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~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
21,530
Theory
21,057
Zins
18,815
Interest rate
17,521
Stochastischer Prozess
17,240
Stochastic process
16,799
Optionspreistheorie
14,821
Zinsstruktur
14,758
Yield curve
14,540
Option pricing theory
14,362
Volatilität
7,306
Volatility
7,164
Geldpolitik
6,615
Monetary policy
6,449
Schätzung
6,277
Estimation
6,147
USA
5,706
United States
5,454
Risikoprämie
3,028
Optionsgeschäft
3,009
Portfolio-Management
3,005
Option trading
2,989
Risk premium
2,986
Portfolio selection
2,982
Derivat
2,942
Derivative
2,938
Kapitaleinkommen
2,621
Capital income
2,606
EU-Staaten
2,498
Kreditrisiko
2,466
Credit risk
2,450
Prognoseverfahren
2,436
EU countries
2,408
Forecasting model
2,382
Öffentliche Anleihe
2,350
Public bond
2,314
Deutschland
2,276
Mathematical programming
2,261
Zeitreihenanalyse
2,230
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1,139
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400
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Article
1,794
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477
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3
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1,659
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188
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32
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31
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18
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18
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13
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10
Collection of articles written by one author
5
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5
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5
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3
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3
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3
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3
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2
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2
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2
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English
2,245
German
27
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1
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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
8
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National Bureau of Economic Research
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APMOD <8, 2006, Madrid>
1
Christian-Albrechts-Universität zu Kiel
1
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
291
Computers & operations research : and their applications to problems of world concern ; an international journal
103
Operations research
84
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
Finance and stochastics
21
OR spectrum : quantitative approaches in management
21
Mathematical methods of operations research
20
Computational economics
19
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
Operational research : an international journal
13
Opsearch : journal of the Operational Research Society of India
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
Manufacturing & service operations management : M & SOM
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
The journal of computational finance
10
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ECONIS (ZBW)
2,260
EconStor
13
OLC EcoSci
1
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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
Calibration
of local-stochastic volatility models by optimal transport
Guo, Ivan
;
Loeper, Grégoire
;
Wang, Shiyi
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 46-77
Persistent link: https://www.econbiz.de/10012815947
Saved in:
3
Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
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
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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