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The Hurdle-Race Problem
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European journal of operational research : EJOR
Insurance / Mathematics & economics
68
Insurance: Mathematics and Economics
40
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
28
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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4OR : a quarterly journal of operations research
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ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
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Advanced mathematical methods for finance
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Annals of operations research ; volume 261, numbers 1/2 (February 2018)
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A provisioning problem with stochastic payments
Pagnoncelli, Bernardo K.
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
221
(
2012
)
2
,
pp. 445-453
Persistent link: https://www.econbiz.de/10009557675
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2
Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
Bernard, C.
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 469-480
Persistent link: https://www.econbiz.de/10010356721
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3
Fair allocation of indivisible goods with minimum inequality or minimum envy
Cornilly, Dries
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 741-752
Persistent link: https://www.econbiz.de/10013259929
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4
A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven
;
Yao, Jing
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 606-612
Persistent link: https://www.econbiz.de/10011738057
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5
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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6
A provisioning problem with stochastic payments
Pagnoncelli, Bernardo K.
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
221
(
2012
)
2
,
pp. 445-454
Persistent link: https://www.econbiz.de/10009972379
Saved in:
7
Optimal multivariate financial decision making
Bernard, Carole
;
De Gennaro Aquino, Luca
;
Vanduffel, Steven
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
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8
Bounds for the price of a European-style Asian option in a binary tree model
Reynaerts, Huguette
;
Vanmaele, Michele
;
Dhaene, Jan
; …
- In:
European journal of operational research : EJOR
168
(
2006
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10006641229
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