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MANAGEMENT, ENGINEERING AND IN...
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Bensoussan, Alain
161
Sethi, Suresh
49
Çakanyıldırım, M.
22
Sethi, Suresh P.
21
Feng, Qi
17
Proth, Jean-Marie
9
Crouhy, Michel
8
Rivera, Alejandro
8
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7
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6
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6
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6
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6
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5
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5
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5
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4
Mookerjee, Radha
4
Mookerjee, Vijay
4
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4
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3
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3
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3
Lesourne, Jacques
3
Long, Hongwei
3
Minjarez-Sosa, J. Adolfo
3
Näslund, Bertil
3
Park, Seyoung
3
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3
Royal, Andrew
3
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3
Yan, Zhongfeng
3
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2
Hurst, E. Gerald
2
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2
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2
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2
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3
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3
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2
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1
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Working paper / European Institute for Advanced Studies in Management
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Les cahiers de recherche / HEC Paris
5
Operations research letters
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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4
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3
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3
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2
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Advances in futures and options research : a research annual
1
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1
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1
Bensoussan, Alain & Çakanyildirim, Metin & Sethi, Suresh & Shi, Ruixia, Computation of Approximate Optimal Policies in Partially Observed Inventory Model With Rain Checks. Automatica, 2011
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Dynamic analysis in complex economic environments : essays in honor of Christophe Deissenberg
1
Décision prospective auto-organisation : mélanges en l'honneur de Jacques Lesourne
1
European Journal of Operational Research
1
European journal of operational research : EJOR
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Handbook of numerical analysis
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1
Information systems research : ISR ; an information systems journal of the Institute for Operations Research and the Management Sciences
1
International series in operations research & management science
1
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ECONIS (ZBW)
123
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13
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12
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11
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2
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Stochastic control
Bensoussan, Alain
-
1985
Persistent link: https://www.econbiz.de/10000100695
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2
Quelques exemples d'application du contrôle stochastique et du contrôle impulsionnel dans les problèmes de gestion
Bensoussan, Alain
-
1979
Persistent link: https://www.econbiz.de/10003409635
Saved in:
3
On the discrete time capital asset pricing model
Bensoussan, Alain
-
2009
Persistent link: https://www.econbiz.de/10003826995
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4
Real options
Bensoussan, Alain
-
2009
Persistent link: https://www.econbiz.de/10003827030
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5
Quelques remarques sur le prix des options, avec prise en compte de contraintes
Bensoussan, Alain
- In:
Décision prospective auto-organisation : mélanges en …
,
(pp. 107-128)
.
2000
Persistent link: https://www.econbiz.de/10001530816
Saved in:
6
Stochastic control
Bensoussan, Alain
-
1985
Persistent link: https://www.econbiz.de/10004048088
Saved in:
7
Joint Inventory‐Pricing Optimization with General Demands : An Alternative Approach for Concavity Preservation
Bensoussan, Alain
;
Xie, Yangyang
;
Yan, Houmin
- In:
Production and Operations Management
28
(
2019
)
9
,
pp. 2390-2404
Persistent link: https://www.econbiz.de/10012096295
Saved in:
8
Managing Information System Security Under Continuous and Abrupt Deterioration
Bensoussan, Alain
;
Mookerjee, Vijay
;
Yue, Wei T.
- In:
Production and Operations Management
29
(
2020
)
8
,
pp. 1894-1917
Persistent link: https://www.econbiz.de/10012283796
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9
Black-scholes approximation of warrant prices
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000855930
Saved in:
10
Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1993
Persistent link: https://www.econbiz.de/10000855931
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