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31
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
Saved in:
32
Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio
;
Brigo, Damiano
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10012424640
Saved in:
33
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
Saved in:
34
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
35
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
36
Robust stochastic lot-sizing by means of histograms
Klabjan, Diego
;
Simchi-Levi, David
;
Song, Miao
- In:
Production and operations management : an international …
22
(
2013
)
3
,
pp. 691-710
Persistent link: https://www.econbiz.de/10009760418
Saved in:
37
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
38
Driver positioning and incentive budgeting with an escrow mechanism for ride-sharing platforms
Ong, Hao Yi
;
Freund, Daniel
;
Crapis, Davide
- In:
INFORMS journal on applied analytics
51
(
2021
)
5
,
pp. 373-390
Persistent link: https://www.econbiz.de/10012804945
Saved in:
39
Energy-aware and delay-sensitive management of a drone delivery system
Liu, Weiliang
;
Sun, Xu
- In:
Manufacturing & service operations management : M & SOM
24
(
2022
)
3
,
pp. 1294-1310
Persistent link: https://www.econbiz.de/10013270734
Saved in:
40
Driver positioning and incentive budgeting with an escrow mechanism for ride-sharing platforms
Ong, Hao Yi
;
Freund, Daniel
;
Crapis, Davide
- In:
INFORMS journal on applied analytics
51
(
2021
)
4
,
pp. 373-390
Persistent link: https://www.econbiz.de/10012665155
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