//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gendreau, Michel"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
159
Theory
159
Portfolio selection
77
Portfolio-Management
77
Tourenplanung
64
Vehicle routing problem
64
Mathematical programming
49
Mathematische Optimierung
49
Stochastic process
49
USA
46
United States
46
Heuristics
36
Heuristik
36
Option pricing theory
35
Optionspreistheorie
35
Scheduling problem
28
Scheduling-Verfahren
28
CAPM
27
Volatility
27
Volatilität
27
Capital income
24
Kapitaleinkommen
24
Statistical distribution
21
Statistische Verteilung
21
Estimation
20
Schätzung
20
Credit risk
18
Derivat
18
Derivative
18
Kreditrisiko
18
Risikoprämie
18
Risk management
18
Risk premium
18
Risikomanagement
17
Risikomaß
17
Risk measure
17
Welt
16
World
16
Forecasting model
15
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
49
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
2
Book section
2
Handbook
2
Handbuch
2
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
Gendreau, Michel
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Siu, Tak Kuen
25
Carr, Peter
24
Phillips, Peter C. B.
24
Hainaut, Donatien
23
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Madan, Dilip B.
20
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Wong, Hoi Ying
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Yu, Jun
18
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Grasselli, Martino
13
Kim, Young Shin
13
Leung, Tim
13
Levendorskij, Sergej Z.
13
more ...
less ...
Published in...
All
European journal of operational research : EJOR
7
International journal of theoretical and applied finance
5
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
5
Computational Management Science : CMS
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
EURO journal on transportation and logistics
2
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of economic dynamics & control
1
Journal of risk
1
Mathematics of operations research
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of trading
1
Transportation research / E : an international journal
1
Transportation science
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recent advances in vehicle routing with stochastic demands : Bayesian learning for correlated demands and elementary branch-price-and-cut
Florio, Alexandre M.
;
Gendreau, Michel
;
Hartl, Richard F.
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10014279708
Saved in:
2
Dynamic reverse supply chain network design under uncertainty : mathematical modeling and solution algorithm
Jeihoonian, Mohammad
;
Zanjani, Masoumeh Kazemi
; …
- In:
International transactions in operational research : a …
29
(
2022
)
5
,
pp. 3161-3189
Persistent link: https://www.econbiz.de/10013185325
Saved in:
3
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:
4
Vehicle routing with stochastic supply of crowd vehicles and time windows
Torres, Fabian
;
Gendreau, Michel
;
Rei, Walter
- In:
Transportation science
56
(
2022
)
3
,
pp. 631-653
Persistent link: https://www.econbiz.de/10013365570
Saved in:
5
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:
6
On the scenario-tree optimal-value error for stochastic programming problems
Keutchayan, Julien
;
Munger, David
;
Gendreau, Michel
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1572-1595
Persistent link: https://www.econbiz.de/10012320344
Saved in:
7
The vehicle routing problem with stochastic two-dimensional items
Côté, Jean-François
;
Gendreau, Michel
;
Potvin, Jean-Yves
- In:
Transportation science : a journal of the Institute for …
54
(
2020
)
2
,
pp. 453-469
Persistent link: https://www.econbiz.de/10012250062
Saved in:
8
A capacitated lot sizing problem with stochastic setup times and overtime
Taş, Duygu
;
Gendreau, Michel
;
Jabali, Ola
;
Jans, Raf
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 146-159
Persistent link: https://www.econbiz.de/10011979475
Saved in:
9
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:
10
An exact algorithm to solve the vehicle routing problem with stochastic demands under an optimal restocking policy
Salavati-Khoshghalb, Majid
;
Gendreau, Michel
;
Jabali, Ola
; …
- In:
European journal of operational research : EJOR
273
(
2019
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10011979484
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->