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Stochastic process
Volatility
Theorie
1,006
Theory
1,006
Mathematical programming
556
Mathematische Optimierung
556
Game theory
198
Spieltheorie
198
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147
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147
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137
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109
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93
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84
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141
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Guan, Yongpei
4
Morton, David P.
4
Shapiro, Alexander
4
Ahmed, Shabbir
3
Cha, Ji Hwan
3
Leclère, Vincent
3
Schaefer, Andrew J.
3
Bo, Lijun
2
Castellano, Davide
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Chowdhury, Shovan
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Claus, Matthias
2
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2
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2
Ghate, Archis
2
Guigues, Vincent
2
Gupta, Nitin
2
Hasenbein, John J.
2
Huang, Kai
2
Jiang, Jie
2
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2
Kundu, Amarjit
2
Küçükyavuz, Simge
2
Li, Xiaohu
2
Shen, Yang
2
Siu, Tak Kuen
2
Smith, Robert L.
2
Wang, Jiantian
2
Watson, Jean-Paul
2
Wei, Qingda
2
Whitt, Ward
2
Wong, Hoi Ying
2
Woodruff, David L.
2
Zhao, Chaoyue
2
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1
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1
Amini-Seresht, Ebrahim
1
Araghi, Mojtaba
1
Balasubramanian, Krishnakumar
1
Balcıog˜lu, Barış
1
Balcıog̃lu, Barış
1
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Operations research letters
European journal of operational research : EJOR
580
International journal of theoretical and applied finance
377
Insurance / Mathematics & economics
255
Journal of econometrics
239
Quantitative finance
232
Journal of banking & finance
221
Finance and stochastics
215
Finance research letters
206
Journal of economic dynamics & control
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Applied mathematical finance
160
Economics letters
155
Computers & operations research : and their applications to problems of world concern ; an international journal
153
Risks : open access journal
152
Operations research
151
Economic modelling
149
Energy economics
141
Computational economics
140
International journal of production research
137
Mathematics of operations research
129
The journal of futures markets
129
The journal of computational finance
128
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of financial economics
119
Journal of empirical finance
116
International review of financial analysis
111
International review of economics & finance : IREF
110
Applied economics
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The European journal of finance
102
International journal of financial engineering
99
Journal of mathematical finance
95
International journal of forecasting
93
Journal of risk and financial management : JRFM
91
Journal of economic theory
88
International journal of production economics
85
Review of derivatives research
85
The review of financial studies
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ECONIS (ZBW)
141
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1
Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Improving constants of strong convexity in linear stochastic programming
Claus, Matthias
;
Spürkel, Kai
- In:
Operations research letters
50
(
2022
)
1
,
pp. 76-83
Persistent link: https://www.econbiz.de/10013177170
Saved in:
9
Approximation algorithm for the 2-stage stochastic matroid base problem
Fukunaga, Takuro
;
Ravi, Ramamoorthi
;
Rudenko, Oleksandr
; …
- In:
Operations research letters
50
(
2022
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10013192623
Saved in:
10
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Xiao, Tesi
;
Balasubramanian, Krishnakumar
;
Ghadimi, Saeed
- In:
Operations research letters
50
(
2022
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10013192689
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