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Review of derivatives research
Management science : journal of the Institute for Operations Research and the Management Sciences
Transportation research / E : an international journal
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623
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215
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1
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
A two-stage stochastic programming for AGV scheduling with random tasks and battery swapping in automated container terminals
Li, Linman
;
Li, Yuqing
;
Liu, Ran
;
Zhou, Yaoming
;
Pan, Ershun
- In:
Transportation research / E : an international journal
174
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014338094
Saved in:
3
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
Saved in:
4
Tactical planning for dynamic technician routing and scheduling problems
Nielsen, Clara Chini
;
Pisinger, David
- In:
Transportation research / E : an international journal
177
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014419328
Saved in:
5
Vessel weather routing subject to sulfur emission regulation
Lee, Sang-Jeong
;
Sun, Qinghe
;
Meng, Qiang
- In:
Transportation research / E : an international journal
177
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014419344
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6
A stochastic formulation of the two-echelon vehicle routing and loading bay reservation problem
Zhang, Lele
;
Ding, Pengyuan
;
Thompson, Russell G.
- In:
Transportation research / E : an international journal
177
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014419361
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7
A two-stage chance constrained stochastic programming model for emergency supply distribution considering dynamic uncertainty
Meng, Lingpeng
;
Wang, Xudong
;
He, Junliang
;
Han, Chuanfeng
- In:
Transportation research / E : an international journal
179
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014487482
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8
Stochastic ridesharing equilibrium problem with compensation optimization
Li, Tongfei
;
Xu, Min
;
Sun, Huijun
;
Xiong, Jie
;
Dou, Xueping
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014284809
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9
A two-stage stochastic collaborative intertwined supply network design problem under multiple disruptions
Ghanei, Shima
;
Contreras, Ivan
;
Cordeau, Jean-François
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014284818
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10
Two-stage distributionally robust optimization for disaster relief logistics under option contract and demand ambiguity
Wang, Duo
;
Yang, Kai
;
Yang, Lixing
;
Dong, Jianjun
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014284915
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11
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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12
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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13
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:
14
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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15
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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16
One-way carsharing service design under demand uncertainty : a service reliability-based two-stage stochastic program approach
Huang, Wei
;
Huang, Wentao
;
Jian, Sisi
- In:
Transportation research / E : an international journal
159
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013173585
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17
The supply chain of blood products in the wake of the COVID-19 pandemic : appointment scheduling and other restrictions
Kenan, Nabil
;
Diabat, Ali
- In:
Transportation research / E : an international journal
159
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013173793
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18
Does bonus motivate streamers to perform better? : an analysis of compensation mechanisms for live streaming platforms
Yang, Xiaolin
;
Gou, Qinglong
;
Wang, Xin
;
Zhang, Juzhi
- In:
Transportation research / E : an international journal
164
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366678
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19
A two-stage stochastic programming model for seaport berth and channel planning with uncertainties in ship arrival and handling times
Liu, Baoli
;
Li, Zhi-chun
;
Wang, Yadong
- In:
Transportation research / E : an international journal
167
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013461720
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20
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
Saved in:
21
Data envelopment analysis and stochastic equilibrium analysis for market power investigation in a bi-level market
Tseng, Chin-Yi
;
Lee, Chia-Yen
;
Wang, Qunwei
;
Wu, Changsong
- In:
Transportation research / E : an international journal
161
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013275817
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22
A computational approach for real-time stochastic recovery of electric power networks during a disaster
Inanlouganji, Alireza
;
Pedrielli, Giulia
;
Reddy, T. Agami
; …
- In:
Transportation research / E : an international journal
163
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013276042
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23
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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24
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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25
Stochastic fleet mix optimization : evaluating electromobility in urban logistics
Malladi, Satya S.
;
Christensen, Jonas M.
;
Ramírez, David
; …
- In:
Transportation research / E : an international journal
158
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013194704
Saved in:
26
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
Saved in:
27
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
Saved in:
28
EMS location-allocation problem under uncertainties
Wang, Wei
;
Wang, Shuaian
;
Zhen, Lu
;
Qu, Xiaobo
- In:
Transportation research / E : an international journal
168
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013535802
Saved in:
29
Scheduling zonal-based flexible bus service under dynamic stochastic demand and time-dependent travel time
Lee, Enoch
;
Cen, Xuekai
;
Lo, Hong Kam
- In:
Transportation research / E : an international journal
168
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013535803
Saved in:
30
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
Saved in:
31
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
Saved in:
32
Resilient NdFeB magnet recycling under the impacts of COVID-19 pandemic : stochastic programming and Benders decomposition
Cheramin, Meysam
;
Saha, Apurba Kumar
;
Cheng, Jianqiang
; …
- In:
Transportation research / E : an international journal
155
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012695490
Saved in:
33
Decision support for wildfire asset protection : a two-stage stochastic programming approach
Roozbeh, Iman
;
Hearne, John
;
Abbasi, Babak
;
Ozlen, Melih
- In:
Transportation research / E : an international journal
155
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012695498
Saved in:
34
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
Saved in:
35
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
Saved in:
36
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
Saved in:
37
Two-stage distributionally robust programming based on worst-case mean-CVaR criterion and application to disaster relief management
Wang, Weiqiao
;
Yang, Kai
;
Yang, Lixing
;
Gao, Ziyou
- In:
Transportation research / E : an international journal
149
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012520942
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38
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
Saved in:
39
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
Saved in:
40
The optimal recovery-fund based strategy for uncertain supply chain disruptions : a risk-averse two-stage stochastic programming approach
Zhu, Xiaoyan
;
Cao, Yunzhi
- In:
Transportation research / E : an international journal
152
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012648725
Saved in:
41
Zonal-based flexible bus service under elastic stochastic demand
Lee, Enoch
;
Cen, Xuekai
;
Lo, Hong Kam
- In:
Transportation research / E : an international journal
152
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012648749
Saved in:
42
Global synchromodal transport with dynamic and stochastic shipment matching
Guo, Wenjing
;
Atasoy, Bilge
;
Beelaerts van Blokland, Wouter
- In:
Transportation research / E : an international journal
152
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012648754
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43
On scenario construction for stochastic shortest path problems in real road networks
Zhang, Dongqing
;
Wallace, Stein W.
;
Guo, Zhaoxia
;
Dong, …
- In:
Transportation research / E : an international journal
152
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012648764
Saved in:
44
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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45
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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46
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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47
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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48
A stochastic optimization model for staged hospital evacuation during hurricanes
Rambha, Tarun
;
Nozick, Linda K.
;
Davidson, Rachel
;
Yi, Wenqi
- In:
Transportation research / E : an international journal
151
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012585826
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49
Managing surges in online demand using bandwidth throttling : an optimal strategy amid the COVID-19 pandemic
Gupta, Varun
;
Perera, Sandun
- In:
Transportation research / E : an international journal
151
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012585834
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50
Approximate dynamic programming for network recovery problems with stochastic demand
Ulusan, Aybike
;
Ergun, Özlem
- In:
Transportation research / E : an international journal
151
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012585837
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