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Mathematical programming
Stochastic process
Theorie
1,043
Theory
1,043
Mathematische Optimierung
354
Stochastischer Prozess
213
Portfolio selection
179
Portfolio-Management
179
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Optionspreistheorie
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Basu, Amitabh
7
Nagarajan, Viswanath
7
Sviridenko, Maxim
7
Blanchet, Jose
5
Cornuéjols, Gérard
5
Kabanov, Jurij M.
5
Végh, László A.
5
Ye, Jane J.
5
Benth, Fred Espen
4
Bertsimas, Dimitris
4
Bolte, Jérôme
4
Buchbinder, Niv
4
Chen, Xiaojun
4
Conforti, Michele
4
Feldman, Moran
4
Gupta, Anupam
4
Klerk, Etienne de
4
Levi, Retsef
4
Ma, Shiqian
4
Murota, Kazuo
4
Toh, Kim-Chuan
4
Williamson, David P.
4
Xu, Huifu
4
Ye, Yinyu
4
Zambelli, Giacomo
4
Zenklusen, Rico
4
Ahmadi, Amir Ali
3
Bayraktar, Erhan
3
Beiglböck, Mathias
3
Bhatnagar, Shalabh
3
Björk, Tomas
3
Bo, Lijun
3
Bomze, Immanuel M.
3
Bouchard, Bruno
3
Capponi, Agostino
3
Choulli, Tahir
3
Cui, Ying
3
Del Pia, Alberto
3
Egami, Masahiko
3
Fiorini, Samuel
3
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Finance and stochastics
Mathematics of operations research
European journal of operational research : EJOR
2,053
Computers & operations research : and their applications to problems of world concern ; an international journal
1,121
Operations research letters
579
International journal of production research
559
Operations research
374
INFORMS journal on computing : JOC
330
International journal of production economics
238
Mathematical methods of operations research
230
Omega : the international journal of management science
193
Transportation research / E : an international journal
183
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Insurance / Mathematics & economics
168
Journal of the Operational Research Society : OR
163
Discussion paper / Tinbergen Institute
159
Journal of economic dynamics & control
156
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
154
Journal of the Operational Research Society
141
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
141
International journal of theoretical and applied finance
138
Operational research : an international journal
136
Opsearch : journal of the Operational Research Society of India
136
OR spectrum : quantitative approaches in management
131
Discussion paper / Center for Economic Research, Tilburg University
130
RAIRO / Operations research
128
Annals of operations research
124
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
119
Journal of econometrics
118
Top : transactions in operations research
115
Computers & operations research : an international journal
112
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
111
International transactions in operational research : a journal of the International Federation of Operational Research Societies
109
Computational economics
104
SpringerLink / Bücher
103
Computational Management Science : CMS
101
4OR : a quarterly journal of operations research
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
CORE discussion paper : DP
90
EURO journal on computational optimization
89
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ECONIS (ZBW)
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1
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
2
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
3
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
Saved in:
4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
5
A geometrical characterization of multidimensional Hausdorff polytopes with applications to exit time problems
Helmes, Kurt
;
Röhl, Stefan
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 315-326
Persistent link: https://www.econbiz.de/10003732432
Saved in:
6
An analysis of monotone follower problems for diffusion processes
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 336-350
Persistent link: https://www.econbiz.de/10003732436
Saved in:
7
A 2-approximation algorithm for stochastic inventory control models with lost sales
Levi, Retsef
;
Janakiraman, Ganesh
;
Nagarajan, Mahesh
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 351-374
Persistent link: https://www.econbiz.de/10003732438
Saved in:
8
Approximation algorithms for the capacitated multi-item lot-sizing problem via flow-cover inequalities
Levi, Retsef
;
Lodi, Andrea
;
Sviridenko, Maxim
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 461-474
Persistent link: https://www.econbiz.de/10003732456
Saved in:
9
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
10
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
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