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~person:"Chiarella, Carl"
~person:"Liu, Ming"
~person:"Sen, Suvrajeet"
~person:"Tzeng, Larry Y."
~source:"econis"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stochastic process
Theorie
144
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144
Stochastischer Prozess
37
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27
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27
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Chiarella, Carl
Liu, Ming
Sen, Suvrajeet
Tzeng, Larry Y.
Escudero, Laureano F.
35
Gendreau, Michel
23
Phillips, Peter C. B.
23
Wong, Wing Keung
20
Gupta, Rangan
18
McAleer, Michael
18
Jarrow, Robert A.
17
Yu, Jun
17
Escobar, Marcos
16
Timmermann, Allan
16
Shapiro, Alexander
15
Siu, Tak Kuen
15
Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Wallace, Stein W.
14
Garcia, René
13
Maggioni, Francesca
13
Taylor, Robert
13
Carr, Peter
12
Chan, Joshua
12
He, Xue-zhong
12
Rossi, Roberto
12
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12
Bertsimas, Dimitris
11
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11
Chu, Feng
11
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11
Garín, María Araceli
11
Huber, Jürgen
11
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11
Post, Thierry
11
Rei, Walter
11
Ryu, Doojin
11
Ulmer, Marlin Wolf
11
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11
Wong, Hoi Ying
11
Xiong, Xiong
11
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International journal of production research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
Journal of econometrics
2
Mathematics of operations research
2
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1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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1
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1
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Omega : the international journal of management science
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Transportation research / E : an international journal
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ECONIS (ZBW)
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1
Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet
;
Liu, Yifan
- In:
Operations research
64
(
2016
)
6
,
pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
Saved in:
2
On synchronous, asynchronous, and randomized best-response schemes for stochastic nash games
Lei, Jinlong
;
Shanbhag, Uday V.
;
Pang, Jong-shi
;
Sen, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 157-190
Persistent link: https://www.econbiz.de/10012183026
Saved in:
3
Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.
;
Reynolds, Stanley S.
;
Sen, Suvrajeet
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
Saved in:
4
Stochastic scenario decomposition for multistage stochastic programs
Higle, Julia L.
;
Rayco, Brenda
;
Sen, Suvrajeet
- In:
IMA journal of management mathematics
21
(
2010
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10003984204
Saved in:
5
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
6
Almost expectation and excess dependence notions
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Theory and decision : an international journal for …
79
(
2015
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
Saved in:
7
Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.
;
Huang, Rachel J.
;
Shih, Pai-ta
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
9
Almost marginal conditional stochastic dominance
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
Saved in:
10
Bivariate almost stochastic dominance
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Economic theory : official journal of the Society for …
57
(
2014
)
2
,
pp. 377-405
Persistent link: https://www.econbiz.de/10010436193
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