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~subject:"Mathematical programming"
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Mathematical programming
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Gendreau, Michel
53
Nesterov, Jurij Evgenʹevič
53
Hertog, Dirk den
51
Bertsimas, Dimitris
44
Pardalos, Panos M.
44
Lodi, Andrea
42
Escudero, Laureano F.
41
Zhang, Shuzhong
39
Drexl, Andreas
38
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Kimms, Alf
36
Puerto, Justo
36
Drezner, Zvi
34
Goerigk, Marc
34
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
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30
Voß, Stefan
28
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27
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27
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27
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27
Talman, Dolf
27
Ben-Tal, Aharon
26
Leus, Roel
26
Vial, Jean-Philippe
26
Coelho, Leandro C.
25
Hao, Jin-Kao
25
Anjos, Miguel F.
24
Gendron, Bernard
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Poss, Michael
24
Delage, Erick
23
Iori, Manuel
23
Yang, Zaifu
23
Crainic, Teodor Gabriel
22
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10
Center for Economic Research <Tilburg>
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
Forschungsinstitut für Diskrete Mathematik
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Gesellschaft für Angewandte Mathematik und Mechanik
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Gesellschaft für Operations-Research
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Helmut-Schmidt-Universität
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Institutionen för Skogsekonomi <Ume°a>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer International Publishing
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The Wharton Financial Institutions Center
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
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Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
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FernUniversität in Hagen
2
INSEAD
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Technische Universität Clausthal
2
Advanced Study Institute on Mathematical Modelling of Energy Systems <1979, Istanbul>
1
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European journal of operational research : EJOR
1,877
Computers & operations research : and their applications to problems of world concern ; an international journal
1,061
Operations research letters
535
International journal of production research
490
Operations research
327
Mathematics of operations research
325
INFORMS journal on computing : JOC
314
Mathematical methods of operations research
195
International journal of production economics
185
Omega : the international journal of management science
179
Transportation research / E : an international journal
155
Management science : journal of the Institute for Operations Research and the Management Sciences
151
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
149
Journal of the Operational Research Society : OR
143
Opsearch : journal of the Operational Research Society of India
126
Operational research : an international journal
125
Journal of the Operational Research Society
123
RAIRO / Operations research
123
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
113
Discussion paper / Center for Economic Research, Tilburg University
111
Top : transactions in operations research
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Computers & operations research : an international journal
108
Annals of operations research
103
International transactions in operational research : a journal of the International Federation of Operational Research Societies
100
4OR : a quarterly journal of operations research
93
Discussion paper / Tinbergen Institute
91
EURO journal on computational optimization
89
Journal of economic dynamics & control
88
Computational Management Science : CMS
85
CORE discussion paper : DP
83
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
82
Journal of scheduling
79
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
75
Computational economics
75
Lecture notes in economics and mathematical systems : LNEMS
73
SpringerLink / Bücher
71
Les cahiers du GERAD
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ECONIS (ZBW)
17,109
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1
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
2
The journal of computational finance
London : Infopro Digital Risk
;
früher: London : Risk …
;
…
-
1.1998 -
Persistent link: https://www.econbiz.de/10000662860
Saved in:
3
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
4
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
5
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
6
Option pricing by mathematical programming
Flåm, Sjur Didrik
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003472999
Saved in:
7
A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.
;
Hambly, Ben
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
Saved in:
8
Dual pricing of multi-exercise options under volume constraints
Bender, Christian
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008824146
Saved in:
9
Pricing related projects
Flam, S. D.
;
Gassmann, H. I.
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 301-313)
.
2006
Persistent link: https://www.econbiz.de/10003394901
Saved in:
10
Local time and the pricing of time-dependent barrier
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 13-48
Persistent link: https://www.econbiz.de/10003924781
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