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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
9,222
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9,222
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4,918
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4,918
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2,020
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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
19
Tsionas, Efthymios G.
19
Wong, Hoi Ying
19
Yu, Jun
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Wang, Xingchun
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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
13
Kumbhakar, Subal
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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
1
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
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European journal of operational research : EJOR
625
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
International journal of production research
169
Operations research
168
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
139
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
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
77
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
55
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ECONIS (ZBW)
9,223
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1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
5
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
6
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
9
Combining deep reinforcement learning and multi-stage stochastic programming to address the supply chain inventory management problem
Stranieri, Francesco
;
Fadda, Edoardo
;
Stella, Fabio Antonio
- In:
International journal of production economics
268
(
2024
),
pp. 13
Persistent link: https://www.econbiz.de/10014460541
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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