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~subject:"Congestion"
~subject:"Option pricing theory"
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Congestion
Option pricing theory
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Aouam, Tarik
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Rardin, Ronald L.
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European journal of operational research : EJOR
6
International journal of production economics
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
International journal of production research
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
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McCombs Research Paper Series
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ECONIS (ZBW)
41
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1
A load factor based meanvariance analysis for fuel diversification
Gotham, Douglas
;
Muthuraman, Kumar
;
Preckel, Paul V.
; …
- In:
Energy economics
31
(
2009
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10003832245
Saved in:
2
Robust optimization policy benchmarks and modeling errors in natural gas
Aouam, Tarik
;
Muthuraman, Kumar
;
Rardin, Ronal L.
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 807-815
Persistent link: https://www.econbiz.de/10011445326
Saved in:
3
A moving boundary approach to American option pricing
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3520-3537
Persistent link: https://www.econbiz.de/10003780964
Saved in:
4
A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
Saved in:
5
Biologically guided intensity modulated radiation therapy planning optimization with fraction-size dose constraints
Saka, Behlul
;
Rardin, Ronald L.
;
Langer, Mark P.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
4
,
pp. 557-571
Persistent link: https://www.econbiz.de/10010345224
Saved in:
6
Valid inequalities and projecting the multicommodity extended formulation for uncapacitated fixed charge : network flow problems
Rardin, Ronald L.
;
Wolsey, Laurence A.
-
1990
Persistent link: https://www.econbiz.de/10000793257
Saved in:
7
Integrating order acceptance decisions with flexible due dates in a production planning model with load-dependent lead times
Brahimi, Nadjib
;
Aouam, Tarik
;
Aghezzal, El-Houssaine
- In:
International journal of production research
53
(
2015
)
12
,
pp. 3810-3822
Persistent link: https://www.econbiz.de/10011342421
Saved in:
8
Integrated production planning and order acceptance under uncertainty : a robust optimization approach
Aouam, Tarik
;
Brahimi, Nadjib
- In:
European journal of operational research : EJOR
228
(
2013
)
3
,
pp. 504-515
Persistent link: https://www.econbiz.de/10009758088
Saved in:
9
Modelling and solving the multiperiod inventory-routing problem with stochastic stationary demand rates
Rahim, Mohd Kamarul Irwan Abdul
;
Zhong, Yiqing
; …
- In:
International journal of production research
52
(
2014
)
14
,
pp. 4351-4363
Persistent link: https://www.econbiz.de/10010383861
Saved in:
10
Zero-order production planning models with stochastic demand and workload-dependent lead times
Aouam, Tarik
;
Uzsoy, Reha
- In:
International journal of production research
53
(
2015
)
6
,
pp. 1661-1679
Persistent link: https://www.econbiz.de/10010500772
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