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A branch-and-bound approach to minimise the value-at-risk of the makespan in a stochastic two-machine flow shop
Liu, Lei; Urgo, Marcello - In: International journal of production research 62 (2024) 6, pp. 2107-2123
Persistent link: https://www.econbiz.de/10014546362
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Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.; Nganba Meetei, O.; Ma, Ruijun; Reddy, … - In: International journal of forecasting 40 (2024) 2, pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
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Valuation of spread options under correlated skew Brownian motions
Song, Shiyu; Wang, Xingchun; Zhang, Xiaowen - In: The European journal of finance 30 (2024) 5, pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
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Fuzzy portfolio selection using stochastic correlation
Jo, Gumsong; Kim, Hyokil; Kim, Hoyong; Ri, Gyongho - In: Computational economics 63 (2024) 4, pp. 1493-1509
Persistent link: https://www.econbiz.de/10014549109
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Valuations of variance and volatility swaps under double Heston jump‑diffusion model with approximative fractional stochastic volatility
Wang, Ke; Guo, Xunxiang - In: Computational economics 63 (2024) 4, pp. 1543-1573
Persistent link: https://www.econbiz.de/10014549124
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Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: Finance research letters 58 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
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Dynamic Markov bridges and market microstructure : theory and applications
Çetin, Umut; Danilova, Albina - 2018
Persistent link: https://www.econbiz.de/10012213242
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A simple calculus of sums of powers
Perrin, Olivier - 2024
Persistent link: https://www.econbiz.de/10014636192
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Decomposition methods for monotone two-time-scale stochastic optimization problems
Rigaut, Tristan; Carpentier, Pierre; Chancelier, … - In: Computational management science 21 (2024) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014636796
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Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction
Li, Man; Huang, Ying; Huang, Ya; Zhou, Jieming - In: Mathematics and financial economics 18 (2024) 1, pp. 49-94
Persistent link: https://www.econbiz.de/10015045572