//--> //--> //--> //-->
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
isPartOf:"SFB 649 discussion paper"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Operations research"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
504
Stochastischer Prozess
504
Theorie
307
Theory
307
Mathematical programming
96
Mathematische Optimierung
96
Portfolio selection
93
Portfolio-Management
93
Option pricing theory
89
Optionspreistheorie
89
Risk
64
Risiko
61
Volatility
49
Volatilität
49
Control theory
42
Kontrolltheorie
42
Mortality
40
Sterblichkeit
40
Probability theory
39
Wahrscheinlichkeitsrechnung
39
Markov chain
38
Markov-Kette
38
Risikomodell
38
Risk model
38
Lebensversicherung
37
Life insurance
37
Dynamic programming
36
Dynamische Optimierung
36
Reinsurance
32
Rückversicherung
32
Finanzmathematik
31
Mathematical finance
31
Estimation theory
27
Schätztheorie
27
Dividend
26
Dividende
26
Risikomanagement
26
Risk management
26
Inventory model
25
Lagerhaltungsmodell
25
more ...
less ...
Online availability
All
Undetermined
269
Free
56
Type of publication
All
Article
450
Book / Working Paper
54
Type of publication (narrower categories)
All
Article in journal
447
Aufsatz in Zeitschrift
447
Arbeitspapier
53
Working Paper
53
Graue Literatur
43
Non-commercial literature
43
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
504
Author
All
Liang, Zongxia
11
Reiß, Markus
10
Hainaut, Donatien
8
Härdle, Wolfgang
8
Young, Virginia R.
8
Guan, Guohui
7
Avanzi, Benjamin
6
Belomestny, Denis
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Shen, Yang
5
Siu, Tak Kuen
5
Wong, Bernard
5
Wong, Hoi Ying
5
Yang, Hailiang
5
Zeng, Yan
5
Bibinger, Markus
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Landriault, David
4
Li, Xiaohu
4
Meyer-Gohde, Alexander
4
Shapiro, Alexander
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Zhuo, Jin
4
Brown, David B.
3
Cai, Jun
3
Chen, Ping
3
Delong, Łukasz
3
Eisenberg, Julia
3
Goyal, Vineet
3
Horst, Ulrich
3
Hu, Yijun
3
Kappus, Johanna
3
Li, Bin
3
Li, Shuanming
3
Loisel, Stéphane
3
Lu, Yi
3
Nelson, Barry L.
3
more ...
less ...
Published in...
All
SFB 649 discussion paper
Insurance / Mathematics & economics
Operations research
European journal of operational research : EJOR
624
International journal of theoretical and applied finance
324
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
84
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
Annals of operations research
79
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Finance research letters
74
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
70
Omega : the international journal of management science
69
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
504
Showing
1
-
10
of
504
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum
;
Papavasiliou, Anthony
- In:
Operations research
71
(
2023
)
6
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
Saved in:
2
Asymptotically optimal control of a centralized dynamic matching market with general utilities
Blanchet, Jose H.
;
Reiman, Martin I.
;
Shah, Virag
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3355-3370
Persistent link: https://www.econbiz.de/10014307826
Saved in:
3
A planner-trader decomposition for multimarket hydro scheduling
Schindler, Kilian
;
Rujeerapaiboon, Napat
;
Kuhn, Daniel
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 185-202
Persistent link: https://www.econbiz.de/10014505059
Saved in:
4
Dynamic interday and intraday scheduling
Zacharias, Christos
;
Liu, Nan
;
Begen, Mehmet A.
- In:
Operations research
72
(
2024
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10014505127
Saved in:
5
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
6
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
7
Lagrangian dual decision rules for multistage stochastic mixed-integer programming
Daryalal, Maryam
;
Bodur, Merve
;
Luedtke, James R.
- In:
Operations research
72
(
2024
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10014520886
Saved in:
8
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
9
Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Bertsimas, Dimitris
;
Mundru, Nishanth
- In:
Operations research
71
(
2023
)
4
,
pp. 1343-1361
Persistent link: https://www.econbiz.de/10014338202
Saved in:
10
Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling
Hamidi, Nima
;
Bayati, Mohsen
- In:
Operations research
71
(
2023
)
4
,
pp. 1434-1439
Persistent link: https://www.econbiz.de/10014338245
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->