Narrow search
Showing 1 - 10 of 35
Cover Image
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph; Westray, Nicholas - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Cover Image
General intensity shapes in optimal liquidation
Guéant, Olivier; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Cover Image
ATTRIVAR : optimized control charts to monitor process mean with lower operational cost
Ho, Linda Lee; Aparisi, Francisco - In: International journal of production economics 182 (2016), pp. 472-483
Persistent link: https://www.econbiz.de/10011622124
Cover Image
Collaboration protocols for sustainable wind energy distribution networks
Jahanpour, Ehsan; Ko, Hoo Sang; Nof, Shimon Y. - In: International journal of production economics 182 (2016), pp. 496-507
Persistent link: https://www.econbiz.de/10011622141
Cover Image
A first-order BSPDE for swing option pricing
Bender, Christian; Dokučaev, Nikolaj G. - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Cover Image
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan; Ludkovski, Michael - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
Cover Image
Replenishment, production and quality control strategies in three-stage supply chain
Hlioui, Rached; Gharbi, Ali; Hajji, Adnène - In: International journal of production economics 166 (2015), pp. 90-102
Persistent link: https://www.econbiz.de/10011334061
Cover Image
Delivery time dynamics in an assemble-to-order inventory and order based production control system
Lin, Junyi; Naim, Mohamed M.; Spiegler, Virginia L. M. - In: International journal of production economics 223 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012233411
Cover Image
Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities
Assid, M.; Gharbi, A.; Hajji, A. - In: International journal of production economics 224 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012233493
Cover Image
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 401-437
Persistent link: https://www.econbiz.de/10011752503