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Operational Risk Management :...
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Pinedo, Michael
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Zhu, Lingjiong
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10
Pirjol, Dan
8
Cui, Zhenyu
5
Sriskandarajah, Chelliah
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European journal of operational research : EJOR
9
European Journal of Operational Research
7
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Production and operations management : the flagship research journal of the Production and Operations Management Society
4
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ECONIS (ZBW)
59
RePEc
14
Other ZBW resources
2
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1
Operational risk management : a stochastic control framework with preventive and corrective controls
Xu, Yuqian
;
Zhu, Lingjiong
;
Pinedo, Michael
- In:
Operations research
68
(
2020
)
6
,
pp. 1804-1825
Persistent link: https://www.econbiz.de/10012392162
Saved in:
2
Operational risk in financial services : a review and new research opportunities
Xu, Yuqian
;
Pinedo, Michael
;
Xue, Mei
- In:
Production and operations management : an international …
26
(
2017
)
3
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011673549
Saved in:
3
Operations in financial serves : processes, technologies, and risks
Pinedo, Michael
;
Xu, Yuqian
-
2017
Persistent link: https://www.econbiz.de/10011804898
Saved in:
4
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
5
Planning and scheduling in manufacturing and services
Pinedo, Michael
;
Pinedo, Michael
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003846469
Saved in:
6
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Operations research letters
51
(
2023
)
3
,
pp. 346-352
Persistent link: https://www.econbiz.de/10014374962
Saved in:
7
Transform analysis for Hawkes processes with applications in dark pool trading
Gao, Xuefeng
;
Zhou, Xiang
;
Zhu, Lingjiong
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 265-282
Persistent link: https://www.econbiz.de/10011905921
Saved in:
8
Small-noise limit of the quasi-Gaussian log-normal HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Operations research letters
45
(
2017
)
1
,
pp. 6-11
Persistent link: https://www.econbiz.de/10011687046
Saved in:
9
Discrete sums of geometric Brownian motions, annuities and Asian options
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 19-37
Persistent link: https://www.econbiz.de/10011597130
Saved in:
10
A reduced-form model for level-1 limit order books
Yang, Tzu-Wei
;
Zhu, Lingjiong
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011588249
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