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Year of publication
Subject
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Theorie 64 Theory 62 approximations 54 Stochastic process 52 Stochastischer Prozess 52 Mathematical programming 35 Mathematische Optimierung 35 Estimation theory 32 Queueing theory 32 Schätztheorie 32 Warteschlangentheorie 32 Approximations 21 Markov chain 18 Markov-Kette 17 Volatility 14 Volatilität 14 queues 14 Option pricing theory 13 Algorithm 12 Algorithmus 12 Optionspreistheorie 12 Scheduling problem 12 Scheduling-Verfahren 12 inventory/production 12 Probability theory 11 Wahrscheinlichkeitsrechnung 11 simulation 11 stochastic models 11 Heuristics 10 Inventory model 10 Lagerhaltungsmodell 10 Dynamic programming 9 Dynamische Optimierung 9 Simulation 9 asymptotic approximations 9 diffusion approximations 9 queues: approximations 9 Bayesian inference 8 Gesundheitsversorgung 8 Health care 8
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Online availability
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Undetermined 275 Free 118 CC license 6
Type of publication
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Article 323 Book / Working Paper 113 Other 2
Type of publication (narrower categories)
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Article in journal 135 Aufsatz in Zeitschrift 135 Working Paper 40 Arbeitspapier 21 Graue Literatur 20 Non-commercial literature 20 Article 7 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 1
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Language
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Undetermined 223 English 213 French 1 Lithuanian 1
Author
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Whitt, Ward 11 Liu, Shuangzhe 8 Polasek, Wolfgang 8 Tristani, Oreste 7 Arvanitis, Stelios 6 Ma, Tiefeng 5 Amisano, Gianni 4 Aspect, Leopold 4 Demos, Antonis 4 Dēmos, Antōnēs A. 4 Ewerhart, Christian 4 Haan, Wouter J. Den 4 Hull, Isaiah 4 Kahl, Christian 4 Laurini, Márcio Poletti 4 Lord, Roger 4 Romeijnders, Ward 4 Bitran, Gabriel R. 3 Blanchet, Jose 3 Cavazos-Cadena, Rolando 3 Chesher, Andrew 3 Daraio, Cinzia 3 Fella, Giulio 3 Fernández-Val, Iván 3 Freeman, Hugo 3 Gallipoli, Giovanni 3 Green, Linda V. 3 Heragu, Sunderesh S. 3 Judd, Kenneth L. 3 King, Robert G. 3 Kolesar, Peter J. 3 Kopecky, Karen A. 3 Krishnamurthy, Ananth 3 Laurini, Márcio 3 Lie, Denny 3 Magnus, Jan R. 3 Malmborg, Charles J. 3 Mehrabani, Ali 3 Pan, Jutong 3 Pender, Jamol 3
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Institution
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 4 Finance Discipline Group, Business School 4 Rimini Centre for Economic Analysis (RCEA) 4 C.E.P.R. Discussion Papers 3 EconWPA 3 IBMEC Business School - Rio de Janeiro 3 Université Paris-Dauphine (Paris IX) 3 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 European Central Bank 2 Université Paris-Dauphine 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Økonomisk Institut, Københavns Universitet 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro de Estudios Andaluces, Government of Andalusia 1 Cowles Foundation for Research in Economics, Yale University 1 Crawford School of Public Policy, Australian National University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Management School 1 Department of Economics, University of California-Riverside 1 Department of Management Science, Management School 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Département d'économique, Faculté d'administration 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Economic and Social Research Institute (ESRI) 1 Economics Department, Queen's University 1 Facoltà di Economia, Università degli Studi dell'Insubria 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Federal Reserve Bank of Atlanta 1 Granger Centre for Time Series Econometrics, School of Economics 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Institut d'Economie et Econométrie, Université de Genève 1 Instituto Universitario de Estudios e Desenvolvemento de Galicia (IDEGA), Universidade de Santiago de Compostela 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Laboratoire d'Économie de Dijon (LEDI), Université de Bourgogne 1 NET Institute 1 School of Economics and Management, University of Aarhus 1 School of Economics, Faculty of Arts and Social Sciences 1
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Published in...
All
Management Science 63 Operations research 16 Management science : journal of the Institute for Operations Research and the Management Sciences 15 Mathematics of operations research 13 Computational Optimization and Applications 8 Mathematics and Computers in Simulation (MATCOM) 8 Annals of the Institute of Statistical Mathematics 7 Manufacturing & Service Operations Management 7 Statistics & Probability Letters 7 Physica A: Statistical Mechanics and its Applications 6 INFORMS journal on computing : JOC 5 Journal of Economic Dynamics and Control 5 Operations research letters 5 Stochastic Processes and their Applications 5 Working Paper 5 DEOS Working Papers 4 European journal of operational research : EJOR 4 International journal of theoretical and applied finance 4 Journal of time series econometrics 4 Psychometrika 4 Research Paper Series / Finance Discipline Group, Business School 4 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 4 CEPR Discussion Papers 3 Computational Statistics 3 Econometrics : open access journal 3 European Journal of Industrial Engineering 3 IBMEC RJ Economics Discussion Papers 3 International Journal of Theoretical and Applied Finance (IJTAF) 3 Journal of Global Optimization 3 Journal of Multivariate Analysis 3 Journal of econometrics 3 Quantitative finance 3 The European Physical Journal B - Condensed Matter and Complex Systems 3 cemmap working paper 3 Applied mathematical finance 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Cahiers de recherche 2 CoPS working paper 2 Discussion Papers / Økonomisk Institut, Københavns Universitet 2 Discussion paper / Tinbergen Institute 2
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Source
All
RePEc 244 ECONIS (ZBW) 160 EconStor 26 BASE 6 Other ZBW resources 2
Showing 1 - 10 of 438
Did you mean: subject:"approximation" (23,263 results)
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Approximations and inference for envelopment estimators of production frontiers
Daraio, Cinzia; Simar, Léopold - In: Journal of productivity analysis : an official journal … 62 (2024) 2, pp. 197-215
Persistent link: https://www.econbiz.de/10015123161
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Multi-agent natural actor-critic reinforcement learning algorithms
Trivedi, Prashant; Hemachandra, Nandyala - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 25-55
Persistent link: https://www.econbiz.de/10014225774
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Interest rate sensitivity of callable bonds and higher-order approximations
Dow, Scott S.; Orfanos, Stefanos C. - In: Risks : open access journal 13 (2025) 4, pp. 1-24
Certain fixed-income securities, such as callable bonds and mortgage-backed securities subject to prepayment, typically exhibit negative convexity at low yields and cannot be adequately immunized through duration and convexity-matching alone. To address this residual risk, we examine the...
Persistent link: https://www.econbiz.de/10015408396
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It's all in the mix : technology choice between driverless and human-driven vehicles in sharing systems
Martin, Layla; Minner, Stefan; Pavone, Marco; Schiffer, … - In: European journal of operational research : EJOR 324 (2025) 3, pp. 969-980
Persistent link: https://www.econbiz.de/10015433186
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Finite approximations of the Sion-Wolfe game
Aspect, Leopold; Ewerhart, Christian - 2025
analyze finite-grid approximations of the Sion-Wolfe game. We find that, as the number of grid points tends to infinity and … the payoff function approaches that of the infinite game, the limiting value of finite approximations may lie within, on …-person zero-sum games, when using finite approximations for the analysis of infinite games. …
Persistent link: https://www.econbiz.de/10015433505
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Finite approximations of the Sion-Wolfe game
Aspect, Leopold; Ewerhart, Christian - 2025 - Revised version, May 2025
analyze finite-grid approximations of the Sion-Wolfe game. We find that, as the number of grid points tends to infinity and … the payoff function approaches that of the infinite game, the limiting value of finite approximations may lie within, on …-person zero-sum games, when using finite approximations for the analysis of infinite games. …
Persistent link: https://www.econbiz.de/10015403489
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Approximations and inference for nonparametric production frontiers
Daraio, Cinzia; Simar, Léopold - 2022
drawbacks and provide approximations of these coefficients of economic interest by "smoothing" the popular nonparametric … both the full and the partial (robust) frontiers. We consider parametric but also flexible approximations based on local …
Persistent link: https://www.econbiz.de/10013432930
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Approximations and inference for nonparametric production frontiers
Daraio, Cinzia; Simar, Léopold - 2022
drawbacks and provide approximations of these coefficients of economic interest by "smoothing" the popular nonparametric … both the full and the partial (robust) frontiers. We consider parametric but also flexible approximations based on local …
Persistent link: https://www.econbiz.de/10013193298
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Efficient option pricing in the rough Heston model using weak simulation schemes
Bayer, Christian - In: Quantitative finance 24 (2024) 9, pp. 1247-1261
Persistent link: https://www.econbiz.de/10015196883
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Stein-like shrinkage estimators for coefficients of a single-equation in simultaneous equation systems
Mehrabani, Ali - 2024
Persistent link: https://www.econbiz.de/10015386651
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