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~isPartOf:"Mathematical methods of operations research"
~subject:"Mathematical programming"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Stochastic process"
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Mathematical programming
Monte Carlo simulation
Stochastic process
158
Stochastischer Prozess
158
Theorie
82
Theory
82
Volatility
33
Volatilität
33
Option pricing theory
31
Optionspreistheorie
31
Mathematische Optimierung
26
Portfolio selection
26
Portfolio-Management
26
Electric power industry
21
Elektrizitätswirtschaft
21
Markov chain
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Markov-Kette
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Oil price
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Ölpreis
17
Commodity derivative
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Electricity price
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Rohstoffderivat
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Strompreis
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Control theory
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Kontrolltheorie
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Stochastic volatility
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Estimation
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Monte-Carlo-Simulation
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Schätzung
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Hedging
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Chen, Zhiping
2
Li, Y. P.
2
Perninge, Magnus
2
Abate, Arega Getaneh
1
Ackooij, Wim van
1
Andersson, Daniel
1
Angus, Andrew
1
Baum, Christopher F.
1
Bertocchi, Marida
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Boffino, Luigi
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Brennan, Feargal
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Brix, Anne Floor
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Cani, Arian
1
Caporin, Massimiliano
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Chen, C.
1
Chen, Liyuan
1
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1
Conejo, Antonio J.
1
Costa, Letícia de Almeida
1
Dehler-Holland, Joris
1
Djehiche, Boualem
1
Eriksson, Marcus
1
Fukushima, Masao
1
Fuzuli, Gulistiani
1
Garcés, Francisco
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Gonzalez, Jhonny
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Gyurkó, Lajos Gergely
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1
Ioannou, Anastasia
1
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1
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Energy economics
Mathematical methods of operations research
European journal of operational research : EJOR
289
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
83
Mathematics of operations research
70
Operations research letters
69
International journal of production research
63
INFORMS journal on computing : JOC
54
International journal of production economics
43
Computational Management Science : CMS
40
Transportation research / E : an international journal
37
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
Omega : the international journal of management science
33
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
32
Annals of operations research
27
Computational economics
25
International journal of theoretical and applied finance
25
Quantitative finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Discussion paper / Tinbergen Institute
22
OR spectrum : quantitative approaches in management
22
Insurance / Mathematics & economics
19
IMA journal of management mathematics
18
Les cahiers du GERAD
18
The journal of computational finance
18
Finance and stochastics
17
Journal of the Operational Research Society
17
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Computational management science
14
International transactions in operational research : a journal of the International Federation of Operational Research Societies
14
Journal of econometrics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Econometric reviews
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Operational research : an international journal
12
EURO journal on transportation and logistics
11
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Opsearch : journal of the Operational Research Society of India
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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
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
3
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
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
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
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
7
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
8
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:
9
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
Saved in:
10
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
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