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subject:"Mathematische Optimierung"
~isPartOf:"Finance and stochastics"
~isPartOf:"OR spectrum : quantitative approaches in management"
~subject:"Derivative"
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Mathematische Optimierung
Derivative
Stochastic process
242
Stochastischer Prozess
242
Theorie
162
Theory
162
Option pricing theory
80
Optionspreistheorie
80
Portfolio selection
48
Portfolio-Management
48
Volatility
48
Volatilität
48
Mathematical programming
28
Martingal
21
Martingale
21
Yield curve
19
Zinsstruktur
19
Control theory
17
Kontrolltheorie
17
Markov chain
16
Markov-Kette
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Hedging
13
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CAPM
12
Black-Scholes model
10
Black-Scholes-Modell
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Derivat
10
Option trading
10
Optionsgeschäft
10
Analysis
9
Dynamic programming
9
Dynamische Optimierung
9
Mathematical analysis
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Stochastic volatility
9
Credit risk
8
Finanzmathematik
8
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38
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Alem, Douglas
2
Benth, Fred Espen
2
Fouque, Jean-Pierre
2
Steffensen, Mogens
2
Barro, Diana
1
Baños, D.
1
Becherer, Dirk
1
Bentata, Amel
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Bertsch, Valentin
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Bilarev, Todor
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1
Bo, Lijun
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Bozorgi-Amiri, Ali
1
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1
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1
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1
Carmona, René
1
Caunhye, Aakil M.
1
Chew, Ek Peng
1
Cont, Rama
1
Cvitanić, Jakša
1
Detering, Nils
1
Duedahl, S.
1
Dupačová, Jitka
1
Egorov, Sergei
1
Ehrgott, Matthias
1
Federico, Salvatore
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1
Frentrup, Peter
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1
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1
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1
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1
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1
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Finance and stochastics
OR spectrum : quantitative approaches in management
European journal of operational research : EJOR
293
Computers & operations research : and their applications to problems of world concern ; an international journal
101
Operations research
80
International journal of theoretical and applied finance
72
Operations research letters
71
Mathematics of operations research
62
International journal of production research
59
INFORMS journal on computing : JOC
52
Computational Management Science : CMS
41
International journal of production economics
41
Transportation research / E : an international journal
36
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
Omega : the international journal of management science
31
Quantitative finance
30
Applied mathematical finance
29
Annals of operations research
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Insurance / Mathematics & economics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Computational economics
20
Journal of economic dynamics & control
18
Mathematical methods of operations research
18
IMA journal of management mathematics
17
International journal of financial engineering
17
The journal of computational finance
17
Energy economics
16
Journal of mathematical finance
16
Les cahiers du GERAD
16
Top : an official journal of the Spanish Society of Statistics and Operations Research
16
Review of derivatives research
14
Annals of finance
13
Computational management science
13
Journal of banking & finance
13
Journal of the Operational Research Society
13
Operational research : an international journal
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
12
Journal of econometrics
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1
Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
Caunhye, Aakil M.
;
Alem, Douglas
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
3
,
pp. 759-806
Persistent link: https://www.econbiz.de/10014328547
Saved in:
2
A branch-and-Benders-cut algorithm for a bi-objective stochastic facility location problem
Parragh, Sophie N.
;
Tricoire, Fabien
;
Gutjahr, Walter J.
- In:
OR spectrum : quantitative approaches in management
44
(
2022
)
2
,
pp. 419-459
Persistent link: https://www.econbiz.de/10013277567
Saved in:
3
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
4
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
5
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
6
A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants
Guericke, Daniela
;
Blanco, Ignacio
;
Morales, Juan M.
; …
- In:
OR spectrum : quantitative approaches in management
42
(
2020
)
4
,
pp. 863-900
Persistent link: https://www.econbiz.de/10012419333
Saved in:
7
Incorporating signals into optimal trading
Lehalle, Charles-Albert
;
Neuman, Eyal
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 275-311
Persistent link: https://www.econbiz.de/10012023738
Saved in:
8
Stochastic last mile relief network design with resource reallocation
Noyan, Nilay
;
Kahvecioğlu, Gökçe
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
1
,
pp. 187-231
Persistent link: https://www.econbiz.de/10011868869
Saved in:
9
Two-stage stochastic, large-scale optimization of a decentralized energy system : a case study focusing on solar PV, heat pumps and storage in a residential quarter
Schwarz, Hannes
;
Bertsch, Valentin
;
Fichtner, Wolf
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10011868877
Saved in:
10
Dynamic programming approach to principal-agent problems
Cvitanić, Jakša
;
Possamaï, Dylan
;
Touzi, Nizar
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011945612
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