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Mathematical methods of operations research
European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
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Computers & operations research : and their applications to problems of world concern ; an international journal
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158
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153
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140
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119
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108
The journal of computational finance
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC
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Journal of banking & finance
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ECONIS (ZBW)
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1
Generalized gap acceptance models for unsignalized intersections
Abhishek
;
Boon, Marko A. A.
;
Mandjes, Michel
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 385-409
Persistent link: https://www.econbiz.de/10012035491
Saved in:
2
Optimal control of electricity input given an uncertain demand
Göttlich, Simone
;
Korn, Ralf
;
Lux, Kerstin
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
Saved in:
3
An optimal stopping approach for the end-of-life inventory problem
Frenk, Johannes G.
;
Javadi, Sonya
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 329-363
Persistent link: https://www.econbiz.de/10012153864
Saved in:
4
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
Saved in:
5
Algorithms for non-linear and stochastic resource constrained shortest path
Parmentier, Axel
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 281-317
Persistent link: https://www.econbiz.de/10012010371
Saved in:
6
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
7
Management of a hydropower system via convex duality
Dahl, Kristina Rognlien
- In:
Mathematical methods of operations research
89
(
2019
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
Saved in:
8
Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
Hooshmand, F.
;
MirHassani, S.A.
- In:
Mathematical methods of operations research
87
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011873712
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9
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
10
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
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11
A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
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12
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
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13
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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14
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
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15
An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
16
A mathematical model for personalized advertisement in virtual reality environments
Kilic, Kemal
;
Saygi, Menekse G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10011714435
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17
Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Huang, Ya
;
Xiangqun, Yang
;
Zhou, Jieming
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 305-326
Persistent link: https://www.econbiz.de/10011714438
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18
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
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19
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
Saved in:
20
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
21
Timing in the presence of directional predictability : optimal stopping of skew Brownian motion
Alvarez, Luis H. R.
;
Salminen, Paavo
- In:
Mathematical methods of operations research
86
(
2017
)
2
,
pp. 377-400
Persistent link: https://www.econbiz.de/10011780987
Saved in:
22
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
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23
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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24
Regular finite fuel stochastic control problems with exit time
Rochlin, Dmitri B.
;
Mironenko, Georgii
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10011673445
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25
SAA method based on modified Newton method for stochastic variational inequality with second-oder cone constraints and application in portfolio optimization
Chen, Shuang
;
Pang, Li-Ping
;
Ma, Xue-Fei
;
Li, Dan
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011673458
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26
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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27
Utility maximization in an illiquid market in continuous time
Soner, Halil Mete
;
Vukelja, Mirjana
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 285-321
Persistent link: https://www.econbiz.de/10011673528
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28
On the quantification of nomination feasibility in stationary gas networks with random load
Gotzes, Claudia
;
Heitsch, Holger
;
Henrion, René
; …
- In:
Mathematical methods of operations research
84
(
2016
)
2
,
pp. 427-457
Persistent link: https://www.econbiz.de/10011673543
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29
Approximations of time-dependent unreliable flow lines with finite buffers
Göttlich, Simone
;
Kühn, Sebastian
;
Schwarz, J. A.
; …
- In:
Mathematical methods of operations research
83
(
2016
)
3
,
pp. 295-323
Persistent link: https://www.econbiz.de/10011673667
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30
Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
Lu, Fang
;
Li, Shengjie
;
Yang, Jing
- In:
Mathematical methods of operations research
82
(
2015
)
2
,
pp. 229-242
Persistent link: https://www.econbiz.de/10011374621
Saved in:
31
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang
;
Li, Chun
;
Li, Ziqiang
;
Xiangqun, Yang
; …
- In:
Mathematical methods of operations research
82
(
2015
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
Saved in:
32
On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematical methods of operations research
81
(
2015
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10010526380
Saved in:
33
Extensions of the sequential stochastic assignment problem
Khatibi, Arash
;
Baharian, Golshid
;
Behzad, Banafsheh
; …
- In:
Mathematical methods of operations research
82
(
2015
)
3
,
pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
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34
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
Saved in:
35
On the single-leg airline revenue management problem in continuous time
Arslan, A. Muzaffer
;
Frenk, Johannes G.
;
Sezer, Semih O.
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010488935
Saved in:
36
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
Ackooij, Wim van
- In:
Mathematical methods of operations research
80
(
2014
)
3
,
pp. 227-253
Persistent link: https://www.econbiz.de/10010442262
Saved in:
37
Irreversible investments with delayed reaction : an application to generation re-dispatch in power system operation
Perninge, Magnus
;
Söder, Lennart
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10010347955
Saved in:
38
Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve Kastberg
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
Saved in:
39
The stochastic guaranteed service model with recourse for multi-echelon warehouse management
Rambau, Jörg
;
Schade, Konrad
- In:
Mathematical methods of operations research
79
(
2014
)
3
,
pp. 293-326
Persistent link: https://www.econbiz.de/10010371421
Saved in:
40
A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Iseger, Peter den
;
Gruntjes, Paul
;
Mandjes, Michel
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10009774853
Saved in:
41
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
De Maere d'Aertrycke, Gauthier
;
Shapiro, Alexander
; …
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10009774882
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42
The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains
Lücking, Daniel
;
Stadje, Wolfgang
- In:
Mathematical methods of operations research
77
(
2013
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10009766707
Saved in:
43
Power utility maximization in exponential Lévy models : convergence of discrete-time to continuous-time maximizers
Temme, Johannes P.
- In:
Mathematical methods of operations research
76
(
2012
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009571220
Saved in:
44
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
45
Quantitative stability of mixed-integer two-stage quadratic stochastic programs
Chen, Zhiping
;
Han, Youpan
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 149-163
Persistent link: https://www.econbiz.de/10009533448
Saved in:
46
Reflecting Brownian motion in three dimensions : a new proof of sufficient conditions for positive recurrence
Dai, J. G.
;
Harrison, J. Michael
- In:
Mathematical methods of operations research
75
(
2012
)
2
,
pp. 135-147
Persistent link: https://www.econbiz.de/10009533452
Saved in:
47
Subexpotential loss rate asymptotics for Lévy processes
Andersen, Lars Nørvang
- In:
Mathematical methods of operations research
73
(
2011
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10008933597
Saved in:
48
Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping
;
Zhang, Feng
;
Li Yang
- In:
Mathematical methods of operations research
74
(
2011
)
3
,
pp. 445-465
Persistent link: https://www.econbiz.de/10009405059
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49
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
Saved in:
50
Optimal stochastic scheduling in a single server biclass retrial queueing system
Weichbold, Josef
;
Winkler, Anastasia
- In:
Mathematical methods of operations research
72
(
2010
)
3
,
pp. 405-431
Persistent link: https://www.econbiz.de/10008748336
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