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Operations research
Management science : journal of the Institute for Operations Research and the Management Sciences
30
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17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Operations research : the journal of the Operations Research Society of America
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1
Does the prohibition of trade-through hurt liquidity demanders?
Chen, Ningyuan
;
Gao, Pin
;
Kou, Steven
- In:
Operations research
71
(
2023
)
5
,
pp. 1458-1471
Persistent link: https://www.econbiz.de/10014393146
Saved in:
2
Pricing Asian options under a hyper-exponential jump diffusion model
Cai, Ning
;
Kou, Steven
- In:
Operations research
60
(
2012
)
1
,
pp. 64-77
Persistent link: https://www.econbiz.de/10009532669
Saved in:
3
On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Saved in:
4
A general framework for pricing Asian options under Markov processes
Cai, Ning
;
Song, Yingda
;
Kou, Steven
- In:
Operations research
63
(
2015
)
3
,
pp. 540-554
Persistent link: https://www.econbiz.de/10011292278
Saved in:
5
General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
Broadie, Mark
;
Cicek, Deniz
;
Zeevi, Assaf
- In:
Operations research
59
(
2011
)
5
,
pp. 1211-1224
Persistent link: https://www.econbiz.de/10010217832
Saved in:
6
Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
Saved in:
7
Tractable sampling strategies for ordinal optimization
Shin, Dongwook
;
Broadie, Mark
;
Zeevi, Assaf
- In:
Operations research
66
(
2018
)
6
,
pp. 1693-1712
Persistent link: https://www.econbiz.de/10011972263
Saved in:
8
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
9
Design of risk weights
Glasserman, Paul
;
Kang, Wanmo
- In:
Operations research
62
(
2014
)
6
,
pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
Saved in:
10
Preface to the special issue on systemic risk : models and mechanisms
Cont, Rama
;
Duffie, Darrell
;
Glasserman, Paul
;
Rogers, …
- In:
Operations research
64
(
2016
)
5
,
pp. 1053-1055
Persistent link: https://www.econbiz.de/10011594632
Saved in:
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