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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The American economic review"
~language:"eng"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Stochastischer Prozess
Theorie
6,996
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6,996
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2,522
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2,522
Mathematical programming
2,325
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2,323
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Escudero, Laureano F.
12
Shapiro, Alexander
8
Gendreau, Michel
7
Rossi, Roberto
6
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5
Klibi, Walid
5
Maggioni, Francesca
5
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Tsionas, Efthymios G.
5
Josa-Fombellida, Ricardo
4
Kirkby, J. Lars
4
Pflug, Georg
4
Powell, Warren B.
4
Street, Alexandre
4
Tarim, S. Armagan
4
Wong, Hoi Ying
4
Ahmed, Shabbir
3
Barbosa-Póvoa, Ana Paula
3
Bertazzi, Luca
3
Boomsma, Trine Krogh
3
Buckley, Winston
3
Cui, Zhenyu
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Côté, Pascal
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Fleten, Stein-Erik
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Minner, Stefan
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Montreuil, Benoit
3
Nguyen, Duy
3
Ohlmann, Jeffrey W.
3
Oliveira, Fabricio
3
Post, Thierry
3
Pérez, Gloría
3
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3
Sonntag, Danja
3
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European journal of operational research : EJOR
The American economic review
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
165
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
139
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
102
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Transportation research / E : an international journal
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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
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Finance research letters
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Journal of banking & finance
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Journal of economic theory
71
Mathematical methods of operations research
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Computational Management Science : CMS
70
Omega : the international journal of management science
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Annals of finance
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Annals of operations research
64
Econometric theory
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Scandinavian actuarial journal
56
The journal of futures markets
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ECONIS (ZBW)
620
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1
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10
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620
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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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