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~isPartOf:"Operations research letters"
~subject:"Mathematische Optimierung"
~subject:"Optionspreistheorie"
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Mathematische Optimierung
Optionspreistheorie
Stochastic process
188
Stochastischer Prozess
188
Theorie
115
Theory
115
Mathematical programming
69
Stochastic programming
20
Option pricing theory
18
Volatilität
18
Volatility
17
Queueing theory
12
Warteschlangentheorie
12
Dynamic programming
11
Estimation theory
11
Sampling
11
Schätztheorie
11
Stichprobenerhebung
11
Dynamische Optimierung
10
Scheduling problem
10
Scheduling-Verfahren
10
Inventory model
9
Lagerhaltungsmodell
9
Portfolio selection
9
Portfolio-Management
9
Probability theory
9
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9
Risk aversion
9
Wahrscheinlichkeitsrechnung
9
Algorithm
8
Algorithmus
8
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8
Estimation
8
Kontrolltheorie
8
Risiko
8
Risk
8
Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic optimization
8
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83
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83
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83
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3
Graue Literatur
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English
86
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Shapiro, Alexander
4
Guigues, Vincent
3
Leclère, Vincent
3
Morton, David P.
3
Schaefer, Andrew J.
3
Ahmed, Shabbir
2
Chen, Zhiping
2
Cheng, Yi
2
Claus, Matthias
2
Dowson, Oscar
2
Lisser, Abdel
2
Smith, Robert L.
2
Watson, Jean-Paul
2
Woodruff, David L.
2
Akira Toda, Alexis
1
Anderson, Edward J.
1
Balasubramanian, Krishnakumar
1
Balcıog˜lu, Barış
1
Barnett, Jason
1
Baucke, Regan
1
Bayraksan, Güzin
1
Bo, Lijun
1
Boucekkine, Raouf
1
Braglia, Marcello
1
Branda, Martin
1
Cano Gamboa, Carlos Andrés
1
Castellano, Davide
1
Chandler, Phillip
1
Chao, Wan-ling
1
Cheng, Jianqiang
1
Chiu, Mei Choi
1
Chockalingam, Arunachalam
1
Costa, Bernardo Freitas Paulo da
1
Curtis, Frank E.
1
Darbha, Swaroop
1
Defourny, Boris
1
Deng, Jun
1
Downward, Anthony
1
Du, Donglei
1
Filomena, Tiago P.
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Discussion paper
Operations research letters
European journal of operational research : EJOR
334
International journal of theoretical and applied finance
220
Quantitative finance
106
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Applied mathematical finance
88
Finance and stochastics
87
The journal of computational finance
87
Operations research
85
Insurance / Mathematics & economics
81
Mathematics of operations research
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Computational economics
60
International journal of production research
60
International journal of financial engineering
58
INFORMS journal on computing : JOC
53
Journal of mathematical finance
48
Computational Management Science : CMS
47
Risks : open access journal
45
Journal of economic dynamics & control
44
International journal of production economics
43
Review of derivatives research
40
The journal of futures markets
39
Finance research letters
36
Transportation research / E : an international journal
36
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
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
31
Annals of finance
30
Omega : the international journal of management science
30
Mathematical methods of operations research
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research paper series / Swiss Finance Institute
28
Energy economics
27
Journal of econometrics
27
Annals of operations research
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Asia-Pacific financial markets
23
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
86
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86
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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
3
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
4
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
Fukasawa, Ricardo
;
Gunter, Joshua
- In:
Operations research letters
51
(
2023
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10014283276
Saved in:
5
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu
;
Shehadeh, Karmel S.
;
Curtis, Frank E.
- In:
Operations research letters
51
(
2023
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Saved in:
6
A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf
;
Ruan, Weihua
;
Zou, Benteng
-
2022
Persistent link: https://www.econbiz.de/10013407553
Saved in:
7
Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël
;
Leclère, Vincent
- In:
Operations research letters
50
(
2022
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
Saved in:
8
Approximation algorithm for the 2-stage stochastic matroid base problem
Fukunaga, Takuro
;
Ravi, Ramamoorthi
;
Rudenko, Oleksandr
; …
- In:
Operations research letters
50
(
2022
)
2
,
pp. 129-132
Persistent link: https://www.econbiz.de/10013192623
Saved in:
9
Improved complexities for stochastic conditional gradient methods under interpolation-like conditions
Xiao, Tesi
;
Balasubramanian, Krishnakumar
;
Ghadimi, Saeed
- In:
Operations research letters
50
(
2022
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10013192689
Saved in:
10
A concentration inequality for the facility location problem
Silwal, Sandeep
- In:
Operations research letters
50
(
2022
)
2
,
pp. 213-217
Persistent link: https://www.econbiz.de/10013192697
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