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~isPartOf:"Journal of empirical finance"
~isPartOf:"Top : an official journal of the Spanish Society of Statistics and Operations Research"
~isPartOf:"Transportation science : a journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"hun"
~subject:"Stochastic process"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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Stochastic process
Theorie
809
Theory
809
Capital income
376
Kapitaleinkommen
376
Tourenplanung
328
Vehicle routing problem
328
Börsenkurs
287
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287
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264
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258
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Ulmer, Marlin Wolf
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Medaglia, Andrés L.
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Journal of empirical finance
Top : an official journal of the Spanish Society of Statistics and Operations Research
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
627
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
International journal of production research
169
Operations research
168
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
139
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
105
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
International journal of financial engineering
80
Transportation research / E : an international journal
80
INFORMS journal on computing : JOC
79
Finance research letters
78
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Annals of finance
69
Annals of operations research
68
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
55
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ECONIS (ZBW)
129
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129
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1
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
4
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
5
Zero-sum stochastic games with the average-value-at-risk criterion
Liu, Qiuli
;
Ching, Wai Ki
;
Guo, Xianping
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 618-647
Persistent link: https://www.econbiz.de/10014384732
Saved in:
6
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
7
A branch-and-price algorithm for the vehicle routing problem with stochastic demands and probabilistic duration constraints
Florio, Alexandre M.
;
Hartl, Richard F.
;
Minner, Stefan
; …
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
1
,
pp. 122-138
Persistent link: https://www.econbiz.de/10012435400
Saved in:
8
A column-and-constraint generation algorithm for two-stage stochastic programming problems
Tönissen, Denise D.
;
Arts, Joachim J.
;
Shen, Zuo-Jun
- In:
Top : an official journal of the Spanish Society of …
29
(
2021
)
3
,
pp. 781-798
Persistent link: https://www.econbiz.de/10012621312
Saved in:
9
Designing zonal-based flexible bus services under stochastic demand
Lee, Enoch
;
Cen, Xuekai
;
Lo, Hong Kam
;
Ng, Ka Fai
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
6
,
pp. 1280-1299
Persistent link: https://www.econbiz.de/10012796973
Saved in:
10
On the shortest α-reliable path problem
Corredor-Montenegro, David
;
Cabrera, Nicolás
; …
- In:
Top : an official journal of the Spanish Society of …
29
(
2021
)
1
,
pp. 287-318
Persistent link: https://www.econbiz.de/10012499032
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