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Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline; Fehr, Max - In: Operations research 62 (2014) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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Regime classification and stock loan valuation
Cai, Ning; Zhang, Wei - In: Operations research 68 (2020) 4, pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
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Analysis of Markov chain approximation for option pricing and hedging : grid design and convergence behavior
Zhang, Gongqiu; Li, Lingfei - In: Operations research 67 (2019) 2, pp. 407-427
Persistent link: https://www.econbiz.de/10012022365
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The post-disaster debris clearance problem under incomplete information
Çelik, Melih; Ergun, Özlem; Keskinocak, Pınar - In: Operations research 63 (2015) 1, pp. 65-85
Persistent link: https://www.econbiz.de/10010519512
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Dynamic pricing and learning with finite inventories
Boer, Arnoud V. den; Zwart, Bert - In: Operations research 63 (2015) 4, pp. 965-978
Persistent link: https://www.econbiz.de/10011313165
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Rectangular sets of probability measures
Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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A restless bandit model for resource allocation, competition, and reservation
Fu, Jing; Moran, Bill; Taylor, Peter G. - In: Operations research 70 (2022) 1, pp. 416-431
Persistent link: https://www.econbiz.de/10012820663
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Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo; Wozabal, David - In: Operations research 69 (2021) 5, pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
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Technical note : preservation of additive convexity and its applications in stochastic optimization problems
Gong, Xiting; Wang, Tong - In: Operations research 69 (2021) 4, pp. 1015-1024
Persistent link: https://www.econbiz.de/10012625123
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Gaussian Markov random fields for discrete optimization via simulation : framework and algorithms
Salemi, Peter L.; Song, Eunhye; Nelson, Barry L.; … - In: Operations research 67 (2019) 1, pp. 250-266
Persistent link: https://www.econbiz.de/10012000819