//--> //--> //--> //-->
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:"Mathematics of operations research"
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
Piecewise linear double barrie...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
161
Stochastischer Prozess
161
Theorie
83
Theory
83
Mathematical programming
68
Mathematische Optimierung
68
Option pricing theory
26
Optionspreistheorie
26
Control theory
19
Kontrolltheorie
19
Markov chain
17
Markov-Kette
17
Queueing theory
16
Warteschlangentheorie
16
stochastic optimization
14
Search theory
13
Suchtheorie
13
Dynamic programming
12
Dynamische Optimierung
12
Estimation theory
12
Game theory
12
Portfolio selection
12
Portfolio-Management
12
Schätztheorie
12
Spieltheorie
12
Algorithm
11
Algorithmus
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
optimal stopping
10
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
Probability theory
9
Scheduling problem
9
Scheduling-Verfahren
9
Stochastic game
9
Stochastisches Spiel
9
Wahrscheinlichkeitsrechnung
9
stochastic control
9
stochastic programming
9
more ...
less ...
Online availability
All
Undetermined
114
Type of publication
All
Article
172
Type of publication (narrower categories)
All
Article in journal
172
Aufsatz in Zeitschrift
172
Language
All
English
172
Author
All
Blanchet, Jose
5
Bhatnagar, Shalabh
4
Bayraktar, Erhan
3
Bertsekas, Dimitri P.
3
Bertsimas, Dimitris
3
Cohen, Asaf
3
De Angelis, Tiziano
3
Ferrari, Giorgio
3
Glynn, Peter W.
3
Gupta, Anupam
3
Nagarajan, Viswanath
3
Pang, Jong-shi
3
Saldi, Naci
3
Basu, Arnab
2
Başar, Tamer
2
Bender, Christian
2
Bouchard, Bruno
2
Budhiraja, Amarjit
2
Callegaro, Giorgia
2
Cui, Ying
2
Dieker, A. B.
2
Frazier, Peter I.
2
Ghosh, Mrinal K.
2
Goyal, Vineet
2
Levi, Retsef
2
Li, Chenxu
2
Liu, Junyi
2
Mertikopoulos, Panayotis
2
Mukherjee, Debankur
2
Puha, Amber L.
2
Raginsky, Maxim
2
Ramanan, Kavita
2
Ramaswamy, Arunselvan
2
Ravi, Ramamoorthi
2
Schoenmakers, John
2
Sen, Suvrajeet
2
Shanbhag, Uday V.
2
Simchi-Levi, David
2
Surowiec, Thomas M.
2
Sviridenko, Maxim
2
more ...
less ...
Published in...
All
Mathematics of operations research
European journal of operational research : EJOR
720
International journal of theoretical and applied finance
610
The journal of futures markets
384
Insurance / Mathematics & economics
357
Finance and stochastics
347
Mathematical finance : an international journal of mathematics, statistics and financial theory
318
Journal of banking & finance
299
Applied mathematical finance
282
The journal of computational finance
275
Quantitative finance
268
Journal of econometrics
260
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Journal of economic dynamics & control
244
Review of derivatives research
195
Operations research
187
Risks : open access journal
185
Computers & operations research : and their applications to problems of world concern ; an international journal
184
Operations research letters
181
Finance research letters
179
International journal of production research
172
Computational economics
171
Discussion paper / Tinbergen Institute
158
Journal of mathematical finance
150
International journal of financial engineering
141
International journal of production economics
137
Management science : journal of the Institute for Operations Research and the Management Sciences
133
NBER working paper series
131
Research paper series / Swiss Finance Institute
128
Energy economics
126
Working paper / National Bureau of Economic Research, Inc.
121
Economics letters
117
Journal of financial economics
115
Economic modelling
113
The European journal of finance
113
Working paper
108
Asia-Pacific financial markets
106
NBER Working Paper
105
The North American journal of economics and finance : a journal of financial economics studies
104
The review of financial studies
104
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
3
Closed-form expansions of discretely monitored Asian options in diffusion models
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 789-822
Persistent link: https://www.econbiz.de/10010402956
Saved in:
4
No-arbitrage and hedging with liquid American options
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 468-486
Persistent link: https://www.econbiz.de/10012028629
Saved in:
5
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
Saved in:
6
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
Saved in:
7
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
8
Bandit problems with Lévy processes
Cohen, Asaf
;
Solan, Eilon
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10009727696
Saved in:
9
Closed-form expansion, conditional expectation, and option valuation
Li, Chenxu
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 487-516
Persistent link: https://www.econbiz.de/10010384185
Saved in:
10
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->