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~subject:"Derivat"
~subject:"Statistical test"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Stochastisches Modell"
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Derivat
Statistical test
Stochastic process
Stochastischer Prozess
9,311
Theorie
4,987
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4,987
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2,036
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2,036
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1,915
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2,813
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Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
26
Siu, Tak Kuen
25
Carr, Peter
24
Fabozzi, Frank J.
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Madan, Dilip B.
20
Todorov, Viktor
20
Račev, Svetlozar T.
19
Tsionas, Efthymios G.
19
Wong, Hoi Ying
19
Yu, Jun
19
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Wang, Xingchun
17
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Chan, Joshua
15
Post, Thierry
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Ulmer, Marlin Wolf
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Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Kim, Young Shin
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Grasselli, Martino
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Kumbhakar, Subal
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Universität Mannheim
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APMOD <8, 2006, Madrid>
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Federal Reserve Bank of St. Louis
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Stochastic Optimization Workshop <2001>
1
Universität Duisburg-Essen
1
Universität Ulm
1
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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
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
139
Risks : open access journal
127
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
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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
64
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
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ECONIS (ZBW)
9,311
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1
A simulation optimization framework to solve Stochastic Flexible Job-Shop Scheduling Problems- case : semiconductor manufacturing
Ghaedy-Heidary, Ensieh
;
Nejati, Erfan
;
Ghasemi, Amir
; …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014560652
Saved in:
2
Can customer arrival rates be modelled by sine waves?
Chen, Ningyuan
;
Gürlek, Ragıp
;
Lee, Donald K. K.
; …
- In:
Service science
16
(
2024
)
2
,
pp. 70-84
Persistent link: https://www.econbiz.de/10014564195
Saved in:
3
Distributionally robust scheduling of stochastic knapsack arrivals
Bos, Hayo
;
Boucherie, Richard J.
;
Hans, Erwin W.
; …
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014565010
Saved in:
4
Balancing resources for dynamic vehicle routing with stochastic customer requests
Soeffker, Ninja
;
Ulmer, Marlin Wolf
;
Mattfeld, Dirk C.
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 331-373
Persistent link: https://www.econbiz.de/10014566057
Saved in:
5
Consistent routing for local same-day delivery via micro-hubs
Ackva, Charlotte
;
Ulmer, Marlin Wolf
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
2
,
pp. 375-409
Persistent link: https://www.econbiz.de/10014566061
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6
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
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7
A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
Zhang, Hongyu
;
Mazzi, Nicolò
;
McKinnon, Ken
;
Nava, …
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014566414
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8
A variational inequality formulation for stochastic user equilibrium with a bounded choice set
Jiang, Yu
- In:
Computers & operations research : an international journal
167
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014566429
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9
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
10
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
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