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~isPartOf:"The journal of computational finance"
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Simulation
87
Monte Carlo simulation
73
Monte-Carlo-Simulation
73
Theorie
63
Theory
63
Option pricing theory
54
Optionspreistheorie
54
Stochastic process
37
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25
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25
Mathematical programming
19
Mathematische Optimierung
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simulation
17
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14
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14
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Interest rate derivative
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simulation optimization
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Fu, Michael
7
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Nelson, Barry L.
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Hong, L. Jeff
3
Joshi, Mark S.
3
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2
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Operations research
The journal of computational finance
International journal of production research
619
European journal of operational research : EJOR
403
International journal of production economics
247
Computational economics
211
Journal of econometrics
197
Journal of economic dynamics & control
180
Working paper
150
Discussion paper / Tinbergen Institute
143
NBER working paper series
135
Economic modelling
129
Working paper / National Bureau of Economic Research, Inc.
129
NBER Working Paper
123
Technological forecasting & social change : an international journal
119
Economics letters
117
Computers & operations research : and their applications to problems of world concern ; an international journal
108
Discussion paper / Center for Economic Research, Tilburg University
104
EUROMOD working paper series
104
SpringerLink / Bücher
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of economic behavior & organization : JEBO
99
Journal of economic interaction and coordination : JEIC
95
Econometric reviews
94
Discussion paper series / IZA
93
Applied economics
90
Transportation research / E : an international journal
89
Journal of the Operational Research Society : OR
87
Energy economics
85
Journal of Artificial Societies and Social Simulation
83
Health care management science
81
Journal of the Operational Research Society
80
LEM working paper series
78
Management science : journal of the Institute for Operations Research and the Management Sciences
75
Computational and mathematical organization theory
74
IZA Discussion Papers
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
CEMMAP working papers / Centre for Microdata Methods and Practice
70
Journal of evolutionary economics : JEE
69
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
147
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147
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1
Parallel adaptive survivor selection
Pei, Linda
;
Nelson, Barry L.
;
Hunter, Susan R.
- In:
Operations research
72
(
2024
)
1
,
pp. 336-354
Persistent link: https://www.econbiz.de/10014505129
Saved in:
2
Gradient-based algorithms for convex discrete optimization via
simulation
Zhang, Haixiang
;
Zheng, Zeyu
;
Lavaei, Javad
- In:
Operations research
71
(
2023
)
5
,
pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
Saved in:
3
Simulation
-based prediction
Lim, Eunji
;
Glynn, Peter W.
- In:
Operations research
71
(
2023
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10014308246
Saved in:
4
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
5
Efficient learning for clustering and optimizing context-dependent designs
Li, Haidong
;
Lam, Henry
;
Peng, Yijie
- In:
Operations research
72
(
2024
)
2
,
pp. 617-638
Persistent link: https://www.econbiz.de/10014520851
Saved in:
6
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
7
Data-driven ranking and selection under input uncertainty
Wu, Di
;
Wang, Yuhao
;
Zhou, Enlu
- In:
Operations research
72
(
2024
)
2
,
pp. 781-795
Persistent link: https://www.econbiz.de/10014520985
Saved in:
8
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
9
Maximum entropy distributions with applications to graph
simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
10
Who is next : patient prioritization under emergency department blocking
Li, Wenhao
;
Sun, Zhankun
;
Hong, L. Jeff
- In:
Operations research
71
(
2023
)
3
,
pp. 821-842
Persistent link: https://www.econbiz.de/10014309080
Saved in:
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