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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Operations research"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stochastic process"
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Stochastic process
489
Stochastischer Prozess
489
Theorie
230
Theory
230
Option pricing theory
217
Optionspreistheorie
217
Volatility
137
Volatilität
137
Mathematical programming
91
Mathematische Optimierung
91
Derivat
61
Derivative
61
Portfolio selection
58
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58
Markov chain
33
Markov-Kette
33
Option trading
33
Optionsgeschäft
33
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31
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28
Dynamic programming
27
Dynamische Optimierung
27
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26
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26
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25
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25
stochastic volatility
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Black-Scholes model
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Control theory
23
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22
stochastic control
22
option pricing
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2
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Article
489
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Aufsatz in Zeitschrift
Article in journal
489
Conference paper
8
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8
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2
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2
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English
489
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Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Fabozzi, Frank J.
5
Liu, Rui Hua
5
Macrina, Andrea
5
Takahashi, Akihiko
5
Benth, Fred Espen
4
Hess, Markus
4
Oosterlee, Cornelis W.
4
Antonelli, Fabio
3
Biagini, Francesca
3
Bojarčenko, Svetlana I.
3
Brown, David B.
3
Capriotti, Luca
3
Cartea, Álvaro
3
Chiarella, Carl
3
Forde, Martin
3
Goyal, Vineet
3
Grorud, Axel
3
Hughston, Lane P.
3
Jaimungal, Sebastian
3
Leung, Tim
3
Mijatovi´c, Aleksandar
3
Nelson, Barry L.
3
Račev, Svetlozar T.
3
Schmidt, Thorsten
3
Semeraro, Patrizia
3
Shapiro, Alexander
3
Sim, Melvyn
3
Stoyanov, Stoyan V.
3
Vives, Josep
3
Wiesemann, Wolfram
3
Xu, Huan
3
Ye, Yinyu
3
Abergel, Frédéric
2
Ahlip, Rehez
2
Albanese, Claudio
2
Aly, Sidi Mohamed Ould
2
Alòs, Elisa
2
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International journal of theoretical and applied finance
Operations research
European journal of operational research : EJOR
613
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 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
80
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
Finance research letters
74
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Omega : the international journal of management science
69
Annals of finance
68
Annals of operations research
64
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
53
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ECONIS (ZBW)
489
Showing
1
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10
of
489
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1
Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum
;
Papavasiliou, Anthony
- In:
Operations research
71
(
2023
)
6
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
Saved in:
2
Asymptotically optimal control of a centralized dynamic matching market with general utilities
Blanchet, Jose H.
;
Reiman, Martin I.
;
Shah, Virag
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3355-3370
Persistent link: https://www.econbiz.de/10014307826
Saved in:
3
A planner-trader decomposition for multimarket hydro scheduling
Schindler, Kilian
;
Rujeerapaiboon, Napat
;
Kuhn, Daniel
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 185-202
Persistent link: https://www.econbiz.de/10014505059
Saved in:
4
Dynamic interday and intraday scheduling
Zacharias, Christos
;
Liu, Nan
;
Begen, Mehmet A.
- In:
Operations research
72
(
2024
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10014505127
Saved in:
5
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
6
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
7
Lagrangian dual decision rules for multistage stochastic mixed-integer programming
Daryalal, Maryam
;
Bodur, Merve
;
Luedtke, James R.
- In:
Operations research
72
(
2024
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10014520886
Saved in:
8
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
9
Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Bertsimas, Dimitris
;
Mundru, Nishanth
- In:
Operations research
71
(
2023
)
4
,
pp. 1343-1361
Persistent link: https://www.econbiz.de/10014338202
Saved in:
10
Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling
Hamidi, Nima
;
Bayati, Mohsen
- In:
Operations research
71
(
2023
)
4
,
pp. 1434-1439
Persistent link: https://www.econbiz.de/10014338245
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