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Mathematische Optimierung
Stochastischer Prozess
17,273
Stochastic process
16,827
Optionspreistheorie
14,840
Option pricing theory
14,379
Theorie
14,097
Theory
13,714
Volatilität
6,294
Volatility
6,175
Multivariate Analyse
3,614
Multivariate analysis
3,335
Optionsgeschäft
2,953
Option trading
2,934
Schätzung
2,577
Derivat
2,575
Derivative
2,569
Estimation
2,508
Portfolio-Management
2,498
Portfolio selection
2,474
Mathematical programming
2,272
Zeitreihenanalyse
2,089
Time series analysis
2,022
Schätztheorie
1,685
Estimation theory
1,655
USA
1,516
Risiko
1,474
Hedging
1,461
Risk
1,456
United States
1,454
CAPM
1,444
Prognoseverfahren
1,347
Statistische Verteilung
1,334
Forecasting model
1,313
Statistical distribution
1,310
Zinsstruktur
1,276
Yield curve
1,260
Börsenkurs
1,255
Share price
1,209
Black-Scholes-Modell
1,188
ARCH-Modell
1,180
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415
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Article
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Sammelwerk
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13
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5
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2
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English
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German
27
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Escudero, Laureano F.
33
Gendreau, Michel
23
Ferrari, Giorgio
19
Garín, María Araceli
16
Maggioni, Francesca
16
Shapiro, Alexander
15
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
8
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APMOD <8, 2006, Madrid>
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Christian-Albrechts-Universität zu Kiel
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Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Gesellschaft für Angewandte Mathematik und Mechanik
1
IGI Global
1
Institute of Mathematics and Its Applications
1
Institutionen för skogsekonomi
1
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
293
Computers & operations research : and their applications to problems of world concern ; an international journal
104
Operations research
83
Operations research letters
70
Mathematics of operations research
69
International journal of production research
63
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
25
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
IMA journal of management mathematics
17
Les cahiers du GERAD
17
Journal of the Operational Research Society
16
Insurance / Mathematics & economics
15
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
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
14
European journal of industrial engineering : EJIE
12
Operational research : an international journal
12
Quantitative finance
12
Top : transactions in operations research
12
EURO journal on transportation and logistics
11
Journal of economic dynamics & control
11
Manufacturing & service operations management : M & SOM
11
Opsearch : journal of the Operational Research Society of India
11
CIRRELT
10
Journal of the Operational Research Society : OR
10
Operations research perspectives
10
Socio-economic planning sciences : the international journal of public sector decision-making
10
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ECONIS (ZBW)
2,272
EconStor
15
OLC EcoSci
2
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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:
2
Optimal EWMA of linear combination of Poisson variables for multivariate statistical process control
Garcia-Bustos, Sandra
;
Aparisi, Francisco
;
Epprecht, …
- In:
International journal of production research
53
(
2015
)
14
,
pp. 4141-4159
Persistent link: https://www.econbiz.de/10011302788
Saved in:
3
Optimal linear combination of Poisson variables for multivariate statistical process control
Epprecht, Eugenio K.
;
Aparisi, Francisco
; …
- In:
Computers & operations research : and their …
40
(
2013
)
12
,
pp. 3021-3032
Persistent link: https://www.econbiz.de/10010210670
Saved in:
4
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
Saved in:
5
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:
6
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:
7
Efficient stochastic programming techniques for electricity swing options
Steinbach, Marc C.
;
Vollbrecht, Hans-Joachim
- In:
Optimization in the energy industry : [symposium with …
,
(pp. 485-506)
.
2009
Persistent link: https://www.econbiz.de/10009155642
Saved in:
8
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
Saved in:
9
Calibrating option pricing models with heuristics
Gilli, Manfred
;
Schumann, Enrico
- In:
Natural computing in computational finance : volume 4
,
(pp. 9-37)
.
2011
Persistent link: https://www.econbiz.de/10009423553
Saved in:
10
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
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