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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
5,414
Theory
5,414
Mathematical programming
2,413
Mathematische Optimierung
2,411
Scheduling problem
1,319
Scheduling-Verfahren
1,319
Supply chain
1,029
Lieferkette
1,028
Stochastic process
947
Heuristik
932
Heuristics
916
Vehicle routing problem
799
Tourenplanung
796
Inventory model
695
Lagerhaltungsmodell
695
Portfolio selection
604
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604
Spieltheorie
599
Option pricing theory
598
Optionspreistheorie
598
Game theory
596
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569
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567
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561
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531
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501
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496
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470
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434
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418
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388
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383
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369
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531
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3
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947
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937
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937
Conference paper
8
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8
Mehrbändiges Werk
3
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3
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947
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Escudero, Laureano F.
12
Shapiro, Alexander
8
Gapeev, Pavel V.
7
Gendreau, Michel
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Rossi, Roberto
6
Takahashi, Akihiko
6
Cui, Zhenyu
5
Fabozzi, Frank J.
5
Kiesmüller, Gudrun
5
Kirkby, J. Lars
5
Klibi, Walid
5
Liu, Rui Hua
5
Macrina, Andrea
5
Maggioni, Francesca
5
Pichler, Alois
5
Tsionas, Efthymios G.
5
Benth, Fred Espen
4
Chiarella, Carl
4
Hess, Markus
4
Josa-Fombellida, Ricardo
4
Nguyen, Duy
4
Oosterlee, Cornelis W.
4
Pflug, Georg
4
Powell, Warren B.
4
Street, Alexandre
4
Tarim, S. Armagan
4
Wong, Hoi Ying
4
Ahmed, Shabbir
3
Antonelli, Fabio
3
Barbosa-Póvoa, Ana Paula
3
Bertazzi, Luca
3
Biagini, Francesca
3
Bojarčenko, Svetlana I.
3
Boomsma, Trine Krogh
3
Buckley, Winston
3
Capriotti, Luca
3
Cartea, Álvaro
3
Côté, Pascal
3
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European journal of operational research : EJOR
International journal of theoretical and applied finance
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
181
Operations research
168
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
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
Annals of operations research
77
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
Omega : the international journal of management science
69
Working paper
69
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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ECONIS (ZBW)
947
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1
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947
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1
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:
2
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:
3
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:
4
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
5
Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie
;
Peng, Shen
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 616-627
Persistent link: https://www.econbiz.de/10014456605
Saved in:
6
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:
7
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:
8
Profit-based unit commitment models with price-responsive decision-dependent uncertainty
Lejeune, Miguel A.
;
Dehghanian, Payman
;
Ma, Wenbo
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10014456935
Saved in:
9
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
10
Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts
Ghadimi, Saeed
;
Powell, Warren B.
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 641-652
Persistent link: https://www.econbiz.de/10014456310
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