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Mathematics of operations research
European journal of operational research : EJOR
33
European Journal of Operational Research
25
Physica A: Statistical Mechanics and its Applications
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Stochastic Processes and their Applications
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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>
;
Harms, Philipp
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 399-427
Persistent link: https://www.econbiz.de/10011868611
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On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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Forbidden transactions and black markets
Gu, Chenlin
;
Roth, Alvin E.
;
Wu, Qingyun
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3084-3109
Persistent link: https://www.econbiz.de/10014311399
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