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~person:"Elliott, Robert J."
~person:"Wallace, Stein W."
~subject:"Stochastic process"
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Search: subject:"Stochastisches Modell "
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Stochastic process
Stochastischer Prozess
56
Theorie
29
Theory
29
Option pricing theory
20
Optionspreistheorie
20
Markov chain
17
Markov-Kette
17
Mathematical programming
11
Mathematische Optimierung
11
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8
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stochastic programming
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Elliott, Robert J.
Wallace, Stein W.
McAleer, Michael
93
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
54
Platen, Eckhard
51
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Asai, Manabu
39
Yu, Jun
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Chan, Joshua
36
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Hainaut, Donatien
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Gendreau, Michel
28
Račev, Svetlozar T.
28
Siu, Tak Kuen
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Grasselli, Martino
24
Kleijnen, Jack P. C.
24
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Annals of finance
4
INFORMS journal on computing : JOC
4
Computational Management Science : CMS
3
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
3
Annals of operations research
2
Applied mathematical finance
2
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SpringerLink / Bücher
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2
Advances in statistics, probability and actuarial science
1
Asia-Pacific financial markets
1
CIRRELT
1
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion paper / Department of Business and Management Science
1
EURO journal on transportation and logistics
1
Finance and stochastics
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of banking & finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
NHH Dept. of Business and Management Science Discussion Paper
1
OR spectrum : quantitative approaches in management
1
Omega : the international journal of management science
1
Operations research letters
1
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
1
Quantitative finance
1
The journal of derivatives : JOD
1
Transportation research / E : an international journal
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ECONIS (ZBW)
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1
On the safe side of stochastic programming : bounds and approximations
Narum, Benjamin S.
;
Maggioni, Francesca
;
Wallace, Stein W.
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3201-3237
Persistent link: https://www.econbiz.de/10014327995
Saved in:
2
The two-echelon multicommodity location-routing problem with stochastic and correlated demands
Escobar-Vargas, David
;
Crainic, Teodor Gabriel
;
Rei, Walter
-
2023
Persistent link: https://www.econbiz.de/10014433266
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
5
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning
;
Zhu, Song-Ping
;
Elliott, Robert J.
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Saved in:
6
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
7
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
8
On scenario construction for stochastic shortest path problems in real road networks
Zhang, Dongqing
;
Wallace, Stein W.
;
Guo, Zhaoxia
;
Dong, …
- In:
Transportation research / E : an international journal
152
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012648764
Saved in:
9
Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
Jiang, Xiaoping
;
Bai, Ruibin
;
Wallace, Stein W.
; …
- In:
Computers & operations research : and their …
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012439869
Saved in:
10
Stochastic programs with binary distributions : structural properties of scenario trees and algorithms
Prochazka, Vit
;
Wallace, Stein W.
-
2017
Persistent link: https://www.econbiz.de/10011752681
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