//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
type_genre:"Survey"
~person:"Ahmed, Shabbir"
~person:"Benth, Fred Espen"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
57
Theory
57
Mathematical programming
25
Mathematische Optimierung
25
Stochastic process
19
Derivat
10
Derivative
10
Integer programming
8
Ganzzahlige Optimierung
7
Portfolio selection
7
Portfolio-Management
7
Time series analysis
6
Zeitreihenanalyse
6
Decomposition method
5
Dekompositionsverfahren
5
Heuristics
5
Heuristik
5
Risikoprämie
5
Risk
5
Risk premium
5
Volatility
5
Volatilität
5
Commodity derivative
4
Commodity markets
4
Risiko
4
Rohstoffderivat
4
Scheduling problem
4
Scheduling-Verfahren
4
Statistical distribution
4
Statistische Verteilung
4
Weather
4
Wetter
4
Cointegration
3
Commodity exchange
3
Commodity market
3
Electric power industry
3
Elektrizitätswirtschaft
3
Energiemarkt
3
Energy market
3
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
19
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Einführung
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
19
Author
All
Ahmed, Shabbir
Benth, Fred Espen
Escudero, Laureano F.
35
Gendreau, Michel
21
Phillips, Peter C. B.
20
McAleer, Michael
15
Shapiro, Alexander
15
Yu, Jun
14
Escobar, Marcos
13
Maggioni, Francesca
13
Siu, Tak Kuen
13
Wallace, Stein W.
13
Wong, Wing Keung
13
Chan, Joshua
12
Rossi, Roberto
12
Asai, Manabu
11
Chu, Feng
11
Garín, María Araceli
11
Tarim, S. Armagan
11
Tzeng, Larry Y.
11
Beraldi, Patrizia
10
Bertsimas, Dimitris
10
Kopa, Miloš
10
Liu, Ming
10
Pichler, Alois
10
Post, Thierry
10
Powell, Warren B.
10
Pérez, Gloría
10
Rei, Walter
10
Sen, Suvrajeet
10
Taylor, Robert
10
Tsionas, Efthymios G.
10
Ulmer, Marlin Wolf
10
Chu, Chengbin
9
Dolgui, Alexandre
9
Huang, Rachel J.
9
Jeanblanc, Monique
9
Kumbhakar, Subal
9
Lejeune, Miguel A.
9
Shen, Siqian
9
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
INFORMS journal on computing : JOC
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
Operations research letters
2
Energy economics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
Mathematics and financial economics
1
Operations research
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
State-variable modeling for a class of two-stage stochastic optimization problems
Doulabi, Hossein Hashemi
;
Ahmed, Shabbir
;
Nemhauser, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 354-369
Persistent link: https://www.econbiz.de/10013359075
Saved in:
2
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
3
Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
Saved in:
4
Bicriteria approximation of chance-constrained covering problems
Xie, Weijun
;
Ahmed, Shabbir
- In:
Operations research
68
(
2020
)
2
,
pp. 516-533
Persistent link: https://www.econbiz.de/10012213365
Saved in:
5
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
6
Cointegration in continuous time for factor models
Benth, Fred Espen
;
Süss, Andre
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012055754
Saved in:
7
Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
Saved in:
8
Partially adaptive stochastic optimization for electric power generation expansion planning
Zou, Jikai
;
Ahmed, Shabbir
;
Sun, Xu Andy
- In:
INFORMS journal on computing : JOC
30
(
2018
)
2
,
pp. 388-401
Persistent link: https://www.econbiz.de/10011878359
Saved in:
9
Stochastic modeling of Supramax spot and forward freight rates
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
18
(
2016
)
4
,
pp. 391-413
Persistent link: https://www.econbiz.de/10011587528
Saved in:
10
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->