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Mathematische Optimierung
Stochastischer Prozess
17,191
Stochastic process
16,750
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
13,069
Theory
12,739
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Volatility
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Optionsgeschäft
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Option trading
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Derivat
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Portfolio-Management
2,426
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2,406
Mathematical programming
2,237
Schätzung
2,155
Estimation
2,104
Rückversicherung
1,600
Zeitreihenanalyse
1,534
Time series analysis
1,485
Risiko
1,478
Hedging
1,473
Risk
1,462
CAPM
1,411
USA
1,404
Reinsurance
1,379
United States
1,352
Schätztheorie
1,307
Estimation theory
1,283
Zinsstruktur
1,261
Yield curve
1,245
Black-Scholes-Modell
1,182
Börsenkurs
1,135
Black-Scholes model
1,126
Statistische Verteilung
1,102
Share price
1,097
Statistical distribution
1,082
Markov chain
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Escudero, Laureano F.
33
Gendreau, Michel
23
Garín, María Araceli
16
Maggioni, Francesca
16
Shapiro, Alexander
15
Ferrari, Giorgio
14
Pérez, Gloría
13
Marti, Kurt
12
Morton, David P.
12
Tomasgard, Asgeir
12
Ahmed, Shabbir
11
Beraldi, Patrizia
11
Post, Thierry
11
Rossi, Roberto
11
De Angelis, Tiziano
10
Kuhn, Daniel
10
Rei, Walter
10
Sethi, Suresh
10
Wallace, Stein W.
10
Woodruff, David L.
10
Bertsimas, Dimitris
9
Delage, Erick
9
Guigues, Vincent
9
Merino, María
9
Powell, Warren B.
9
Sen, Suvrajeet
9
Shen, Siqian
9
Tarim, S. Armagan
9
Ulmer, Marlin Wolf
9
Watson, Jean-Paul
9
Ackooij, Wim van
8
Chen, Zhiping
8
Crainic, Teodor Gabriel
8
Homem-de-Mello, Tito
8
Lejeune, Miguel A.
8
Lisser, Abdel
8
Noyan, Nilay
8
Römisch, Werner
8
Topaloglou, Nikolas
8
Unzueta Inchaurbe, Aitziber
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Gesellschaft für Angewandte Mathematik und Mechanik
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IGI Global
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
Johns Hopkins University / Department of Economics
1
Leonard N. Stern School of Business / Information Systems Department
1
Logos Verlag Berlin
1
Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Meeting on Stochastic Programming <1979, Oberwolfach>
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Malaysia Representative Office
1
Stanford University.
1
Universität Mannheim
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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European journal of operational research : EJOR
291
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
83
Operations research letters
70
Mathematics of operations research
68
International journal of production research
62
INFORMS journal on computing : JOC
51
Computational Management Science : CMS
40
International journal of production economics
40
Transportation research / E : an international journal
37
Omega : the international journal of management science
34
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Annals of operations research
24
International journal of theoretical and applied finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
OR spectrum : quantitative approaches in management
21
Finance and stochastics
20
Mathematical methods of operations research
20
Computational economics
18
Computational management science
18
Insurance / Mathematics & economics
18
IMA journal of management mathematics
17
Journal of the Operational Research Society
16
Les cahiers du GERAD
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
International transactions in operational research : a journal of the International Federation of Operational Research Societies
14
Operational research : an international journal
12
Quantitative finance
12
Top : transactions in operations research
12
EURO journal on transportation and logistics
11
European journal of industrial engineering : EJIE
11
Journal of economic dynamics & control
11
Opsearch : journal of the Operational Research Society of India
11
CIRRELT
10
Journal of the Operational Research Society : OR
10
Manufacturing & service operations management : M & SOM
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Operations research perspectives
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Socio-economic planning sciences : the international journal of public sector decision-making
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ECONIS (ZBW)
2,237
EconStor
12
OLC EcoSci
1
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1
Robust optimal investment and
reinsurance
problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
2
An optimal
reinsurance
problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
3
Risk reducers in convex order
He, Junnan
;
Tang, Qihe
;
Zhang, Huan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
Saved in:
4
Optimal risk allocation in
reinsurance
networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
Saved in:
5
Minimizing the probability of ruin : optimal per-loss
reinsurance
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
Saved in:
6
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
Saved in:
7
Dynamic optimal
reinsurance
and dividend payout in finite time horizon
Guan, Chonghu
;
Xu, Zuo Quan
;
Zhou, Rui
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
Saved in:
8
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:
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
Optimization of a stochastic reverse logistics network with refurbishment and exchange options
Lieckens, Kris T.
;
Colen, Pieter
;
Lambrecht, Marc R.
-
2011
Persistent link: https://www.econbiz.de/10009010211
Saved in:
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