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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan; Cheng, Johnson T.-S.; Liu, Yu-Hong; … - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
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Dynamic pricing and learning with finite inventories
Boer, Arnoud V. den; Zwart, Bert - In: Operations research 63 (2015) 4, pp. 965-978
Persistent link: https://www.econbiz.de/10011313165
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Appointment capacity planning in specialty clinics : a queueing approach
Izady, Navid - In: Operations research 63 (2015) 4, pp. 916-930
Persistent link: https://www.econbiz.de/10011313178
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Performance of an LP-based control for revenue management with unknown demand parameters
Jasin, Stefanus - In: Operations research 63 (2015) 4, pp. 909-915
Persistent link: https://www.econbiz.de/10011313182
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K-adaptability in two-stage robust binary programming
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research 63 (2015) 4, pp. 877-891
Persistent link: https://www.econbiz.de/10011313190
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Production and inventory control for a make-to-stock/calibrate-to-order system with dedicated and shared resources
Demirel, Süleyman; Duenyas, Izak; Kapuscinski, Roman - In: Operations research 63 (2015) 4, pp. 823-839
Persistent link: https://www.econbiz.de/10011313221
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Joint dynamic pricing and inventory control policy for a stochastic inventory system with perishable products
Li, Shukai; Zhang, Jianxiong; Tang, Wansheng - In: International journal of production research 53 (2015) 10, pp. 2937-2950
Persistent link: https://www.econbiz.de/10011313259
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Stochastically induced critical depensation and risk of stock collapse
Poudel, Diwakar; Sandal, Leif K.; Kvamsdal, Sturla Furunes - In: Marine resource economics 30 (2015) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10011313703