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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Article in journal"
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Wahrscheinlichkeitsrechnung
Stochastic process
129
Stochastischer Prozess
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Theorie
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Option pricing theory
46
Optionspreistheorie
46
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Volatilität
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Balseiro, Santiago R.
1
Blavatskyy, Pavlo
1
Blavatskyy, Pavlo R.
1
Brown, David B.
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Chen, Chen
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Chen, Ningyuan
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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
European journal of operational research : EJOR
29
Insurance / Mathematics & economics
25
Scandinavian actuarial journal
17
Operations research
14
Risks : open access journal
13
International journal of theoretical and applied finance
10
Mathematics of operations research
9
Operations research letters
9
Computers & operations research : and their applications to problems of world concern ; an international journal
5
Finance and stochastics
5
Journal of the Operational Research Society
5
Economics letters
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Opsearch : journal of the Operational Research Society of India
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Applied mathematical finance
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Computational Management Science : CMS
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INFORMS journal on computing : JOC
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Journal of mathematical economics
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Astin bulletin : the journal of the International Actuarial Association
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
2
Economic theory
2
Finance research letters
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IMA journal of management mathematics
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Journal of economic dynamics & control
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Omega : the international journal of management science
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Queueing systems : theory and applications ; affiliated publication of the Institute for Operations Research and the Management Sciences
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RAIRO / Operations research
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Statistics in transition : an international journal of the Polish Statistical Association
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The journal of operational risk
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Advances in mathematical economics
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Analele ştiinţifice ale Univerşităţii Alexandru Ioan Cuza din Iaşi / Ştiinţe economice
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R.
;
Brown, David B.
;
Chen, Chen
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4075-4094
Persistent link: https://www.econbiz.de/10012623908
Saved in:
2
When to use provider triage in emergency departments
Kamali, Michael F.
;
Tezcan, Tolga
;
Yildiz, Ozlem
- In:
Management science : journal of the Institute for …
65
(
2019
)
3
,
pp. 1003-1019
Persistent link: https://www.econbiz.de/10012013481
Saved in:
3
A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan
;
Kou, Steven
;
Wang, Chun
- In:
Management science : journal of the Institute for …
64
(
2018
)
2
,
pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
Saved in:
4
Aging population, retirement, and risk taking
Levy, Haim
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1415-1430
Persistent link: https://www.econbiz.de/10011487528
Saved in:
5
Comment on "A model of probabilistic choice satisfying first-order stochastic dominance" by Pavlo Blavatskyy
Loomes, Graham
;
Rodríguez-Puerta, Inmaculada
;
Pinto …
- In:
Management science : journal of the Institute for …
60
(
2014
)
5
,
pp. 1346-1350
Persistent link: https://www.econbiz.de/10010369809
Saved in:
6
Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.
;
Huang, Rachel J.
;
Shih, Pai-ta
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
Saved in:
7
A model of probabilistic choice satisfying first-order stochastic dominance
Blavatskyy, Pavlo R.
- In:
Management science : journal of the Institute for …
57
(
2011
)
3
,
pp. 542-548
Persistent link: https://www.econbiz.de/10008988415
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