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Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
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2
Mean field equilibrium : uniqueness, existence, and comparative statics
Light, Bar
;
Weintraub, Gabriel
- In:
Operations research
70
(
2022
)
1
,
pp. 585-605
Persistent link: https://www.econbiz.de/10012820674
Saved in:
3
Technical note : a stochastic assignment problem with unknown eligibility probabilities
Ross, Sheldon M.
;
Weiss, Gideon
;
Zhang, Zhengyu
- In:
Operations research
69
(
2021
)
1
,
pp. 266-272
Persistent link: https://www.econbiz.de/10012523475
Saved in:
4
Convergence of the core in assignment markets
Kanoria, Yash
;
Saban, Daniela
;
Sethuraman, Jay
- In:
Operations research
66
(
2018
)
3
,
pp. 620-636
Persistent link: https://www.econbiz.de/10011884262
Saved in:
5
Random knockout tournaments
Adler, Ilan
;
Cao, Yang
;
Karp, Richard
;
Peköz, Erol A.
; …
- In:
Operations research
65
(
2017
)
6
,
pp. 1589-1596
Persistent link: https://www.econbiz.de/10011777813
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6
Unemployment risks and optimal retirement in an incomplete market
Bensoussan, Alain
;
Jang, Bong-Gyu
;
Park, Seyoung
- In:
Operations research
64
(
2016
)
4
,
pp. 1015-1032
Persistent link: https://www.econbiz.de/10011538586
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7
Appointment capacity planning in specialty clinics : a queueing approach
Izady, Navid
- In:
Operations research
63
(
2015
)
4
,
pp. 916-930
Persistent link: https://www.econbiz.de/10011313178
Saved in:
8
A general framework for pricing Asian options under Markov processes
Cai, Ning
;
Song, Yingda
;
Kou, Steven
- In:
Operations research
63
(
2015
)
3
,
pp. 540-554
Persistent link: https://www.econbiz.de/10011292278
Saved in:
9
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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