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~isPartOf:"Journal of econometrics"
~isPartOf:"Operations research"
~language:"eng"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Stochastic process
Theorie
2,281
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668
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Todorov, Viktor
11
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Journal of econometrics
Operations research
European journal of operational research : EJOR
613
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282
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196
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Operations research letters
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139
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INFORMS journal on computing : JOC
79
International journal of financial engineering
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Finance research letters
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Omega : the international journal of management science
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Annals of finance
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ECONIS (ZBW)
382
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1
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10
of
382
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Achieving high individual service levels without safety stock? : optimal rationing policy of pooled resources
Jiang, Jiashuo
;
Wang, Shixin
;
Zhang, Jiawei
- In:
Operations research
71
(
2023
)
1
,
pp. 358-377
Persistent link: https://www.econbiz.de/10014308537
Saved in:
8
An approximate analysis of dynamic pricing, outsourcing, and scheduling policies for a multiclass make-to-stock queue in the heavy traffic regime
Ata, Barış
;
Barjesteh, Nasser
- In:
Operations research
71
(
2023
)
1
,
pp. 341-357
Persistent link: https://www.econbiz.de/10014308524
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
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