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~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Kommentar"
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Stochastic process
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Gendreau, Michel
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9
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Finance and stochastics
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Journal of economic dynamics & control
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Scandinavian actuarial journal
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Computational economics
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International journal of theoretical and applied finance
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Computational Management Science : CMS
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMA journal of management mathematics
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Journal of the Operational Research Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Finance research letters
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71
Balancing stochastic two-sided assembly lines
Chiang, Wen-Chyuan
;
Urban, Timothy L.
;
Luo, Chunyong
- In:
International journal of production research
54
(
2016
)
19/20
,
pp. 6232-6250
Persistent link: https://www.econbiz.de/10011543973
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72
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
73
Modelling uncertainty in stochastic multicriteria acceptability analysis
Durbach, Ian N.
;
Calder, Jon M.
- In:
Omega : the international journal of management science
64
(
2016
),
pp. 13-23
Persistent link: https://www.econbiz.de/10011545028
Saved in:
74
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
75
Signal extraction in long memory stochastic volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
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76
Model representation & decision-making in an ever-changing world : the role of stochastic process models of transportation systems
Watling, David P.
;
Cantarella, Giulio E.
- In:
Networks and spatial economics : a journal of …
15
(
2015
)
3
,
pp. 843-882
Persistent link: https://www.econbiz.de/10011547149
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77
On the Bayesian risk evaluation of minimum guarantees in variable annuities
Byoung Hark Yoo
;
Ko, Bangwon
;
Kwon, Hyuk-Sung
- In:
Asia-Pacific journal of risk and insurance : APJRI
10
(
2016
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011410497
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78
Design of limited-stop bus service with capacity constraint and stochastic travel time
Chen, Jingxu
;
Liu, Zhiyuan
;
Zhu, Senlai
;
Wang, Wei
- In:
Transportation research / E : an international journal
83
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011411726
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79
Honest and dishonest stochastic control for Lévy processes with application to property market
Achudume, C.
;
Nwozo, C. R.
- In:
International journal of financial markets and derivatives
4
(
2015
)
2
,
pp. 163-179
Persistent link: https://www.econbiz.de/10011411944
Saved in:
80
New bounding and decomposition approaches for MILP investment problems : multi-area transmission and generation planning under policy constraints
Munoz, F. D.
;
Hobbs, B. F.
;
Watson, J.-P.
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 888-898
Persistent link: https://www.econbiz.de/10011412467
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