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Review of derivatives research
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Survival and the ergodicity of corporate profitability
Mundt, Philipp
;
Alfarano, Simone
;
Milaković, Mishael
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3726-3734
Persistent link: https://www.econbiz.de/10013368933
Saved in:
2
Fluid approximations for revenue management under high-variance demand
Bai, Yicheng
;
El Housni, Omar
;
Jin, Billy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4016-4026
Persistent link: https://www.econbiz.de/10014338332
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3
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
4
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
5
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
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6
Learning and cross-country correlations in a multi-country DSGE model
Audzei, Volha
- In:
Economic modelling
120
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014384002
Saved in:
7
A data-driven approach to multistage stochastic linear optimization
Bertsimas, Dimitris
;
Shtern, Shimrit
;
Sturt, Bradley
- In:
Management science : journal of the Institute for …
69
(
2023
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10014288428
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8
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
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9
An asymptotically tight learning algorithm for mobile-promotion platforms
Feng, Zhichao
;
Dawande, Milind
;
Janakiraman, Ganesh
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1536-1554
Persistent link: https://www.econbiz.de/10014303887
Saved in:
10
Stochastic optimization forests
Kallus, Nathan
;
Mao, Xiaojie
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 1975-1994
Persistent link: https://www.econbiz.de/10014305369
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11
Providing data samples for free
Drakopoulos, Kimon
;
Makhdoumi, Ali
- In:
Management science : journal of the Institute for …
69
(
2023
)
6
,
pp. 3536-3560
Persistent link: https://www.econbiz.de/10014305736
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12
CMS spread options in quadratic Gaussian model
Rakhmonov, Parviz
;
Rakhmonov, Firuz
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 283-291
Persistent link: https://www.econbiz.de/10013457623
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13
Data pooling in stochastic optimization
Gupta, Vishal
;
Kallus, Nathan
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1595-1615
Persistent link: https://www.econbiz.de/10013259939
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14
Hedging the drift : learning to optimize under nonstationarity
Cheung, Wang Chi
;
Simchi-Levi, David
;
Zhu, Ruihao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1696-1713
Persistent link: https://www.econbiz.de/10013260035
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15
To fight or to give up? : dynamic contests with a deadline
Ryvkin, Dmitry
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8144-8165
Persistent link: https://www.econbiz.de/10014279970
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16
Risk guarantees for end-to-end prediction and optimization processes
Ho-Nguyen, Nam
;
Kılınç-Karzan, Fatma
- In:
Management science : journal of the Institute for …
68
(
2022
)
12
,
pp. 8680-8698
Persistent link: https://www.econbiz.de/10014282560
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17
Fast rates for contextual linear optimization
Hu, Yichun
;
Kallus, Nathan
;
Mao, Xiaojie
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4236-4245
Persistent link: https://www.econbiz.de/10013369049
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18
An analytics approach to guide randomized controlled trials in hypertension management
Bonifonte, Anthony
;
Ayer, Turgay
;
Haaland, Benjamin
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6634-6647
Persistent link: https://www.econbiz.de/10013373087
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19
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
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20
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
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21
Convergence in OPEC carbon dioxide emissions : evidence from new panel stationarity tests with factors and breaks
Nazlıoğlu, Şaban
;
Payne, James E.
;
Lee, Junsoo
; …
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795916
Saved in:
22
A test score-based approach to stochastic submodular optimization
Sekar, Shreyas
;
Vojnovic, Milan
;
Yun, Se-Young
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1075-1092
Persistent link: https://www.econbiz.de/10012505366
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23
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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24
The Bayesian prophet : a low-regret framework for online decision making
Vera, Alberto
;
Banerjee, Siddhartha
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1368-1391
Persistent link: https://www.econbiz.de/10012505985
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25
Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
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26
The value of power-related options under spectrally negative Lévy processes
Aguilar, Jean-Philippe
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10012549113
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27
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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28
Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R.
;
Brown, David B.
;
Chen, Chen
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4075-4094
Persistent link: https://www.econbiz.de/10012623908
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29
Estimating the critical parameter in almost stochastic dominance from insurance deductibles
Huang, Yi-Chieh
;
Kan, Kamhon
;
Tzeng, Larry Y.
;
Wang, Kili C.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4742-4755
Persistent link: https://www.econbiz.de/10012625013
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30
Experimenting in equilibrium
Wagner, Stefan
;
Xu, Kuang
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6694-6715
Persistent link: https://www.econbiz.de/10012703701
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31
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
32
Solving dynamic stochastic models with multiple occasionally binding constraints
Guerra Vallejos, Ernesto
;
Bobenrieth Hochfarber, Eugenio
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367160
Saved in:
33
Multimodularity in the stochastic appointment scheduling problem with discrete arrival epochs
Zacharias, Christos
;
Yunes, Tallys
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 744-763
Persistent link: https://www.econbiz.de/10012213229
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34
From predictive to prescriptive analytics
Bertsimas, Dimitris
;
Kallus, Nathan
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1025-1044
Persistent link: https://www.econbiz.de/10012234533
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35
Integrating dynamic pricing with inventory decisions under lost sales
Feng, Qi
;
Luo, Sirong
;
Shanthikumar, J. George
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 2232-2247
Persistent link: https://www.econbiz.de/10012234790
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36
Towards a Δ-Gamma Sato multivariate model
Boen, Lynn
;
Guillaume, Florence
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012229781
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37
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
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38
Robust stochastic optimization made easy with RSOME
Chen, Zhi
;
Sim, Melvyn
;
Xiong, Peng
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3329-3339
Persistent link: https://www.econbiz.de/10012289134
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39
Constrained load-balancing policies for parallel single-server queue systems
Do, Hung
;
Shunko, Masha
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3501-3527
Persistent link: https://www.econbiz.de/10012289158
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40
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
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41
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
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42
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
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43
Fractional degree stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
10
,
pp. 4630-4647
Persistent link: https://www.econbiz.de/10012305271
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44
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
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45
Dynamic multisourcing with dependent supplies
Feng, Qi
;
Jia, Justin
;
Shanthikumar, J. George
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2770-2786
Persistent link: https://www.econbiz.de/10012039846
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46
Dynamic credit-collections optimization
Chehrazi, Naveed
;
Glynn, Peter W.
;
Weber, Thomas A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2737-2769
Persistent link: https://www.econbiz.de/10012039876
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47
Optimal product design by sequential experiments in high dimensions
Joo, Mingyu
;
Thompson, Michael L.
;
Allenby, Greg M.
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3235-3254
Persistent link: https://www.econbiz.de/10012039987
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48
"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
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49
Vulnerability analysis of the financial network
Khabazian, Aein
;
Peng, Jiming
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3302-3321
Persistent link: https://www.econbiz.de/10012039993
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When to use provider triage in emergency departments
Kamali, Michael F.
;
Tezcan, Tolga
;
Yildiz, Ozlem
- In:
Management science : journal of the Institute for …
65
(
2019
)
3
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pp. 1003-1019
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