//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: subject:"Splitting method"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Mathematical programming
9
Mathematische Optimierung
9
Option pricing theory
7
Optionspreistheorie
7
Splitting method
5
Algorithm
3
Algorithmus
3
Black-Scholes model
3
Black-Scholes-Modell
3
Operator splitting method
3
Option trading
3
Optionsgeschäft
3
Peaceman-Rachford splitting method
3
Stochastic process
3
Stochastischer Prozess
3
operator splitting method
3
Arbitrary perturbations
2
Augmented Lagrangian method
2
Convergence rate
2
Derivat
2
Derivative
2
HJB equation
2
Implicit convex optimization
2
Incomplete market
2
criterion space search algorithm
2
doubly nonnegative relaxation
2
dynamic/static hedge
2
facial reduction
2
illiquid option
2
indifference pricing
2
linear complementarity problem
2
Absorbing boundary condition
1
Alternating direction method of multipliers
1
American option pricing
1
Analysis
1
Analysis of variance
1
Anleihe
1
Arbitrary mappings
1
more ...
less ...
Online availability
All
Undetermined
22
Free
4
CC license
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Undetermined
8
Author
All
Konnov, Igor V.
3
Charkhgard, Hadi
2
Lo, C. F.
2
Wolkowicz, Henry
2
Yuan, Xiaoming
2
Allevi, Elisabetta
1
Amiri, Amirhossein
1
Arfaoui, Hassen
1
Bashiri, Mahdi
1
Bhuruth, Muddun
1
Boland, Natashia
1
Burkowski, Forbes
1
Cai, Li
1
Cai, Xingju
1
Cheng, Xiaoliang
1
Choi, Yongho
1
Coonjobeharry, Radha Krishn
1
Dang van Hieu
1
Das, A. K.
1
Deepmala
1
Desai, Jitamitra
1
Duan, Qibin
1
Dutta, A.
1
Esmaeili, Somayeh
1
Gnudi, Adriana
1
Graham, Naomi
1
Gudkov, Nikolay
1
HALPERIN, IGOR
1
Halperin, Igor
1
Han, Deren
1
He, Y. W.
1
Hu, Hao
1
Hwang, Hyeongseok
1
IKONEN, SAMULI
1
ITKIN, ANDREY
1
Ignatieva, Ekaterina
1
Im, Haesol
1
Im, Jiyoung
1
Itkin, Andrey
1
Jeong, Darae
1
more ...
less ...
Published in...
All
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
3
Computational Optimization and Applications
2
European journal of operational research : EJOR
2
INFORMS journal on computing : JOC
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
Computational Statistics
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
IIMB Management Review
1
Journal of mathematical finance
1
Mathematical Methods of Operations Research
1
Mathematical methods of operations research : ZOR
1
Mathematics and Computers in Simulation (MATCOM)
1
Mathematics of operations research
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
Opsearch : journal of the Operational Research Society of India
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
RePEc
8
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A set of linearised partially-parallel splitting methods for separable convex programs
Desai, Jitamitra
;
Wang, Kai
- In:
IIMB Management Review
37
(
2025
)
1
,
pp. 2-14
The proximal partially-parallel
splitting
method
(PPSM), originally proposed in Wang, Desai, and He (2017), is a hybrid …
Persistent link: https://www.econbiz.de/10015444191
Saved in:
2
On solving MAX-SAT using sum of squares
Sinjorgo, Lennart
;
Sotirov, Renata
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 417-433
Persistent link: https://www.econbiz.de/10014532298
Saved in:
3
A new stabled relaxation method for pricing European options under the time-fractional vasicek model
Kharrat, Mohamed
;
Arfaoui, Hassen
- In:
Computational economics
61
(
2023
)
4
,
pp. 1745-1763
Persistent link: https://www.econbiz.de/10014327133
Saved in:
4
A Peaceman-Rachford
splitting
method
for the protein side-chain positioning problem
Burkowski, Forbes
;
Im, Haesol
;
Wolkowicz, Henry
- In:
INFORMS journal on computing : JOC ; charting new …
37
(
2025
)
4
,
pp. 962-976
Persistent link: https://www.econbiz.de/10015453414
Saved in:
5
Pricing options on a mean-reverting asset by the analytical operator
splitting
method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
6
More on matrix splitting modulus-based iterative methods for solving linear complementarity problem
Kumar, Bharat
;
Deepmala
;
Dutta, A.
;
Das, A. K.
- In:
Opsearch : journal of the Operational Research Society …
60
(
2023
)
2
,
pp. 1003-1020
Persistent link: https://www.econbiz.de/10014383664
Saved in:
7
An exact criterion space search algorithm for a bi-objective blood collection problem
Esmaeili, Somayeh
;
Bashiri, Mahdi
;
Amiri, Amirhossein
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 210-232
Persistent link: https://www.econbiz.de/10014335774
Saved in:
8
A restricted dual peaceman-rachford
splitting
method
for a strengthened DNN relaxation for QAP
Graham, Naomi
;
Hu, Hao
;
Im, Jiyoung
;
Li, Xinxin
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 2125-2143
Persistent link: https://www.econbiz.de/10013362702
Saved in:
9
An efficient partial parallel method with scaling step size strategy for three-block convex optimization problems
Jiang, Yaning
;
Han, Deren
;
Cai, Xingju
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
3
,
pp. 383-419
Persistent link: https://www.econbiz.de/10013455096
Saved in:
10
Modified forward-backward
splitting
method
for variational inclusions
Dang van Hieu
;
Pham Ky Anh
;
Le Dung Muu
- In:
4OR : quarterly journal of the Belgian, French and …
19
(
2021
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10012495065
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->