//--> //--> //--> //-->
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
subject:"Mathematische Optimierung"
~accessRights:"restricted"
~isPartOf:"Mathematical methods of operations research"
~subject:"Theorie"
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:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theorie
Stochastic process
29
Stochastischer Prozess
29
Theory
16
Portfolio selection
12
Portfolio-Management
12
Mathematical programming
9
Control theory
7
Kontrolltheorie
7
Option pricing theory
5
Optionspreistheorie
5
Stochastic control
5
Analysis
4
Mathematical analysis
4
Reinsurance
4
Rückversicherung
4
Efficient frontier
3
Markov chain
3
Markov-Kette
3
Partial information
3
Volatility
3
Volatilität
3
Common shock
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Hedging
2
Incomplete information
2
Martingal
2
Martingale
2
Martingales
2
Mean-variance criterion
2
Model uncertainty
2
Optimal stopping
2
Price impact
2
Proportional reinsurance
2
Risiko
2
Risk
2
Schock
2
Search theory
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Bayraktar, Erhan
1
Bi, Junna
1
Cani, Arian
1
Chen, Shuang
1
Cui, Xiangyu
1
Dahl, Kristina Rognlien
1
Gotzes, Claudia
1
Göttlich, Simone
1
Heitsch, Holger
1
Henrion, René
1
Hooshmand, F.
1
Huang, Ya
1
Kilic, Kemal
1
Kühn, Sebastian
1
Li, Dan
1
Li, Xun
1
Liang, Zhibin
1
Lindensjö, Kristoffer
1
Ma, Xue-Fei
1
MirHassani, S.A.
1
Mironenko, Georgii
1
Pan, Jian
1
Pang, Li-Ping
1
Parmentier, Axel
1
Perninge, Magnus
1
Rochlin, Dmitri B.
1
Saygi, Menekse G.
1
Schultz, Rüdiger
1
Schwarz, J. A.
1
Selvamuthu, Dharmaraja
1
Sezer, Semih O.
1
Shi, Yun
1
Singh, Arti
1
Soner, Halil Mete
1
Stolletz, R.
1
Thonhauser, Stefan
1
Vukelja, Mirjana
1
Wang, Gu
1
Xiangqun, Yang
1
Xiao, Qingxian
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
European journal of operational research : EJOR
326
Computers & operations research : and their applications to problems of world concern ; an international journal
100
Operations research
90
Insurance / Mathematics & economics
82
International journal of production research
80
Mathematics of operations research
65
Operations research letters
63
Quantitative finance
52
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
47
International journal of production economics
45
Journal of econometrics
42
INFORMS journal on computing : JOC
41
SpringerLink / Bücher
41
Omega : the international journal of management science
39
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
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Finance and stochastics
34
International journal of theoretical and applied finance
34
Computational economics
32
Journal of economic dynamics & control
30
Scandinavian actuarial journal
30
Computational Management Science : CMS
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
IMA journal of management mathematics
26
Economics letters
24
Journal of the Operational Research Society
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
22
Operational research : an international journal
22
Energy economics
20
Discussion paper / Centre for Economic Policy Research
19
International journal of financial engineering
18
Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
17
Lecture Notes in Economics and Mathematical Systems
17
Transportation science
17
Finance research letters
16
Opsearch : journal of the Operational Research Society of India
16
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
2
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
3
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
Saved in:
4
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
5
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
Saved in:
6
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
7
An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
8
A mathematical model for personalized advertisement in virtual reality environments
Kilic, Kemal
;
Saygi, Menekse G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10011714435
Saved in:
9
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Huang, Ya
;
Xiangqun, Yang
;
Zhou, Jieming
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
Saved in:
10
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->