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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
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Theory
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Stochastischer Prozess
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Game theory
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Börsenkurs
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Gendreau, Michel
52
Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Bertsimas, Dimitris
44
Pardalos, Panos M.
44
Drexl, Andreas
43
Escudero, Laureano F.
41
Kimms, Alf
41
Zhang, Shuzhong
41
Lodi, Andrea
40
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
36
Puerto, Justo
36
Goerigk, Marc
34
Drezner, Zvi
33
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Talman, Dolf
29
Desaulniers, Guy
27
Sethi, Suresh
27
Voß, Stefan
27
Ben-Tal, Aharon
26
Figueira, José Rui
25
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Hao, Jin-Kao
24
Letchford, Adam N.
24
Ljubić, Ivana
24
Morabito, Reinaldo
24
Yang, Zaifu
24
Coelho, Leandro C.
23
Gendron, Bernard
23
Iori, Manuel
23
Crainic, Teodor Gabriel
22
Delage, Erick
22
Ehrgott, Matthias
22
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National Bureau of Economic Research
15
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Econometrisch Instituut <Rotterdam>
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IGI Global
12
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Erasmus Research Institute of Management
10
Center for Economic Research <Tilburg>
9
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
9
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
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Gesellschaft für Operations-Research
3
Helmut-Schmidt-Universität
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Institutionen för Skogsekonomi <Ume°a>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
The Wharton Financial Institutions Center
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Board of Governors
2
FernUniversität in Hagen
2
INSEAD
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
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
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European journal of operational research : EJOR
1,836
Computers & operations research : and their applications to problems of world concern ; an international journal
1,058
Operations research letters
533
International journal of production research
479
Operations research
326
Mathematics of operations research
325
INFORMS journal on computing : JOC
314
Mathematical methods of operations research
195
International journal of production economics
183
Omega : the international journal of management science
172
Transportation research / E : an international journal
154
Management science : journal of the Institute for Operations Research and the Management Sciences
152
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
142
Opsearch : journal of the Operational Research Society of India
127
Operational research : an international journal
125
RAIRO / Operations research
123
Journal of the Operational Research Society
122
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
114
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
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
106
Annals of operations research
104
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
90
EURO journal on computational optimization
90
Journal of economic dynamics & control
87
Computational Management Science : CMS
85
CORE discussion paper : DP
83
Journal of scheduling
79
Computers & operations research : an international journal
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
76
Computational economics
75
Lecture notes in economics and mathematical systems : LNEMS
72
SpringerLink / Bücher
69
Networks and spatial economics : a journal of infrastructure modeling and computation
68
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ECONIS (ZBW)
16,909
EconStor
104
OLC EcoSci
4
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1
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
Saved in:
2
Dual optimization problem on defaultable claims
Goutte, Stéphane
;
Ngoupeyou, Armand
- In:
Mathematical economics letters
1
(
2013
)
2/4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010437851
Saved in:
3
Pricing American put options by fast solutions of the linear complementarity problem
Borici, Artan
;
Lüthi, Hans-Jakob
- In:
Computational methods in decision-making, economics and …
,
(pp. 325-338)
.
2010
Persistent link: https://www.econbiz.de/10009153077
Saved in:
4
A combinatorial optimization model for enterprise patent transfer
Xie, Yi
;
Takala, Josu
;
Liu, Yang
;
Chen, Yong
- In:
Information technology and management
16
(
2015
)
4
,
pp. 327-337
Persistent link: https://www.econbiz.de/10011398838
Saved in:
5
On the solution of the Black-Scholes equation using feed-forward neural networks
Eskiizmirliler, Saadet
;
Günel, Korhan
;
Polat, Refet
- In:
Computational economics
58
(
2021
)
3
,
pp. 915-941
Persistent link: https://www.econbiz.de/10012651048
Saved in:
6
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
7
Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.
;
Kremer, Ilan
;
Mansour, Yishay
- In:
Journal of economic theory
163
(
2016
),
pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
Saved in:
8
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
9
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
10
Block-pulse operational matrix method for solving fractional Black-Scholes equation
Mehrdoust, Farshid
;
Sheikhani, Amir Hosein Refahi
; …
- In:
Journal of economic studies
44
(
2017
)
3
,
pp. 489-502
Persistent link: https://www.econbiz.de/10011757574
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