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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Capriotti, Luca"
~person:"Maggioni, Francesca"
~subject:"Stochastic process"
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Stochastic process
Stochastischer Prozess
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Capriotti, Luca
Maggioni, Francesca
Escudero, Laureano F.
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European journal of operational research : EJOR
International journal of theoretical and applied finance
Computational Management Science : CMS
4
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2
IMA journal of management mathematics
2
Stochastic optimization: theory and applications
2
Annals of operations research ; volume 279, numbers 1/2 (August 2019)
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ECONIS (ZBW)
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1
A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
Cavagnini, Rossana
;
Bertazzi, Luca
;
Maggioni, Francesca
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 912-922
Persistent link: https://www.econbiz.de/10013267796
Saved in:
2
Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.
;
Gabl, Markus
;
Maggioni, Francesca
; …
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
Saved in:
3
Bounds for probabilistic programming with application to a blend planning problem
Peng, Shen
;
Maggioni, Francesca
;
Lisser, Abdel
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 964-976
Persistent link: https://www.econbiz.de/10013261798
Saved in:
4
Approximation methods for inhomogeneous geometric Brownian motion
Capriotti, Luca
;
Jiang, Yupeng
;
Shaimerdenova, Gaukhar
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012012939
Saved in:
5
Stochastic optimization models for a bike-sharing problem with transshipment
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
; …
- In:
European journal of operational research : EJOR
276
(
2019
)
1
,
pp. 272-283
Persistent link: https://www.econbiz.de/10011997882
Saved in:
6
A stochastic programming model for a tactical solid waste management problem
Gambella, Claudio
;
Maggioni, Francesca
;
Vigo, Daniele
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10011987578
Saved in:
7
An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta
;
Capriotti, Luca
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
Saved in:
8
The exponent expansion : an effective approximation of transition probabilities of diffusion processes and pricing Kernels of financial derivatives
Capriotti, Luca
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1179-1200
Persistent link: https://www.econbiz.de/10003395996
Saved in:
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