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Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan; Sobotka, Tomáš; Ziegler, Philipp - In: Empirical economics : a journal of the Institute for … 57 (2019) 6, pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
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Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan; Pospíšil, Jan - In: Annals of finance 19 (2023) 4, pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
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Stochastic decision tree acceptability analysis with uncertain state probability
Song, Shiling; Xia, Qiong; Yang, Feng; Zhang, Xiaoqi - In: Journal of the Operational Research Society 74 (2023) 3, pp. 944-955
Persistent link: https://www.econbiz.de/10014332263
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A stochastic lost-sizing model with multi-supplier and quantity discounts
Kang, He-yau; Lee, Amy H. I. - In: International journal of production research 51 (2013) 1, pp. 245-263
Persistent link: https://www.econbiz.de/10009700312
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Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
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Optimization of a linear function over the set of stochastic efficient solutions
Djamal, Chaabane; Fatma, Mebrek - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 157-178
Persistent link: https://www.econbiz.de/10010251204
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Genetic algorithm based fuzzy stochastic transportation programming problem with continuous random variables
Dutta, S.; Acharya, S.; Mishra, Rajashree - In: Opsearch : journal of the Operational Research Society … 53 (2016) 4, pp. 835-872
Persistent link: https://www.econbiz.de/10011549150
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Stochastic optimisation model for integrated decisions on relief supply chains : preparedness for disaster response
Wapee Manopiniwes; Irohara, Takashi - In: International journal of production research 55 (2017) 3/4, pp. 979-996
Persistent link: https://www.econbiz.de/10011612893
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Resilience strategy optimization for large aircraft supply chain based on probabilistic language QFD
Luo, Ya; Zhu, Jian-jun - In: International journal of information systems and supply … 13 (2020) 4, pp. 23-46
Persistent link: https://www.econbiz.de/10012427396
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A novel approach to solve multi-objective fuzzy stochastic bilevel programming using genetic algorithm
Dutta, S.; Acharya, S. - In: Operations research forum 5 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014517536