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Stochastic process
107
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107
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31
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31
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International journal of production economics
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European journal of operational research : EJOR
424
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151
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149
SpringerLink / Bücher
135
Operations research
128
International journal of theoretical and applied finance
120
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109
Computers & operations research : and their applications to problems of world concern ; an international journal
107
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107
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56
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
108
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1
A survey on the Software Project Scheduling Problem
Vega-Velázquez, Miguel Ángel
;
García-Nájera, Abel
; …
- In:
International journal of production economics
202
(
2018
),
pp. 145-161
Persistent link: https://www.econbiz.de/10011882517
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2
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
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3
A periodic review inventory model with two delivery modes, fractional lead-times, and age-and-period-dependent backlogging costs
Chand, Suresh
;
Li, Jian
;
Xu, Yanyi
- In:
International journal of production economics
173
(
2016
),
pp. 199-206
Persistent link: https://www.econbiz.de/10011444050
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4
Integration of stochastic approaches in the life cycle cost analysis of sewer pipe applications
Jin, Yongliang
- In:
International journal of production economics
179
(
2016
),
pp. 35-43
Persistent link: https://www.econbiz.de/10011532260
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5
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
6
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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7
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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8
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
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9
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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10
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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