//--> //--> //--> //-->
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:"Mathematics 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
Valuation of quanto options in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
108
Markov-Kette
108
Theorie
53
Theory
53
Stochastic process
39
Stochastischer Prozess
39
Decision
33
Entscheidung
33
Mathematical programming
32
Mathematische Optimierung
32
Game theory
20
Spieltheorie
20
Markov decision processes
12
Stochastic game
12
Stochastisches Spiel
12
Dynamic programming
11
Dynamische Optimierung
11
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Queueing theory
10
Warteschlangentheorie
10
Algorithm
8
Algorithmus
8
Control theory
8
Kontrolltheorie
8
Decision theory
7
Entscheidungstheorie
7
Estimation theory
7
Learning process
7
Lernprozess
7
Markov decision process
7
Robust statistics
7
Robustes Verfahren
7
Schätztheorie
7
dynamic programming
7
reinforcement learning
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Nash equilibrium
5
Nash-Gleichgewicht
4
more ...
less ...
Online availability
All
Undetermined
70
Type of publication
All
Article
108
Type of publication (narrower categories)
All
Article in journal
108
Aufsatz in Zeitschrift
108
Language
All
English
108
Author
All
Feinberg, Eugene A.
4
Mannor, Shie
4
Yu, Huizhen
4
Glynn, Peter W.
3
Guo, Xianping
3
Renault, Jérôme
3
Xu, Huan
3
Ye, Yinyu
3
Arapostathis, Ari
2
Bertsekas, Dimitri P.
2
Bhatnagar, Shalabh
2
Bäuerle, Nicole
2
Cavazos-Cadena, Rolando
2
Dianetti, Jodi
2
Ferrari, Giorgio
2
Kahalé, Nabil
2
Kasyanov, Pavlo O.
2
Kuhn, Daniel
2
Kumar, Sunil
2
Oliu-Barton, Miquel
2
Pang, Guodong
2
Rieder, Ulrich
2
Veinott, Arthur F. <Jr.>
2
Venel, Xavier
2
Walton, Neil
2
Ward, Amy R.
2
Yüksel, Serdar
2
Adelman, Daniel
1
Aghajani, Reza
1
Agrawal, Shipra
1
Anselmi, Jonatha
1
Arlotto, Alessandro
1
Atar, Rami
1
Attia, Luc
1
Awad, Hernan P.
1
Basu, Arnab
1
Bladt, Martin
1
Blanchet, Jose
1
Bušić, Ana
1
Bäauerle, Nicole
1
more ...
less ...
Published in...
All
Mathematics of operations research
MPRA Paper
1,238
ECB Working Paper
624
NBER Working Papers
422
Working Paper
422
IMF Working Paper
378
CESifo Working Paper
354
CEPR Discussion Papers
346
CESifo working papers
273
European journal of operational research : EJOR
272
Working paper series / European Central Bank
255
Economics Papers from University Paris Dauphine
243
CESifo Working Paper Series
222
Discussion paper / Tinbergen Institute
197
Journal of Banking & Finance
192
BIS Working Paper
181
Finance
167
Research paper series / Swiss Finance Institute
166
Working paper
166
NBER working paper series
142
Journal of econometrics
140
Tinbergen Institute Discussion Paper
128
Discussion paper
123
Journal of International Financial Markets, Institutions and Money
115
FEDS Working Paper
114
Operations research letters
111
Swiss Finance Institute Research Paper
111
Tinbergen Institute Discussion Papers
108
Journal of International Money and Finance
105
Staff working paper / Bank of Canada
100
Operations research
97
Staff reports / Federal Reserve Bank of New York
94
Bank of England Working Paper
92
Journal of risk and financial management : JRFM
91
Journal of economic dynamics & control
90
Research Paper Series / Finance Discipline Group, Business School
90
Banque de France Working Paper
88
Cogent economics & finance
88
Economic modelling
88
International journal of production research
87
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationary discounted and ergodic mean field games with singular controls
Cao, Haoyang
;
Dianetti, Jodi
;
Ferrari, Giorgio
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1871-1898
Persistent link: https://www.econbiz.de/10014437738
Saved in:
2
An accelerated Newton-Dinkelbach method and its application to two variables per inequality systems
Dadush, Daniel
;
Koh, Zhuan Khye
;
Natura, Bento
;
Végh, …
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 1934-1958
Persistent link: https://www.econbiz.de/10014437759
Saved in:
3
Lyapunov conditions for differentiability of Markov chain expectations
Rhee, Chang-Han
;
Glynn, Peter W.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2019-2042
Persistent link: https://www.econbiz.de/10014437767
Saved in:
4
Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability
Kara, Ali Devran
;
Yüksel, Serdar
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2066-2093
Persistent link: https://www.econbiz.de/10014437816
Saved in:
5
Unbiased time-average estimators for markov chains
Kahalé, Nabil
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2136-2165
Persistent link: https://www.econbiz.de/10015197819
Saved in:
6
Scheduling in the high-uncertainty heavy traffic regime
Atar, Rami
;
Castiel, Eyal
;
Shadmi, Yonatan
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 107-140
Persistent link: https://www.econbiz.de/10015211579
Saved in:
7
Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration
Loeffen, Ronnie
;
Patie, Pierre
;
Wang, Jian
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10015211653
Saved in:
8
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Bladt, Martin
;
Peralta, Oscar
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 334-355
Persistent link: https://www.econbiz.de/10015211698
Saved in:
9
A policy gradient algorithm for the risk-sensitive exponential cost MDP
Moharrami, Mehrdad
;
Murthy, Yashaswini
;
Roy, Arghyadip
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 431-458
Persistent link: https://www.econbiz.de/10015211728
Saved in:
10
Exact characterization of the jointly optimal restocking and auditing policy in inventory systems with record inaccuracy
Chehrazi, Naveed
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 656-710
Persistent link: https://www.econbiz.de/10015211759
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->