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International journal of production research
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of econometrics
134
Physica A: Statistical Mechanics and its Applications
103
Discussion paper / Tinbergen Institute
94
Economics letters
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1
Assessing production fulfillment time risk : application to pandemic-related health equipment
Soltanisehat, Leili
;
Ghorbani-Renani, Nafiseh
; …
- In:
International journal of production research
61
(
2023
)
24
,
pp. 8401-8422
Persistent link: https://www.econbiz.de/10014454446
Saved in:
2
Measuring fuel consumption in vehicle routing : new estimation models using supervised learning
Heni, Hamza
;
Diop, S. Arona
;
Renaud, Jacques
;
Coelho, …
- In:
International journal of production research
61
(
2023
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013530854
Saved in:
3
Risk assessment model using conditional probability and simulation : case study in a piped gas supply chain in Brazil
Silva, Liane Marcia Freitas
;
Oliveira, Ana Camila …
- In:
International journal of production research
59
(
2021
)
10
,
pp. 2960-2976
Persistent link: https://www.econbiz.de/10012516528
Saved in:
4
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
5
Integrated forest biorefinery network design under demand uncertainty : a case study on Canadian pulp & paper industry
Elaradi, Mohammad Belgasem
;
Zanjani, Masoumeh Kazemi
; …
- In:
International journal of production research
60
(
2022
)
16
,
pp. 4954-4972
Persistent link: https://www.econbiz.de/10013500611
Saved in:
6
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
7
Profit-oriented partial disassembly line design : dealing with hazardous parts and task processing times uncertainty
Bentaha, Mohand Lounes
;
Dolgui, Alexandre
;
Battaïa, Olga
; …
- In:
International journal of production research
56
(
2018
)
24
,
pp. 7220-7242
Persistent link: https://www.econbiz.de/10011986934
Saved in:
8
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
9
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
10
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
11
Asset pricing under keeping up with the Joneses and heterogeneous beliefs
He, Xue-zhong
;
Shi, Lei
;
Zheng, Min
-
2012
Persistent link: https://www.econbiz.de/10009564469
Saved in:
12
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
13
Exponentially weighted control charts to monitor multivariate process variability for high dimensions
Gunaratne, Nadeera Gnan Tilshan
;
Abdollahian, Malihe Akhavan
- In:
International journal of production research
55
(
2017
)
17/18
,
pp. 4948-4962
Persistent link: https://www.econbiz.de/10011723841
Saved in:
14
A simulation-optimisation approach for supply chain network design under supply and demand uncertainties
Salem, Roba W.
;
Haouari, Mohamed
- In:
International journal of production research
55
(
2017
)
7/8
,
pp. 1845-1861
Persistent link: https://www.econbiz.de/10011648352
Saved in:
15
A simple heuristic for perishable item inventory control under non-stationary stochastic demand
Gutierrez-Alcoba, Alejandro
;
Rossi, Roberto
; …
- In:
International journal of production research
55
(
2017
)
7/8
,
pp. 1885-1897
Persistent link: https://www.econbiz.de/10011648375
Saved in:
16
Evaluating strategic remanufacturing supply chain decisions
Diaz, Rafael
;
Marsillac, Erika
- In:
International journal of production research
55
(
2017
)
9/10
,
pp. 2522-2539
Persistent link: https://www.econbiz.de/10011648942
Saved in:
17
Uncertainty quantification in dynamic system risk assessment : a new approach with randomness and fuzzy theory
Abdo, Houssein
;
Flaus, Jean-Marie
- In:
International journal of production research
54
(
2016
)
19/20
,
pp. 5862-5885
Persistent link: https://www.econbiz.de/10011543482
Saved in:
18
Markov chain Monte Carlo in Bayesian models for testing gamma and lognormal S-type process qualities
Liao, Mou-Yuan
- In:
International journal of production research
54
(
2016
)
23/24
,
pp. 7491-7503
Persistent link: https://www.econbiz.de/10011566617
Saved in:
19
Option valuation in multivariate SABR models
Kienitz, Jörg
;
Wittke, Manuel
-
2010
Persistent link: https://www.econbiz.de/10008662187
Saved in:
20
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
21
Mathematical modelling of a robust inspection process plan : Taguchi and Monte Carlo methods
Mohammadi, Mehrdad
;
Siadat, Ali
;
Dantan, Jean-Yves
; …
- In:
International journal of production research
53
(
2015
)
7
,
pp. 2202-2224
Persistent link: https://www.econbiz.de/10010514654
Saved in:
22
Focused factories : a Bayesian framework for estimating non-product related investment
Wang, Gang
;
Chinnam, Ratna Babu
;
Dogan, Ibrahim
;
Jia, Yan
; …
- In:
International journal of production research
53
(
2015
)
13
,
pp. 3917-3933
Persistent link: https://www.econbiz.de/10011302397
Saved in:
23
Supplier selection and order allocation in closed-loop supply chain systems using hybrid Monte Carlo simulation and goal programming
Moghaddam, Kamran S.
- In:
International journal of production research
53
(
2015
)
20
,
pp. 6320-6338
Persistent link: https://www.econbiz.de/10011422087
Saved in:
24
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
25
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
26
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
27
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
28
A stylised model for extreme shocks : four moments of the apocalypse
Brace, Alan
;
Lauer, Mark
;
Rado, Milo
-
2008
Persistent link: https://www.econbiz.de/10003857123
Saved in:
29
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
30
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
31
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857147
Saved in:
32
On the numerical stability of simulation methods for SDES
Platen, Eckhard
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857152
Saved in:
33
Robust optimization based on the propagation of variance method for analytic design models
Picheral, Laura
;
Hadj-Hamou, Khaled
;
Bigeon, Jean
- In:
International journal of production research
52
(
2014
)
24
,
pp. 7324-7338
Persistent link: https://www.econbiz.de/10010474539
Saved in:
34
Robust Bayesian analysis of loss reserves data using the generalized-t distribution
Chan, Jennifer S. K.
;
Choy, S. T. Boris
;
Makov, Udi E.
-
2007
Persistent link: https://www.econbiz.de/10003685206
Saved in:
35
The concurrent block layout problem
Malmborg, Charles J.
- In:
International journal of production research
51
(
2013
)
6
,
pp. 1745-1761
Persistent link: https://www.econbiz.de/10009705679
Saved in:
36
On the effectiveness of Monte Carlo simulation and heuristic search for solving large-scale block layout problems
Chan, Wai Kin
;
Malmborg, Charles J.
- In:
International journal of production research
51
(
2013
)
14
,
pp. 4258-4272
Persistent link: https://www.econbiz.de/10009783702
Saved in:
37
Capacity investment decision by Monte Carlo approach in a cooperation network
Renna, Paolo
- In:
International journal of production research
51
(
2013
)
21
,
pp. 6455-6469
Persistent link: https://www.econbiz.de/10010228971
Saved in:
38
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
39
A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
Bruti-Liberati, Nicola
;
Martini, Filippo
;
Piccardi, Massimo
-
2005
Persistent link: https://www.econbiz.de/10002863383
Saved in:
40
Sequential Monte Carlo-based fidelity selection in dynamic-data-driven adaptive multi-scale simulations
Celik, Nurcin
;
Son, Young Jun
- In:
International journal of production research
50
(
2012
)
3
,
pp. 843-865
Persistent link: https://www.econbiz.de/10009550260
Saved in:
41
Production rate of synchronous transfer lines using Monte Carlo simulation
Betterton, Carl E.
;
Cox, James F.
- In:
International journal of production research
50
(
2012
)
24
,
pp. 7256-7270
Persistent link: https://www.econbiz.de/10010219772
Saved in:
42
On the efficiency of simplified weak Taylor schemes for Monte Carlo simulation in finance
Liberati, Nicola Bruti
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002250960
Saved in:
43
A Monte Carlo simulation based heuristic procedure for solving dynamic line layout problems for facilities using conventional material handling devices
Chan, Wai Kin
;
Malmborg, Charles J.
- In:
International journal of production research
48
(
2010
)
10/12
,
pp. 2937-2956
Persistent link: https://www.econbiz.de/10003975619
Saved in:
44
Cusum of Q chart with variable sampling intervals for monitoring the process mean
Li, Zhonghua
;
Luo, Yunzhao
;
Wang, Zhaojun
- In:
International journal of production research
48
(
2010
)
15/16
,
pp. 4861-4876
Persistent link: https://www.econbiz.de/10003995973
Saved in:
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