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Optimal two-phase vaccine allocation to geographically different regions under uncertainty
Yarmand, Hamed; Ivy, Julie Simmons; Denton, Brian T.; … - In: European journal of operational research : EJOR 233 (2014) 1, pp. 208-219
Persistent link: https://www.econbiz.de/10010225259
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Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
Thul, Lawrence; Powell, Warren B. - In: European journal of operational research : EJOR 304 (2023) 1, pp. 325-338
Persistent link: https://www.econbiz.de/10013454214
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Implications of Stochastic Transmission Rates for Managing Pandemic Risks
Hong, Harrison - 2020
epidemic model and link valuations to infections via an asset-pricing framework with vaccines. Infections lower earnings growth …
Persistent link: https://www.econbiz.de/10012481801
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IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
Tanner, Matthew W.; Ntaimo, Lewis - In: European journal of operational research : EJOR 207 (2010) 1, pp. 290-296
Persistent link: https://www.econbiz.de/10003997240
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Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang; Li, Zhongfei; Li, Duan - In: European journal of operational research : EJOR 252 (2016) 3, pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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Efficient social distancing during the COVID-19 pandemic : integrating economic and public health considerations
Chen, Kexin; Pun, Chi Seng; Wong, Hoi Ying - In: European journal of operational research : EJOR 304 (2023) 1, pp. 84-98
Persistent link: https://www.econbiz.de/10013454174
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A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives
Trolle, Anders B. - 2006
We develop a tractable and flexible stochastic volatility multi-factor model of the term structure of interest rates. It features correlations between innovations to forward rates and volatilities, quasi-analytical prices of zero-coupon bond options and dynamics of the forward rate curve, under...
Persistent link: https://www.econbiz.de/10012466328
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From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo - In: European journal of operational research : EJOR 187 (2008) 1, pp. 120-137
Persistent link: https://www.econbiz.de/10003769135