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Financial market dynamics
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Operations research
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895
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696
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338
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ECONIS (ZBW)
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1
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
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2
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
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3
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
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4
Handling discontinuities in financial engineering : good path simulation and smoothing
Wang, Xiaoqun
- In:
Operations research
64
(
2016
)
2
,
pp. 297-314
Persistent link: https://www.econbiz.de/10011485479
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5
Dynamic trading with reference point adaptation and loss aversion
Shi, Yun
;
Cui, Xiangyu
;
Yao, Jing
;
Li, Duan
- In:
Operations research
63
(
2015
)
4
,
pp. 789-806
Persistent link: https://www.econbiz.de/10011313231
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6
Managing inventory for firms with trade credit and deficit penalty
Luo, Wei
;
Shang, Kevin H.
- In:
Operations research
67
(
2019
)
2
,
pp. 468-478
Persistent link: https://www.econbiz.de/10012022374
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7
Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Bertsimas, Dimitris
;
Mundru, Nishanth
- In:
Operations research
71
(
2023
)
4
,
pp. 1343-1361
Persistent link: https://www.econbiz.de/10014338202
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8
Robust dynamic pricing with demand learning in the presence of outlier customers
Chen, Xi
;
Wang, Yining
- In:
Operations research
71
(
2023
)
4
,
pp. 1362-1386
Persistent link: https://www.econbiz.de/10014338218
Saved in:
9
Managing queues with different resource requirements
Zychlinski, Noa
;
Chan, Carri W.
;
Dong, Jing
- In:
Operations research
71
(
2023
)
4
,
pp. 1387-1413
Persistent link: https://www.econbiz.de/10014338233
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10
Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling
Hamidi, Nima
;
Bayati, Mohsen
- In:
Operations research
71
(
2023
)
4
,
pp. 1434-1439
Persistent link: https://www.econbiz.de/10014338245
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