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~isPartOf:"International journal of production economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Control theory"
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Search: subject_exact:"Bernoulli-Prozess"
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Control theory
Stochastic process
447
Stochastischer Prozess
447
Option pricing theory
210
Optionspreistheorie
210
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191
Theory
191
Volatility
136
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Gharbi, Ali
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Hlioui, Rached
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Mnif, Mohamed
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Aly, Sidi Mohamed Ould
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Assid, M.
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Barger, Weston
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Francie, Kouedeu Annie
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Gharbi, A.
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Hajji, A.
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International journal of production economics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
18
European journal of operational research : EJOR
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Mathematical methods of operations research
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Risks : open access journal
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9
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Scandinavian actuarial journal
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Finance research letters
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Journal of risk and financial management : JRFM
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Quantitative finance
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Institute of Mathematical Economics Working Paper
4
International journal of financial engineering
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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OR spectrum : quantitative approaches in management
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Annals of finance
3
International journal of production research
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SFB 649 discussion paper
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Advanced mathematical methods for finance
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American journal of agricultural economics
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Bonn Econ Discussion Papers / BGSE
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CESifo Working Paper Series
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CIRJE discussion papers / F series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
21
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1
Dynamic optimal control and simulation for unreliable manufacturing systems under perishable product and shelf life variability
Gharbi, Ali
;
Kenné, Jean-Pierre
;
Kaddachi, Rawia
- In:
International journal of production economics
247
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013337659
Saved in:
2
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities
Assid, M.
;
Gharbi, A.
;
Hajji, A.
- In:
International journal of production economics
224
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012233493
Saved in:
5
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
6
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
7
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
8
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
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