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~accessRights:"free"
~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~language:"jpn"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Theorie
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Theory
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Mathematical programming
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Mathematische Optimierung
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Scheduling problem
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Ballestra, Luca Vincenzo
1
Chen, Zhen
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D'Innocenzo, Enzo
1
Guizzardi, Andrea
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Nicolau, João
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Rodrigues, Paulo M. M.
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European journal of operational research : EJOR
Risks : open access journal
120
Journal of risk and financial management : JRFM
52
Econometrics : open access journal
23
Quantitative economics : QE ; journal of the Econometric Society
18
Theoretical economics : TE ; an open access journal in economic theory
17
Quantitative finance
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Financial innovation : FIN
14
Scandinavian actuarial journal
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Finance and stochastics
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research perspectives
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Journal of industrial engineering international
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of economics and financial issues : IJEFI
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Quantitative finance and economics
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EURO journal on transportation and logistics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cogent economics & finance
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Computational economics
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Computational management science
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Games
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Decisions in economics and finance : a journal of applied mathematics
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Economics / Journal articles : the open-access, open-assessment journal
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Mathematical methods of operations research : ZOR
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Central European journal of operations research
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Energy reports
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International journal of financial engineering
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Iranian economic review : journal of University of Tehran
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Journal of industrial engineering and management : JIEM
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Mathematics and financial economics
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OR spectrum : quantitative approaches in management
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Risk management magazine
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SERIEs : Journal of the Spanish Economic Association
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Statistics in transition : an international journal of the Polish Statistical Association
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The journal of futures markets
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
3
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
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