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~language:"eng"
~language:"slv"
~person:"Fabozzi, Frank J."
~person:"Tarim, S. Armagan"
~subject:"Lagerhaltungsmodell"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Lagerhaltungsmodell
Stochastic process
Theorie
101
Theory
101
Portfolio selection
78
Portfolio-Management
78
USA
40
United States
40
Stochastischer Prozess
39
Option pricing theory
35
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35
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Fabozzi, Frank J.
Tarim, S. Armagan
Minner, Stefan
48
Escudero, Laureano F.
40
Cárdenas-Barrón, Leopoldo Eduardo
38
Glock, Christoph H.
38
Taleizadeh, Ata Allah
37
Uthayakumar, R.
35
Cheng, T. C. E.
32
Giri, B. C.
32
McAleer, Michael
31
Babai, M. Zied
29
Disney, Stephen M.
29
Escobar, Marcos
29
Sana, Shib Sankar
28
Wee, Hui Ming
28
Jaber, Mohamad Y.
27
Teunter, Ruud H.
27
Gendreau, Michel
26
Siu, Tak Kuen
26
Syntetos, Aris A.
25
Carr, Peter
24
Dolgui, Alexandre
24
Kiesmüller, Gudrun
24
Phillips, Peter C. B.
24
Hainaut, Donatien
23
Wallace, Stein W.
23
Yu, Yugang
23
Boute, Robert N.
22
Houtum, Geert-Jan van
22
Sarkar, Biswajit
22
Shah, Nita H.
22
Singh, S. R.
22
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Sarker, Bhaba R.
21
Shapiro, Alexander
21
Wong, Wing Keung
21
Coelho, Leandro C.
20
Cui, Zhenyu
20
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European journal of operational research : EJOR
6
International journal of theoretical and applied finance
5
Omega : the international journal of management science
5
Computational economics
3
Annals of operations research
2
Computers & operations research : and their applications to problems of world concern ; an international journal
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Operations research letters
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ECONIS (ZBW)
44
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1
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
2
Stochastic dynamic programming heuristic for the (R,s,S) policy parameters computation
Visentin, Andrea
;
Prestwich, Steven
;
Rossi, Roberto
; …
- In:
Computers & operations research : and their …
158
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014446194
Saved in:
3
The joint stochastic lot sizing and pricing problem
Gurkan, M. Edib
;
Tunc, Huseyin
;
Tarim, S. Armagan
- In:
Omega : the international journal of management science
108
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014304705
Saved in:
4
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
5
Computing optimal (R,s,S) policy parameters by a hybrid of branch-and-bound and stochastic dynamic programming
Visentin, Andrea
;
Prestwich, Steven
;
Rossi, Roberto
; …
- In:
European journal of operational research : EJOR
294
(
2021
)
1
,
pp. 91-99
Persistent link: https://www.econbiz.de/10012591337
Saved in:
6
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
The benefit of receding horizon control : near-optimal policies for stochastic inventory control
Dural-Selcuk, Gozdem
;
Rossi, Roberto
;
Kilic, Onur A.
; …
- In:
Omega : the international journal of management science
97
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012289084
Saved in:
8
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
9
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
10
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
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