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A market-based martingale valu...
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Theorie
Volatility
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16,770
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Bollerslev, Tim
82
Chiarella, Carl
80
Phillips, Peter C. B.
79
Sethi, Suresh
70
McAleer, Michael
69
Diebold, Francis X.
68
Koopman, Siem Jan
67
Härdle, Wolfgang
65
Jarrow, Robert A.
65
Lux, Thomas
63
Platen, Eckhard
63
Fabozzi, Frank J.
60
Campbell, John Y.
55
Madan, Dilip B.
53
Cochrane, John H.
51
Stambaugh, Robert F.
51
Renault, Eric
50
Minner, Stefan
49
Inderfurth, Karl
47
Schlag, Christian
46
Andersen, Torben
45
Schweizer, Martin
45
Dumas, Bernard
44
Hansen, Lars Peter
44
He, Xue-zhong
44
Yu, Jun
44
Bekaert, Geert
43
Post, Thierry
42
Linton, Oliver
41
Escudero, Laureano F.
40
Pierdzioch, Christian
40
Aizenman, Joshua
39
Branger, Nicole
39
Caporale, Guglielmo Maria
39
Dekker, Rommert
39
Scaillet, Olivier
39
Ferson, Wayne E.
38
Gouriéroux, Christian
38
Hommes, Cars H.
37
Hull, John
37
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National Bureau of Economic Research
425
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
30
Econometrisch Instituut <Rotterdam>
20
Ekonomiska forskningsinstitutet <Stockholm>
18
Springer Fachmedien Wiesbaden
15
Svenska Handelshögskolan <Helsinki>
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Erasmus Research Institute of Management
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European University Institute / Department of Economics
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Center for Economic Research <Tilburg>
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Bonn Graduate School of Economics
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Institute of Finance and Accounting <London>
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Federal Reserve System / Division of Research and Statistics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of St. Louis
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Internationaler Währungsfonds / Research Department
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University of Exeter / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Centre for Economic Policy Research
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Instituto Valenciano de Investigaciones Económicas
6
Judge Institute of Management Studies
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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Verlag Dr. Kovač
6
Australian National University / Faculty of Economics and Commerce
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Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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International Center for Financial Asset Management and Engineering
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Københavns Universitet / Økonomisk Institut
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Springer-Verlag GmbH
5
University of British Columbia / Finance Division
5
University of Chicago / Center for Research in Security Prices
5
Université de Montréal / Département de sciences économiques
5
Centre of Financial Studies
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
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European journal of operational research : EJOR
873
International journal of production economics
434
NBER working paper series
406
Working paper / National Bureau of Economic Research, Inc.
373
International journal of production research
367
NBER Working Paper
338
Mathematical finance : an international journal of mathematics, statistics and financial theory
335
Finance and stochastics
282
Journal of economic dynamics & control
276
Computers & operations research : and their applications to problems of world concern ; an international journal
271
Journal of banking & finance
264
International journal of theoretical and applied finance
259
Journal of econometrics
240
The review of financial studies
232
Journal of financial economics
231
The journal of finance : the journal of the American Finance Association
222
Operations research
213
Economics letters
192
Finance research letters
192
Management science : journal of the Institute for Operations Research and the Management Sciences
187
Operations research letters
182
Insurance / Mathematics & economics
175
Discussion paper / Tinbergen Institute
170
Discussion paper / Centre for Economic Policy Research
159
Journal of empirical finance
157
Economic modelling
153
The journal of futures markets
146
Working paper
131
Journal of economic theory
129
Research paper series / Swiss Finance Institute
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of international money and finance
120
Applied mathematical finance
119
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Transportation research / E : an international journal
115
International review of financial analysis
111
International review of economics & finance : IREF
110
Journal of financial and quantitative analysis : JFQA
110
The European journal of finance
108
Omega : the international journal of management science
107
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ECONIS (ZBW)
33,159
EconStor
542
USB Cologne (EcoSocSci)
13
OLC EcoSci
9
ArchiDok
1
RePEc
1
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1
Optimal procurement and inventory control in volatile commodity markets : advances in stochastic and data-driven optimization
Mandl, Christian
-
2019
Persistent link: https://www.econbiz.de/10012104904
Saved in:
2
Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner
;
Özekici, Süleyman
;
Karaesmen, Fikri
- In:
International journal of production economics
270
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015049188
Saved in:
3
Exact solution of a
martingale
stochastic
volatility
option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
Saved in:
4
Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo
-
2002
Persistent link: https://www.econbiz.de/10001643626
Saved in:
5
A stochastic inventory model with fast-ship commitments
Chen, Hao-Wei
;
Gupta, Diwakar
;
Gurnani, Haresh
; …
- In:
Production and operations management : an international …
25
(
2016
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10011484030
Saved in:
6
A one-warehouse/multi-retailer inventory system with lost sales, Erlangian lead times, and emergency shipments
Taybi, Hamed
- In:
International journal of logistics systems and management
33
(
2019
)
1
,
pp. 136-139
Persistent link: https://www.econbiz.de/10012055548
Saved in:
7
A sensitivity analysis of stochastic inventory systems
Zheng, Yu-sheng
;
Groote, Xavier de
-
1992
Persistent link: https://www.econbiz.de/10000838379
Saved in:
8
Materials coordination in stochastic multi-echelon systems
Houtum, Geert-Jan Jan Johan Adriaan Nicolaas van
; …
-
1996
Persistent link: https://www.econbiz.de/10000608732
Saved in:
9
Leadtimes effects and policy improvement for stochastic inventory control with remanufacturing
Inderfurth, Karl
;
Laan, Erwin A. van der
-
1998
Persistent link: https://www.econbiz.de/10000675198
Saved in:
10
A 2-approximation algorithm for stochastic inventory control models with lost sales
Levi, Retsef
;
Janakiraman, Ganesh
;
Nagarajan, Mahesh
- In:
Mathematics of operations research
33
(
2008
)
2
,
pp. 351-374
Persistent link: https://www.econbiz.de/10003732438
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