//--> //--> //--> //-->
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:"Operations research letters"
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
Buy-and hold property for full...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
164
Stochastischer Prozess
164
Theorie
146
Theory
146
Mathematical programming
91
Mathematische Optimierung
91
Markov chain
85
Markov-Kette
85
Option pricing theory
33
Optionspreistheorie
33
Queueing theory
32
Warteschlangentheorie
32
Stochastic programming
20
Decision
17
Entscheidung
17
Operations Research
16
Operations research
16
Dynamic programming
15
Scheduling problem
15
Scheduling-Verfahren
15
Dynamische Optimierung
14
Markov decision process
14
Probability theory
14
Wahrscheinlichkeitsrechnung
14
Portfolio selection
13
Portfolio-Management
13
Sampling
13
Stichprobenerhebung
13
Volatility
13
Volatilität
13
Algorithm
11
Algorithmus
11
Inventory model
11
Lagerhaltungsmodell
11
Option trading
10
Optionsgeschäft
10
Control theory
9
Kontrolltheorie
9
Statistical distribution
9
Statistische Verteilung
9
more ...
less ...
Online availability
All
Undetermined
145
Type of publication
All
Article
261
Type of publication (narrower categories)
All
Article in journal
261
Aufsatz in Zeitschrift
261
Language
All
English
261
Author
All
Shapiro, Alexander
7
Feinberg, Eugene A.
6
Ghate, Archis
4
Guan, Yongpei
4
Kim, Bara
4
Kim, Jeongsim
4
Leclère, Vincent
4
Morton, David P.
4
Wei, Qingda
4
Ahmed, Shabbir
3
Cha, Ji Hwan
3
Guigues, Vincent
3
Guo, Xianping
3
Huang, Jefferson
3
Legros, Benjamin
3
Li, Junping
3
Lisser, Abdel
3
Schaefer, Andrew J.
3
Smith, Robert L.
3
Su, Yan
3
Wang, Jiantian
3
Woodruff, David L.
3
Avrachenkov, Konstantin
2
Bo, Lijun
2
Bulut, Önder
2
Cai, Ning
2
Castellano, Davide
2
Chen, Nan
2
Chen, Xian
2
Chen, Zhiping
2
Cheng, Yi
2
Chowdhury, Shovan
2
Claus, Matthias
2
Cory-Wright, Ryan
2
Diamant, Adam
2
Dowson, Oscar
2
Fadıloğlu, Mehmet Murat
2
Finkelstein, Maxim
2
Gupta, Nitin
2
Hasenbein, John J.
2
more ...
less ...
Published in...
All
Operations research letters
European journal of operational research : EJOR
919
Energy economics
762
Finance research letters
739
NBER working paper series
738
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
613
Journal of econometrics
576
Journal of banking & finance
573
The journal of futures markets
566
Economic modelling
502
International review of financial analysis
487
Applied economics
477
Journal of economic dynamics & control
465
Economics letters
443
International review of economics & finance : IREF
425
Working paper
425
Discussion paper / Centre for Economic Policy Research
414
Insurance / Mathematics & economics
401
The North American journal of economics and finance : a journal of financial economics studies
396
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
351
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
314
CESifo working papers
297
The journal of computational finance
286
Computational economics
280
Journal of international money and finance
280
Risks : open access journal
272
Journal of financial economics
265
Journal of risk and financial management : JRFM
262
Journal of international financial markets, institutions & money
260
Working Paper
258
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
more ...
less ...
Source
All
ECONIS (ZBW)
261
Showing
1
-
10
of
261
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A closed-form expansion approach for pricing discretely monitored variance swaps
Li, Chenxu
;
Li, Xiaocheng
- In:
Operations research letters
43
(
2015
)
4
,
pp. 450-455
Persistent link: https://www.econbiz.de/10011372393
Saved in:
2
Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
3
Pricing American options when asset prices jump
Chockalingam, Arunachalam
;
Muthuraman, Kumar
- In:
Operations research letters
38
(
2010
)
2
,
pp. 82-86
Persistent link: https://www.econbiz.de/10003961602
Saved in:
4
Analytic pricing of
volatility
-equity options within Wishart-based stochastic
volatility
models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
5
Pricing variance swaps under a stochastic interest rate and
volatility
model with regime-switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Operations research letters
41
(
2013
)
2
,
pp. 180-187
Persistent link: https://www.econbiz.de/10009727702
Saved in:
6
Option pricing under jump-diffusion models with mean-reverting bivariate jumps
Miao, Daniel Wei-chung
;
Lin, Xenos Chang-shuo
;
Chao, …
- In:
Operations research letters
42
(
2014
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10010259274
Saved in:
7
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic
volatility
Chiu, Mei Choi
;
Lo, Yu Wai
;
Wong, Hoi Ying
- In:
Operations research letters
39
(
2011
)
4
,
pp. 289-295
Persistent link: https://www.econbiz.de/10009295639
Saved in:
8
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic
volatility
and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
9
Asymptotic analysis of option pricing in a Markov modulated market
Basu, Arnab
;
Ghosh, Mrinal K.
- In:
Operations research letters
37
(
2009
)
6
,
pp. 415-419
Persistent link: https://www.econbiz.de/10003905576
Saved in:
10
Stationary distribution of a multi-server vacation queue with constant impatient times
Sakuma, Yutaka
;
Inoie, Atsushi
- In:
Operations research letters
40
(
2012
)
4
,
pp. 239-243
Persistent link: https://www.econbiz.de/10009558953
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...
//-->