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A mathematical approach to order book modeling

Abergel, Frédéric; Jedidi, Aymen - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-40

Persistent link: https://www.econbiz.de/10009784056

A stochastic programming approach to solve a coordinated capacitated stochastic dynamic demand lot-sizing problem with emergency supplies

Rubasheuski, Uladzimir; Oppen, Johan; Woodruff, David L. - In: International journal of logistics systems and management 29 (2018) 2, pp. 173-189

Persistent link: https://www.econbiz.de/10011856158

Stochastic dynamic inventory problem under explicit inbound transportation cost and capacity

Zhang, Liqing; Çetinkaya, Sıla - In: Operations research 65 (2017) 5, pp. 1267-1274

Persistent link: https://www.econbiz.de/10011757402

Two-stage risk-averse stochastic programming approach for multi-item single source ordering problem : CVaR minimisation with transportation cost

Taghizadeh, Elham; Venkatachalam, Saravanan - In: International journal of production research 61 (2023) 7, pp. 2129-2146

Persistent link: https://www.econbiz.de/10014230723

Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas (contributor) - 2008

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...