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Variance Gamma process in the option pricing model
Drahokoupil, Jakub - 2021
Persistent link: https://www.econbiz.de/10012493120
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Stochastic integer programming for multi-disciplinary outpatient clinic planning
Leeftink, A. G.; Vliegen, I. M. H.; Hans, E. W. - In: Health care management science 22 (2019) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10011993985
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Stochastic processes in science, engineering and finance
Beichelt, Frank - 2006
Persistent link: https://www.econbiz.de/10004465602
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Variance swaps with mean reversion and multi-factor variance
Wu, Bin; Chen, Pengzhan; Ye, Wuyi - In: European journal of operational research : EJOR 315 (2024) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
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Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
Zhang, Caibin; Liang, Zhibin; Yuan, Yu - In: European journal of operational research : EJOR 315 (2024) 1, pp. 213-227
Persistent link: https://www.econbiz.de/10014562822
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On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien; Runggaldier, Wolfgang J. - In: European journal of operational research : EJOR 316 (2024) 1, pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto; Sosa, Andrés - In: Trends in mathematical economics : dialogues between …, (pp. 331-346). 2016
Persistent link: https://www.econbiz.de/10011800861
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American options and stochastic interest rates
Battauz, Anna; Rotondi, Francesco - In: Computational management science 19 (2022) 4, pp. 567-604
Persistent link: https://www.econbiz.de/10013447493
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Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein - In: Operations research forum 3 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
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A point processes approach to bicycle sharing systems' design and management
Foschi, Rachele - In: Socio-economic planning sciences : the international … 87 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014317655