//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"INFORMS journal on computing : JOC"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Importance sampling for jump p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Mathematical programming
3
Mathematische Optimierung
3
Sampling
3
Stichprobenerhebung
3
sample average approximation
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
importance sampling
2
stochastic programming
2
Algorithm
1
Algorithmus
1
Benders’ decomposition
1
Dynamic programming
1
Dynamische Optimierung
1
Greece
1
Greek letters
1
Griechenland
1
Inventory model
1
Lagerhaltungsmodell
1
Markov chain
1
Markov chain Monte Carlo
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Measurement
1
Messung
1
Monte Carlo
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Risiko
1
Risikoaversion
1
Risikomanagement
1
Risikomaß
1
Risk
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chicoisne, Renaud
1
Espinoza, Daniel
1
Gangammanavar, Harsha
1
Halman, Nir
1
Liu, Guangwu
1
Liu, Yifan
1
Ordóñez, Fernando
1
Parpas, Panos
1
Sen, Suvrajeet
1
Tong, Shaolong
1
Tran, Quang Kha
1
Ustun, Berk
1
Webster, Mort
1
more ...
less ...
Published in...
All
INFORMS journal on computing : JOC
Tinbergen Institute Discussion Papers
51
Tinbergen Institute Discussion Paper
37
Discussion paper / Tinbergen Institute
35
International journal of production research
14
European journal of operational research : EJOR
13
Computational Statistics & Data Analysis
12
Management Science
10
Econometric Institute Research Papers
8
MPRA Paper
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Econometric Institute Report
7
International journal of production economics
7
Operations research letters
7
Transportation research / E : an international journal
7
Economics Working Paper
6
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
6
Operations research
6
Economics Papers from University Paris Dauphine
5
Annals of the Institute of Statistical Mathematics
4
Insurance / Mathematics & economics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of Econometrics
4
Journal of the Operational Research Society
4
Mathematics of operations research
4
Omega : the international journal of management science
4
Transportation Research Part E: Logistics and Transportation Review
4
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Asia-Pacific Journal of Operational Research (APJOR)
3
Computational Management Science
3
Computational Optimization and Applications
3
Computational economics
3
Econometric Reviews
3
Econometric reviews
3
Econometrics
3
European Journal of Operational Research
3
International journal of theoretical and applied finance
3
International transactions in operational research : a journal of the International Federation of Operational Research Societies
3
Journal of econometrics
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic decomposition for two-stage stochastic linear programs with random cost coefficients
Gangammanavar, Harsha
;
Liu, Yifan
;
Sen, Suvrajeet
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10012496353
Saved in:
2
Risk averse shortest paths : a computational study
Chicoisne, Renaud
;
Ordóñez, Fernando
;
Espinoza, Daniel
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 539-553
Persistent link: https://www.econbiz.de/10011948091
Saved in:
3
Provably near-optimal approximation schemes for implicit stochastic and sample-based dynamic programs
Halman, Nir
- In:
INFORMS journal on computing : JOC
32
(
2020
)
4
,
pp. 1157-1181
Persistent link: https://www.econbiz.de/10012390216
Saved in:
4
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong
;
Liu, Guangwu
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Saved in:
5
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->