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The data-driven newsvendor problem : new bounds and insights
Levi, Retsef; Perakis, Georgia; Uichanco, Joline - In: Operations research 63 (2015) 6, pp. 1294-1306
Persistent link: https://www.econbiz.de/10011422506
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A two-stage stochastic integer programming approach to integrated staffing and scheduling with application to nurse management
Kibaek, Kim; Sanjay, Mehrotra - In: Operations research 63 (2015) 6, pp. 1431-1451
Persistent link: https://www.econbiz.de/10011422582
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Single commodity stochastic network design under probabilistic constraint with discrete random variables
Prékopa, András; Unuvar, Merve - In: Operations research 63 (2015) 6, pp. 1512-1527
Persistent link: https://www.econbiz.de/10011422614
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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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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
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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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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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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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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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Sparse process flexibility designs : is the long chain really optimal?
Désir, Antoine; Goyal, Vineet; Wei, Yehua; Zhang, Jiawei - In: Operations research 64 (2016) 2, pp. 416-431
Persistent link: https://www.econbiz.de/10011485572