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~subject:"Deutschland"
~subject:"Estimation theory"
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Search: subject_exact:"Stochastisches Modell"
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Deutschland
Estimation theory
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Stochastic process
164
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Theorie
102
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102
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68
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Ahmed, Shabbir
1
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Operations research letters
Insurance / Mathematics & economics
95
European journal of operational research : EJOR
76
Journal of econometrics
66
International journal of theoretical and applied finance
60
Finance and stochastics
47
Quantitative finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
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27
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Discussion paper / Tinbergen Institute
25
Mathematical methods of operations research
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21
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Econometric reviews
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ECONIS (ZBW)
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1
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu
;
Liu, Yanchu
;
Wang, Ruodu
- In:
Operations research letters
50
(
2022
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
Saved in:
2
Iteratively sampling scheme for stochastic optimization with variable number sample path
Hao, Shuang
;
Zhang, Dali
;
Dong, Ming
- In:
Operations research letters
50
(
2022
)
3
,
pp. 347-355
Persistent link: https://www.econbiz.de/10013364106
Saved in:
3
Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
4
Logarithmic sample bounds for Sample Average Approximation with capacity- or budget-constraints
Bugg, Caleb
;
Aswani, Anil
- In:
Operations research letters
49
(
2021
)
2
,
pp. 231-238
Persistent link: https://www.econbiz.de/10012506656
Saved in:
5
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry
;
Li, Haidong
;
Zhang, Xuhui
- In:
Operations research letters
49
(
2021
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
Saved in:
6
When can we improve on sample average approximation for stochastic optimization?
Anderson, Edward J.
;
Nguyen, Harrison
- In:
Operations research letters
48
(
2020
)
5
,
pp. 566-572
Persistent link: https://www.econbiz.de/10012303409
Saved in:
7
Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
8
Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
;
Xu, Zuo Quan
- In:
Operations research letters
44
(
2016
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
Saved in:
9
Stochastic geometric optimization with joint probabilistic constraints
Liu, Jia
;
Lisser, Abdel
;
Chen, Zhiping
- In:
Operations research letters
44
(
2016
)
5
,
pp. 687-691
Persistent link: https://www.econbiz.de/10011596645
Saved in:
10
On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Vásquez, Óscar C.
- In:
Operations research letters
42
(
2014
)
5
,
pp. 343-347
Persistent link: https://www.econbiz.de/10010404393
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