
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Computational management science
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International journal of theoretical and applied finance
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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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Quantitative finance
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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)
33
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
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