//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Operations research letters"
~subject:"Option pricing theory"
~subject:"Statistical test"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Statistical test
Stochastic process
Stochastischer Prozess
164
Theorie
102
Theory
102
Mathematical programming
68
Mathematische Optimierung
68
Stochastic programming
20
Optionspreistheorie
16
Queueing theory
12
Warteschlangentheorie
12
Sampling
11
Stichprobenerhebung
11
Dynamic programming
10
Scheduling problem
10
Scheduling-Verfahren
10
Dynamische Optimierung
9
Inventory model
9
Lagerhaltungsmodell
9
Probability theory
9
Wahrscheinlichkeitsrechnung
9
Algorithm
8
Algorithmus
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic optimization
8
Volatility
8
Volatilität
8
Control theory
7
Kontrolltheorie
7
Markov chain
7
Markov-Kette
7
Operations Research
7
Operations research
7
Risikoaversion
7
Risk aversion
7
Estimation theory
6
Schätztheorie
6
more ...
less ...
Online availability
All
Undetermined
88
Type of publication
All
Article
164
Type of publication (narrower categories)
All
Article in journal
164
Aufsatz in Zeitschrift
164
Language
All
English
164
Author
All
Shapiro, Alexander
5
Guan, Yongpei
4
Leclère, Vincent
4
Morton, David P.
4
Ahmed, Shabbir
3
Cha, Ji Hwan
3
Guigues, Vincent
3
Schaefer, Andrew J.
3
Wang, Jiantian
3
Woodruff, David L.
3
Bo, Lijun
2
Castellano, Davide
2
Chen, Zhiping
2
Cheng, Yi
2
Chowdhury, Shovan
2
Claus, Matthias
2
Cory-Wright, Ryan
2
Dowson, Oscar
2
Finkelstein, Maxim
2
Ghate, Archis
2
Gupta, Nitin
2
Hasenbein, John J.
2
Huang, Kai
2
Jiang, Jie
2
Kim, Bara
2
Kim, Jeongsim
2
Klopfenstein, Olivier
2
Kumar, Somesh
2
Kundu, Amarjit
2
Küçükyavuz, Simge
2
Li, Xiaohu
2
Lisser, Abdel
2
Mandjes, Michel
2
Philpott, Andy
2
Shen, Yang
2
Siu, Tak Kuen
2
Smith, Robert L.
2
Watson, Jean-Paul
2
Wei, Qingda
2
Whitt, Ward
2
more ...
less ...
Published in...
All
Operations research letters
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
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
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
164
Showing
1
-
10
of
164
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic joint replenishment problem under a fill rate constraint with controllable lead times and shared cost allocation
Castellano, Davide
;
Santillo, Liberatina C.
- In:
Operations research letters
51
(
2023
)
4
,
pp. 385-392
Persistent link: https://www.econbiz.de/10014426570
Saved in:
2
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
3
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
4
Online learning for route planning with on-time arrival reliability
Jiang, Hongyi
;
Samaranayake, Samitha
;
Zhao, Qing
- In:
Operations research letters
51
(
2023
)
6
,
pp. 548-554
Persistent link: https://www.econbiz.de/10014465722
Saved in:
5
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
6
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
7
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
8
Answer to an open problem about stochastic comparison of parallel systems with geometric components
Affouf, Mahmoud
;
Wang, Jiantian
- In:
Operations research letters
51
(
2023
)
2
,
pp. 176-178
Persistent link: https://www.econbiz.de/10014311848
Saved in:
9
Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël
;
Leclère, Vincent
- In:
Operations research letters
50
(
2022
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
Saved in:
10
Optimal stochastic control of the intensity of point processes
Kim, Bara
;
Kim, Jeongsim
;
Wang, Chia-Li
- In:
Operations research letters
50
(
2022
)
5
,
pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->