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~subject:"Stochastischer Prozess"
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Optimization under stochastic...
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Stochastischer Prozess
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McAleer, Michael
97
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Hainaut, Donatien
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Kohlmann, Michael
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Gendreau, Michel
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Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
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Clark, Todd E.
28
Siu, Tak Kuen
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Carr, Peter
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Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Topaloglou, Nikolas
26
Mumtaz, Haroon
25
Nguyen, Duy
25
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Judge Institute of Management Studies
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Nuffield College
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Institutionen för Skogsekonomi <Ume°a>
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Springer-Verlag GmbH
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University of Essex / Department of Economics
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Walter de Gruyter GmbH & Co. KG
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Institut für Wirtschaftswissenschaften <Wien>
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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Kassel University Press GmbH
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London School of Economics and Political Science
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Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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European journal of operational research : EJOR
637
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
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Mathematics of operations research
156
Journal of economic dynamics & control
140
Risks : open access journal
127
Discussion paper / Tinbergen Institute
125
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
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International journal of financial engineering
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INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
78
Annals of operations research
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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OLC EcoSci
2
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1
Optimization Under Stochastic Uncertainty : Methods, Control and Random Search Methods
Marti, Kurt
-
2020
-
1st ed. 2020.
introduction into the
theory
of dynamic control systems with random parameters, the major control laws are described, as open …
Persistent link: https://www.econbiz.de/10012399945
Saved in:
2
A stochastic programming model with decision dependent uncertainty realizations for technology portfolio management
Solak, Senay
;
Clarke, John-Paul
;
Johnson, Ellis
; …
- In:
Operations research proceedings 2007 : selected papers …
,
(pp. 75-80)
.
2008
Persistent link: https://www.econbiz.de/10003716095
Saved in:
3
Stochastic submodular maximization
Asadpour, Arash
;
Nazerzadeh, Hamid
;
Saberi, Amin
- In:
Internet and network economics : 4th international …
,
(pp. 477-489)
.
2008
Persistent link: https://www.econbiz.de/10003792825
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
The value of perfect information as a risk measure
Pflug, Georg
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 275-291)
.
2004
Persistent link: https://www.econbiz.de/10003488178
Saved in:
6
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
Ribas, Gabriela P.
;
Hamacher, Silvio
;
Street, Alexandre
- In:
International transactions in operational research : …
17
(
2010
)
6
,
pp. 777-796
Persistent link: https://www.econbiz.de/10008736670
Saved in:
7
Decision making in the emissions-market under uncertainty
Spangardt, Gorden
;
Lucht, Michael
;
Wolf, Christian
; …
- In:
Emissions trading and business : with 52 tables ; …
,
(pp. 119-132)
.
2006
Persistent link: https://www.econbiz.de/10003385488
Saved in:
8
Stochastic programming in multistage financial planning
Şimşek, Koray Deniz
-
2004
Persistent link: https://www.econbiz.de/10003551603
Saved in:
9
Impacts of uncertainty and increasing returns on sustainable energy development and climate change : a stochastic optimization approach
Gritsevskyi, A.
;
Rogner, Hans-Holger
- In:
Coping with uncertainty : modeling and policy issues
,
(pp. 195-216)
.
2006
Persistent link: https://www.econbiz.de/10003394850
Saved in:
10
Minimax and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 719-726
Persistent link: https://www.econbiz.de/10009526593
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