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Dynamic optimal hedge ratio design when price and production are stochastic with jump

Clément, Nyassoke Titi Gaston; Jules, Sadefo Kamdem; … - In: Annals of finance 18 (2022) 3, pp. 419-428

Persistent link: https://www.econbiz.de/10013440645

Risk, risk aversion, and agricultural technology adoption : a novel valuation method based on real options and inverse stochastic dominance

Spiegel, Alisa; Britz, Wolfgang; Finger, Robert - In: Q open : a journal of agricultural, climate, … 1 (2021) 2, pp. 1-26

Risk and risk preferences belong to the key determinants of investment-based technology adoption in agriculture. We develop and apply a novel approach in which an inverse second order stochastic dominance approach is integrated into a stochastic dynamic farm-level model to quantify the effect of...

Persistent link: https://www.econbiz.de/10013327948

Robotic mobile fulfillment systems : a mathematical modelling framework for e-commerce applications

Rimélé, Adrien; Gamache, Michel; Gendreau, Michel; … - In: International journal of production research 60 (2022) 11, pp. 3589-3605

Persistent link: https://www.econbiz.de/10013499227

Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan

Wang, Suxin; Wang, Peiqi; Zhang, Shuhua - In: IMA journal of management mathematics 34 (2023) 2, pp. 383-414

Persistent link: https://www.econbiz.de/10014313755

A dynamic program under Lévy processes for valuing corporate securities

Ben-Ameur, Hatem; Chérif, Rim; Rémillard, Bruno N. - In: Journal of risk 25 (2023) 4, pp. 61-81

Persistent link: https://www.econbiz.de/10014314624

Reducing passenger waiting time in oversaturated metro lines with passenger flow control policy

Liang, Jinpeng; Zang, Guangzhi; Liu, Haitao; Zheng, Jianfeng - In: Omega : the international journal of management science 117 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014281851

Managing the security of information systems with partially observable vulnerability

Mookerjee, Radha; Samuel, Jayarajan - In: Production and operations management : the flagship … 32 (2023) 9, pp. 2902-2920

Persistent link: https://www.econbiz.de/10014369492

On-demand delivery from stores : dynamic dispatching and routing with random demand

Liu, Sheng; Luo, Zhixing - In: Manufacturing & service operations management : M & SOM 25 (2023) 2, pp. 595-612

Persistent link: https://www.econbiz.de/10014302148

An asymptotically tight learning algorithm for mobile-promotion platforms

Feng, Zhichao; Dawande, Milind; Janakiraman, Ganesh; … - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1536-1554

Persistent link: https://www.econbiz.de/10014303887

A dynamic program under Lévy processes for valuing corporate securities

Ben-Ameur, Hatem; Chérif, Rim; Rémillard, Bruno N. - In: Journal of risk : JOR 25 (2023) 4, pp. 61-81

Persistent link: https://www.econbiz.de/10014487107