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A variational inequality formulation for stochastic user equilibrium with a bounded choice set
Jiang, Yu - In: Computers & operations research : an international journal 167 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014566429
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Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.; Chen, Feng; Dunsmuir, William T.M. - In: Journal of financial econometrics 17 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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Integrated optimization of transit networks with schedule- and frequency-based services subject to the bounded stochastic user equilibrium
Jiang, Yu; Rasmussen, Thomas Kjær; Nielsen, Otto Anker - In: Transportation science 56 (2022) 6, pp. 1452-1468
Persistent link: https://www.econbiz.de/10014309374
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Paired cooperative reoptimization strategy for the vehicle routing problem with stochastic demands
Zhu, Lin; Rousseau, Louis-Martin; Rei, Walter; Li, Bo - In: Computers & operations research : and their … 50 (2014), pp. 1-13
Persistent link: https://www.econbiz.de/10010400284
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Risk models with premiums adjusted to claims number
Li, Bo; Ni, Weihong; Constantinescu, Corina - In: Insurance / Mathematics & economics 65 (2015), pp. 94-102
Persistent link: https://www.econbiz.de/10011422881
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Minimizing conditional value-at-risk under a modified basestock policy
Li, Bo; Arreola-Risa, Antonio - In: Production and operations management : the flagship … 31 (2022) 4, pp. 1822-1838
Persistent link: https://www.econbiz.de/10013273848
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Notes on discrete compound Poisson model with applications to risk theory
Zhang Huiming; Liu, Yunxiao; Li, Bo - In: Insurance / Mathematics & economics 59 (2014), pp. 325-336
Persistent link: https://www.econbiz.de/10010469967
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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001513469
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Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.; Satchell, Stephen; Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435264
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Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun - 1999
Persistent link: https://www.econbiz.de/10001435268