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Stochastic process
171
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92
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Ye, Yinyu
4
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Operations research
European journal of operational research : EJOR
742
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
Journal of econometrics
243
International journal of production research
221
Finance and stochastics
209
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Operations research letters
184
Mathematics of operations research
179
Quantitative finance
176
Journal of economic dynamics & control
145
International journal of production economics
140
Discussion paper / Tinbergen Institute
133
Risks : open access journal
133
Applied mathematical finance
124
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Econometric reviews
91
MPRA Paper
91
Journal of mathematical finance
90
Energy economics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Economic modelling
86
INFORMS journal on computing : JOC
85
Transportation research / E : an international journal
85
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Mathematical methods of operations research
83
International journal of financial engineering
82
Working paper
81
Finance research letters
79
Annals of operations research
77
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ECONIS (ZBW)
188
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188
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1
Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum
;
Papavasiliou, Anthony
- In:
Operations research
71
(
2023
)
6
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
Saved in:
2
Asymptotically optimal control of a centralized dynamic matching market with general utilities
Blanchet, Jose H.
;
Reiman, Martin I.
;
Shah, Virag
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3355-3370
Persistent link: https://www.econbiz.de/10014307826
Saved in:
3
Dynamic stochastic matching under limited time
Aouad, Ali
;
Sarıtaç, Ömer
- In:
Operations research
70
(
2022
)
4
,
pp. 2349-2383
Persistent link: https://www.econbiz.de/10013366461
Saved in:
4
A planner-trader decomposition for multimarket hydro scheduling
Schindler, Kilian
;
Rujeerapaiboon, Napat
;
Kuhn, Daniel
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 185-202
Persistent link: https://www.econbiz.de/10014505059
Saved in:
5
Dynamic interday and intraday scheduling
Zacharias, Christos
;
Liu, Nan
;
Begen, Mehmet A.
- In:
Operations research
72
(
2024
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10014505127
Saved in:
6
Lagrangian dual decision rules for multistage stochastic mixed-integer programming
Daryalal, Maryam
;
Bodur, Merve
;
Luedtke, James R.
- In:
Operations research
72
(
2024
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10014520886
Saved in:
7
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
8
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
9
Sample and computationally efficient stochastic kriging in high dimensions
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
10
Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi
;
Touzi, Nizar
;
Zuo, Ruiting
- In:
Operations research
72
(
2024
)
3
,
pp. 903-915
Persistent link: https://www.econbiz.de/10014556839
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