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Mathematics of operations research
European journal of operational research : EJOR
756
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369
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302
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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International journal of financial engineering
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Econometric reviews
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Working paper
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Mathematical methods of operations research
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Economic modelling
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INFORMS journal on computing : JOC
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Omega : the international journal of management science
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Journal of banking & finance
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Annals of finance
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Journal of economic theory
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ECONIS (ZBW)
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1
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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2
Closed-form expansion, conditional expectation, and option valuation
Li, Chenxu
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 487-516
Persistent link: https://www.econbiz.de/10010384185
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3
Pathwise dynamic programming
Bender, Christian
;
Gärtner, Christian
;
Schweizer, Nikolaus
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 965-995
Persistent link: https://www.econbiz.de/10011914390
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4
Random projections for linear programming
Vu, Ky
;
Poirion, Pierre-Louis
;
Liberti, Leo
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1051-1071
Persistent link: https://www.econbiz.de/10011956896
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5
Distributional transforms, probability distortions, and their applications
Liu, Peng
;
Schied, Alexander
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1490-1512
Persistent link: https://www.econbiz.de/10012796660
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6
Convexification of permutation-invariant sets and an application to sparse principal component analysis
Kim, Jinhak
;
Tawarmalani, Mohit
;
Richard, Jean-Philippe P.
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2547-2584
Persistent link: https://www.econbiz.de/10014311269
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7
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
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8
Percolation games
Garnier, Guillaume
;
Ziliotto, Bruno
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2156-2166
Persistent link: https://www.econbiz.de/10014437820
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9
Optimal oracle inequalities for projected fixed-point equations, with applications to policy evaluation
Mou, Wenlong
;
Pananjady, Ashwin
;
Wainwright, Martin J.
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2308-2336
Persistent link: https://www.econbiz.de/10014437828
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10
Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Pradhan, Somnath
;
Yüksel, Serdar
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2049-2077
Persistent link: https://www.econbiz.de/10015197730
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