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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
622,120
Theory
607,034
USA
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United States
43,168
Schätzung
31,805
Estimation
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Geldpolitik
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Zins
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Risiko
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Interest rate
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Mathematical programming
16,623
Zinsstruktur
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Prognoseverfahren
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Wirtschaftswachstum
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Zeitreihenanalyse
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Economic growth
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Time series analysis
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Spieltheorie
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Game theory
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Börsenkurs
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Share price
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EU-Staaten
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Volatilität
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Experiment
11,139
Volatility
11,011
EU countries
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Asymmetrische Information
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Finanzmarkt
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Nesterov, Jurij Evgenʹevič
52
Hertog, Dirk den
51
Gendreau, Michel
50
Bertsimas, Dimitris
43
Drexl, Andreas
43
Pardalos, Panos M.
43
Escudero, Laureano F.
41
Kimms, Alf
41
Zhang, Shuzhong
41
Lodi, Andrea
39
Kleijnen, Jack P. C.
37
Laporte, Gilbert
37
Dolgui, Alexandre
35
Puerto, Justo
35
Goerigk, Marc
34
Drezner, Zvi
32
Speranza, Maria Grazia
30
Spieksma, Frits C. R.
30
Wolsey, Laurence A.
30
Talman, Dolf
29
Sethi, Suresh
27
Voß, Stefan
27
Ben-Tal, Aharon
26
Desaulniers, Guy
26
Figueira, José Rui
25
Labbé, Martine
25
Leus, Roel
25
Vial, Jean-Philippe
25
Anjos, Miguel F.
24
Hao, Jin-Kao
24
Morabito, Reinaldo
24
Yang, Zaifu
24
Coelho, Leandro C.
23
Gendron, Bernard
23
Iori, Manuel
23
Letchford, Adam N.
23
Ljubić, Ivana
23
Crainic, Teodor Gabriel
22
Ehrgott, Matthias
22
Martello, Silvano
22
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National Bureau of Economic Research
15
Deutsche Forschungsgemeinschaft
14
Econometrisch Instituut <Rotterdam>
13
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
3
Institutionen för Skogsekonomi <Ume°a>
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer International Publishing
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Ekonomiska Forskningsinstitutet
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
Advanced Study Institute on Mathematical Modelling of Energy Systems <1979, Istanbul>
1
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European journal of operational research : EJOR
1,808
Computers & operations research : and their applications to problems of world concern ; an international journal
1,057
Operations research letters
531
International journal of production research
479
Operations research
318
INFORMS journal on computing : JOC
314
Mathematics of operations research
309
Mathematical methods of operations research
194
International journal of production economics
180
Omega : the international journal of management science
172
Transportation research / E : an international journal
153
Top : an official journal of the Spanish Society of Statistics and Operations Research
151
Management science : journal of the Institute for Operations Research and the Management Sciences
149
Journal of the Operational Research Society : OR
142
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
141
Opsearch : journal of the Operational Research Society of India
126
Operational research : an international journal
125
RAIRO / Operations research
123
Journal of the Operational Research Society
121
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
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
105
Annals of operations research
104
4OR : a quarterly journal of operations research
93
International transactions in operational research : a journal of the International Federation of Operational Research Societies
91
EURO journal on computational optimization
90
Discussion paper / Tinbergen Institute
89
Journal of economic dynamics & control
87
Computational Management Science : CMS
84
CORE discussion paper : DP
83
Computers & operations research : an international journal
78
Journal of scheduling
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
75
Lecture notes in economics and mathematical systems : LNEMS
72
SpringerLink / Bücher
69
Computational economics
68
Networks and spatial economics : a journal of infrastructure modeling and computation
68
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ECONIS (ZBW)
16,621
EconStor
103
OLC EcoSci
4
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1
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
-
1999
Persistent link: https://www.econbiz.de/10001377676
Saved in:
2
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing
;
Hu, Cheng-feng
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
Saved in:
3
Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d'
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 77-99
Persistent link: https://www.econbiz.de/10002990531
Saved in:
4
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
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5
On shadow-prices of banks in real-time gross settlement systems
Penaloza, Rodrigo Andrés de Souza
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001774028
Saved in:
6
Duality and estimation of the term structure of interest rates
Prisman, Eliezer Zeev
;
Schnytzer, Adi
-
1988
Persistent link: https://www.econbiz.de/10000748104
Saved in:
7
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael
-
1998
Persistent link: https://www.econbiz.de/10000672590
Saved in:
8
Linear duality, term structure, and valuation
Frauendorfer, Karl
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 13-18)
.
1998
Persistent link: https://www.econbiz.de/10001323348
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9
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
Saved in:
10
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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