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~isPartOf:"Annals of finance"
~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Stochastic process
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Escudero, Laureano F.
12
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Annals of finance
European journal of operational research : EJOR
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
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173
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169
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141
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105
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89
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INFORMS journal on computing : JOC
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Computational Management Science : CMS
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Annals of operations research
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Econometric theory
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Scandinavian actuarial journal
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ECONIS (ZBW)
702
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702
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1
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
Analysis of the impact of corrective actions for stochastic project networks
Vaseghi, Forough
;
Martens, Annelies
;
Vanhoucke, Mario
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014574252
Saved in:
3
Analytical formulation for explaining the variations in traffic states : a fundamental diagram modeling perspective with stochastic parameters
Cheng, Qixiu
;
Lin, Yuqian
;
Zhou, Xuesong
;
Liu, Zhiyuan
- In:
European journal of operational research : EJOR
312
(
2024
)
1
,
pp. 182-197
Persistent link: https://www.econbiz.de/10014456251
Saved in:
4
A comparison of chance-constrained data envelopment analysis, stochastic nonparametric envelopment of data and bootstrap method : A case study of cultural regeneration performance...
Lin, Sheng-Wei
;
Lu, Wen-Min
- In:
European journal of operational research : EJOR
316
(
2024
)
3
,
pp. 1179-1191
Persistent link: https://www.econbiz.de/10014577887
Saved in:
5
A disaggregated integer L-shaped method for stochastic vehicle routing problems with monotonic recourse
Parada, Lucas
;
Legault, Robin
;
Côté, Jean-François
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 520-533
Persistent link: https://www.econbiz.de/10015047961
Saved in:
6
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
7
Energy-saving time allocation strategy with uncertain dwell times in urban rail transit : Two-stage stochastic model and nested dynamic programming framework
Lian, Deheng
;
Mo, Pengli
;
D'Ariano, Andrea
;
Gao, Ziyou
; …
- In:
European journal of operational research : EJOR
317
(
2024
)
1
,
pp. 219-242
Persistent link: https://www.econbiz.de/10014634781
Saved in:
8
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:
9
A heuristic approach to the stochastic capacitated single allocation hub location problem with Bernoulli demands
Andaryan, Abdullah Zareh
;
Mousighichi, Kasra
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 954-968
Persistent link: https://www.econbiz.de/10014456450
Saved in:
10
How power structure and markup schemes impact supply chain channel efficiency under price-dependent stochastic demand
Lee, Eunji
;
Minner, Stefan
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 297-309
Persistent link: https://www.econbiz.de/10015047728
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