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A dynamic program under Lévy p...
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Theory
Stochastischer Prozess
17,240
Stochastic process
16,799
Optionspreistheorie
14,821
Theorie
14,609
Option pricing theory
14,362
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6,001
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5,894
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3,842
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Markov chain
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Markov-Kette
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Black-Scholes-Modell
1,185
Börsenkurs
1,141
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1,129
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1,103
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Phillips, Peter C. B.
64
Sethi, Suresh
47
Koopman, Siem Jan
42
Chiarella, Carl
41
Escudero, Laureano F.
40
Härdle, Wolfgang
40
Yu, Jun
35
Platen, Eckhard
33
Post, Thierry
32
McAleer, Michael
31
Barndorff-Nielsen, Ole E.
30
Gendreau, Michel
29
Hull, John
27
Inderfurth, Karl
25
Zhang, Qing
25
Linton, Oliver
24
Madan, Dilip B.
24
Wystup, Uwe
24
Chan, Joshua
23
Kohlmann, Michael
23
Korn, Ralf
23
Renault, Eric
23
Scaillet, Olivier
23
Ulmer, Marlin Wolf
23
Carr, Peter
22
Kraft, Holger
22
Schwartz, Eduardo S.
22
Elliott, Robert J.
21
Fabozzi, Frank J.
21
Gao, Jiti
21
Judd, Kenneth L.
21
Benth, Fred Espen
20
Hafner, Christian M.
20
Kamihigashi, Takashi
20
Kleijnen, Jack P. C.
20
Powell, Warren B.
20
Asai, Manabu
19
Batabyal, Amitrajeet A.
19
Cai, Yongyang
19
Clark, Todd E.
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
National Bureau of Economic Research
50
Centre for Analytical Finance <Århus>
23
Ekonomiska forskningsinstitutet <Stockholm>
8
Springer Fachmedien Wiesbaden
8
Svenska Handelshögskolan <Helsinki>
8
Erasmus Research Institute of Management
7
Social Systems Research Institute
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Bonn Graduate School of Economics
6
Econometrisch Instituut <Rotterdam>
6
Institutionen för Skogsekonomi <Ume°a>
6
Springer-Verlag GmbH
6
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Johannes Gutenberg-Universität Mainz
5
Verlag Dr. Kovač
5
Chambre de commerce et d'industrie de Paris
4
Federal Reserve System / Division of Research and Statistics
4
Judge Institute of Management Studies
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre of Financial Studies
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of Exeter / Department of Economics
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Centre for Actuarial Studies
2
Centre for Economic Policy Research
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Kansas City / Research Division
2
Federal Reserve Bank of St. Louis
2
HWWA-Institut für Wirtschaftsforschung
2
Hochschule für Bankwirtschaft
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
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European journal of operational research : EJOR
628
Mathematical finance : an international journal of mathematics, statistics and financial theory
239
Computers & operations research : and their applications to problems of world concern ; an international journal
212
Finance and stochastics
209
International journal of theoretical and applied finance
193
International journal of production research
179
Operations research
175
Insurance / Mathematics & economics
165
Journal of economic dynamics & control
142
Operations research letters
138
Journal of econometrics
119
International journal of production economics
111
Mathematics of operations research
107
The journal of derivatives : the official publication of the International Association of Financial Engineers
96
Applied mathematical finance
85
Discussion paper / Tinbergen Institute
85
Mathematical methods of operations research
81
The journal of computational finance
80
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Journal of economic theory
77
INFORMS journal on computing : JOC
76
The journal of futures markets
75
Journal of banking & finance
73
Working paper / National Bureau of Economic Research, Inc.
72
Risks : open access journal
66
Transportation research / E : an international journal
66
Economics letters
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
64
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
64
SpringerLink / Bücher
62
Omega : the international journal of management science
60
SFB 649 discussion paper
60
Econometric reviews
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Review of derivatives research
58
Computational Management Science : CMS
57
Computational economics
57
Quantitative finance
57
Economic theory : official journal of the Society for the Advancement of Economic Theory
56
The review of financial studies
56
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ECONIS (ZBW)
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1
An option value problem from Seinfeld
Dixit, Avinash K.
- In:
Economic inquiry : journal of the Western Economic …
50
(
2012
)
2
,
pp. 563-565
Persistent link: https://www.econbiz.de/10009577506
Saved in:
2
On solving the multirotational timber harvesting problem with stochastic prices : a linear complementarity formulation
Insley, Margaret
;
Rollins, Kimberly S.
- In:
American journal of agricultural economics
87
(
2005
)
3
,
pp. 735-755
Persistent link: https://www.econbiz.de/10003079940
Saved in:
3
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
4
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
5
American options, multi-armed bandits and optimal consumption plans : a unifying view
Bank, Peter
(
contributor
);
Föllmer, Hans
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917057
Saved in:
6
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
7
Expected future value decomposition based bid price generation for large-scale network revenue management
Escudero, Laureano F.
;
Monge, Juan F.
;
Romero Morales, …
- In:
Transportation science : a journal of the Institute for …
47
(
2013
)
2
,
pp. 181-197
Persistent link: https://www.econbiz.de/10009751570
Saved in:
8
Optimal production control policy in unreliable batch processing manufacturing systems with transportation delay
Bouslah, B.
;
Gharbi, A.
;
Pellerin, R.
;
Hajji, A.
- In:
International journal of production research
51
(
2013
)
1
,
pp. 264-280
Persistent link: https://www.econbiz.de/10009700307
Saved in:
9
Optimal production and admission control for a stochastic SOM system with demands for product and PSS
Wang, Kangzhou
;
Jiang, Zhibin
;
Li, Na
;
Geng, Na
- In:
International journal of production research
51
(
2013
)
23/24
,
pp. 7270-7288
Persistent link: https://www.econbiz.de/10010229337
Saved in:
10
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
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