Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical methods of operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Statistical Analysis of a Spat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
14
Martingale
14
Theorie
11
Theory
11
Portfolio selection
6
Portfolio-Management
6
Stochastic process
5
Stochastischer Prozess
5
Option pricing theory
4
Optionspreistheorie
4
Martingales
3
Dynamic programming
2
Dynamische Optimierung
2
Incomplete market
2
Inventory model
2
Lagerhaltungsmodell
2
Mathematical programming
2
Mathematische Optimierung
2
Poisson processes
2
Unvollkommener Markt
2
Analysis
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital gains tax
1
Conjugate duality
1
Contract
1
Convex order
1
Cost function
1
Cost functionals
1
Dual optimization problem
1
Duales Optimierungsproblem
1
End-of-life inventory
1
Energiemarkt
1
Energy market
1
Entropie
1
Entropy
1
Ersatzteil
1
Fluid process
1
HJB equations
1
Hedging
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Frenk, Johannes G.
2
Schäl, Manfred
2
Sezer, Semih O.
2
Abergel, Frédérik
1
Barron, Yonit
1
Bäuerle, Nicole
1
Callegaro, Giorgia
1
Campi, Luciano
1
Dahl, Kristina Rognlien
1
Gabih, Abdelali
1
Giusto, Valeria
1
Grecksch, Wilfried
1
Ibrahim, Dalia
1
Javadi, Sonya
1
Kallsen, Jan
1
Kim, Young Shin
1
Korn, Ralf
1
Lee, Jeong Hyun
1
Pehlivan, Canan
1
Richter, Matthias
1
Schmithals, Daniel Matthias
1
Seifried, Frank Thomas
1
Vargiolu, Tiziano
1
Wunderlich, R.
1
Yang, Hailiang
1
Zhang, Lihong
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Finance and stochastics
91
IMF Working Papers
88
Annals of the Institute of Statistical Mathematics
63
Statistics & Probability Letters
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
Physica A: Statistical Mechanics and its Applications
44
Journal of econometrics
42
Energy
39
International journal of theoretical and applied finance
35
Statistical Inference for Stochastic Processes
33
Renewable Energy
26
Applied Energy
25
Research paper series / Swiss Finance Institute
25
Stochastic Processes and their Applications
21
CREATES Research Papers
20
Mathematics and Computers in Simulation (MATCOM)
20
Cowles Foundation Discussion Papers
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Swiss Finance Institute Research Paper
19
Journal of Multivariate Analysis
18
Statistical Papers / Springer
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Mathematics and financial economics
17
Annals of finance
16
Computational Statistics
16
MPRA Paper
16
Natural Hazards
16
Computational Statistics & Data Analysis
15
CREATES research paper
14
Journal of mathematical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Economics letters
12
Insurance / Mathematics & economics
12
Asia-Pacific financial markets
11
Metrika
11
Quantitative finance
11
Risks : open access journal
11
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
11
Applied mathematical finance
10
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
2
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
Saved in:
3
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
4
Optimal investment with deferred capital gains taxes : a simple
martingale
method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
5
Optimal portfolio strategies benchmarking the stock market
Gabih, Abdelali
;
Grecksch, Wilfried
;
Richter, Matthias
; …
- In:
Mathematical methods of operations research
64
(
2006
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10003380210
Saved in:
6
Ruin problems for a discrete time risk model with random interest rate
Yang, Hailiang
;
Zhang, Lihong
- In:
Mathematical methods of operations research
63
(
2006
)
2
,
pp. 287-299
Persistent link: https://www.econbiz.de/10003334096
Saved in:
7
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
Saved in:
8
Performance analysis of a reflected fluid production/inventory model
Barron, Yonit
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011446605
Saved in:
9
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:
10
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
