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Importance sampling for jump p...
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ECONIS (ZBW)
RePEc
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EconStor
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On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
Jiang, Guangxin
;
Xu, Chenglong
;
Fu, Michael
- In:
Operations research letters
44
(
2016
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10011455555
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2
On supremum-norm cost games
Meca, Ana
;
Sošić, Greys
- In:
Operations research letters
44
(
2016
)
1
,
pp. 54-58
Persistent link: https://www.econbiz.de/10011455558
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3
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
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4
A stochastic model for operating room planning under capacity constraints
Jebali, Aida
;
Diabat, Ali
- In:
International journal of production research
53
(
2015
)
23/24
,
pp. 7252-7270
Persistent link: https://www.econbiz.de/10011432234
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5
An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 121-132
Persistent link: https://www.econbiz.de/10011530843
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6
A capacitated lot sizing problem with stochastic setup times and overtime
Taş, Duygu
;
Gendreau, Michel
;
Jabali, Ola
;
Jans, Raf
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 146-159
Persistent link: https://www.econbiz.de/10011979475
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7
Scheduling elective surgery patients considering time-dependent health urgency : modeling and solution approaches
Eun, Joonyup
;
Kim, Sang-Phil
;
Yih, Yuehwern
;
Tiwari, Vikram
- In:
Omega : the international journal of management science
86
(
2019
),
pp. 137-153
Persistent link: https://www.econbiz.de/10012016321
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8
Surgery sequencing to minimize the expected maximum waiting time of emergent patients
Vandenberghe, Mathieu
;
De Vuyst, Stijn
;
Aghezzaf, …
- In:
European journal of operational research : EJOR
275
(
2019
)
3
,
pp. 971-982
Persistent link: https://www.econbiz.de/10011993620
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9
Sample average approximation for the continuous type principal-agent problem
Singham, D. I.
- In:
European journal of operational research : EJOR
275
(
2019
)
3
,
pp. 1050-1057
Persistent link: https://www.econbiz.de/10011993644
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10
Stochastic integer programming for multi-disciplinary outpatient clinic planning
Leeftink, A. G.
;
Vliegen, I. M. H.
;
Hans, E. W.
- In:
Health care management science
22
(
2019
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10011993985
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