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~isPartOf:"International journal of financial engineering"
~isPartOf:"Transportation research / E : an international journal"
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Stochastic process
160
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Theorie
71
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55
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55
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41
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Diabat, Ali
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International journal of financial engineering
Transportation research / E : an international journal
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
164
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161
Journal of economic dynamics & control
142
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127
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International journal of production economics
125
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122
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115
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106
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96
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90
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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84
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INFORMS journal on computing : JOC
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77
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Omega : the international journal of management science
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Journal of banking & finance
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Journal of economic theory
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ECONIS (ZBW)
160
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1
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10
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160
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1
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
2
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
3
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
4
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
5
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
6
Analytical and numerical solutions for a special nonlinear equation
Fard, Hossein Sahebi
;
Dastranj, Elham
;
Hejazi, Reza
; …
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014521393
Saved in:
7
Stochastic ridesharing equilibrium problem with compensation optimization
Li, Tongfei
;
Xu, Min
;
Sun, Huijun
;
Xiong, Jie
;
Dou, Xueping
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014284809
Saved in:
8
A two-stage stochastic collaborative intertwined supply network design problem under multiple disruptions
Ghanei, Shima
;
Contreras, Ivan
;
Cordeau, Jean-François
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014284818
Saved in:
9
Two-stage distributionally robust optimization for disaster relief logistics under option contract and demand ambiguity
Wang, Duo
;
Yang, Kai
;
Yang, Lixing
;
Dong, Jianjun
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014284915
Saved in:
10
A two-stage stochastic programming for AGV scheduling with random tasks and battery swapping in automated container terminals
Li, Linman
;
Li, Yuqing
;
Liu, Ran
;
Zhou, Yaoming
;
Pan, Ershun
- In:
Transportation research / E : an international journal
174
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014338094
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