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~person:"Chiarella, Carl"
~person:"Liu, Ming"
~person:"Wallace, Stein W."
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastic process
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Chiarella, Carl
Liu, Ming
Wallace, Stein W.
Escudero, Laureano F.
35
Phillips, Peter C. B.
23
Gendreau, Michel
22
Wong, Wing Keung
20
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18
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18
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17
Yu, Jun
17
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16
Timmermann, Allan
16
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Siu, Tak Kuen
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Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Garcia, René
13
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12
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12
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11
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11
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11
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11
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11
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International journal of production research
9
INFORMS journal on computing : JOC
3
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2
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2
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1
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ECONIS (ZBW)
35
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1
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:
2
Distributionally robust inventory routing problem to maximize the service level under limited budget
Liu, Ming
;
Liu, Xin
;
Chu, Feng
;
Zheng, Feifeng
;
Chu, …
- In:
Transportation research / E : an international journal
126
(
2019
),
pp. 190-211
Persistent link: https://www.econbiz.de/10012040925
Saved in:
3
Stochastic optimization models for a bike-sharing problem with transshipment
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
; …
- In:
European journal of operational research : EJOR
276
(
2019
)
1
,
pp. 272-283
Persistent link: https://www.econbiz.de/10011997882
Saved in:
4
Stochastic network design for planning scheduled transportation services : the value of deterministic solutions
Wang, Xin
;
Crainic, Teodor Gabriel
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
31
(
2019
)
1
,
pp. 153-170
Persistent link: https://www.econbiz.de/10011999050
Saved in:
5
Vehicle routing with space- and time-correlated stochastic travel times : evaluating the objective function
Guo, Zhaoxia
;
Wallace, Stein W.
;
Kaut, Michal
- In:
INFORMS journal on computing : JOC
31
(
2019
)
4
,
pp. 654-670
Persistent link: https://www.econbiz.de/10012125725
Saved in:
6
A new distribution-free model for disassembly line balancing problem with stochastic task processing times
Zheng, Feifeng
;
He, Junkai
;
Chu, Feng
;
Liu, Ming
- In:
International journal of production research
56
(
2018
)
24
,
pp. 7341-7353
Persistent link: https://www.econbiz.de/10011986984
Saved in:
7
Stochastic scheduled service network design in the presence of a spot market for excess capacity
Wang, Xin
;
Wallace, Stein W.
- In:
EURO journal on transportation and logistics
5
(
2016
)
4
,
pp. 393-413
Persistent link: https://www.econbiz.de/10011618597
Saved in:
8
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
9
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
10
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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