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
~subject:"Dynamic programming"
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
Pricing and Hedging with Disco...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
Stochastischer Prozess
19,111
Stochastic process
19,107
Theorie
10,908
Theory
10,876
Volatilität
4,270
Volatility
4,261
Optionspreistheorie
4,044
Option pricing theory
4,019
Mathematical programming
2,680
Mathematische Optimierung
2,680
Portfolio-Management
1,959
Portfolio selection
1,956
Zeitreihenanalyse
1,820
Time series analysis
1,815
Schätztheorie
1,776
Estimation theory
1,770
Schätzung
1,673
Estimation
1,672
Markov chain
1,376
Markov-Kette
1,374
Risk
1,292
Risiko
1,286
Principal component analysis
1,093
Optionsgeschäft
1,023
Option trading
1,020
Prognoseverfahren
983
Forecasting model
980
Monte Carlo simulation
919
Derivative
909
Derivat
908
Monte-Carlo-Simulation
906
CAPM
883
Statistische Verteilung
881
Statistical distribution
876
Börsenkurs
857
Share price
853
Simulation
851
Dynamische Optimierung
832
Hauptkomponentenanalyse
747
more ...
less ...
Online availability
All
Undetermined
401
Free
153
CC license
16
Type of publication
All
Article
658
Book / Working Paper
172
Type of publication (narrower categories)
All
Article in journal
615
Aufsatz in Zeitschrift
615
Graue Literatur
68
Non-commercial literature
68
Arbeitspapier
61
Working Paper
61
Aufsatz im Buch
34
Book section
34
Hochschulschrift
23
Thesis
16
Lehrbuch
10
Conference paper
8
Konferenzbeitrag
8
Textbook
8
Bibliografie enthalten
4
Bibliography included
4
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Aufsatzsammlung
3
Collection of articles written by one author
3
Rezension
3
Sammlung
3
Biografie
1
Biography
1
Conference proceedings
1
Forschungsbericht
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
815
German
17
Author
All
Ulmer, Marlin Wolf
14
Escudero, Laureano F.
10
Shapiro, Alexander
10
Thomas, Barrett W.
8
Dekker, Rommert
7
Sethi, Suresh
7
Sethi, Suresh P.
7
Stein, Jerome L.
7
Barro, Diana
6
Cai, Yongyang
6
Consigli, Giorgio
6
Judd, Kenneth L.
6
Liang, Zongxia
6
Mattfeld, Dirk C.
6
Sandal, Leif K.
6
Wallace, Stein W.
6
Ackooij, Wim van
5
Bertocchi, Marida
5
Brown, David B.
5
Canestrelli, Elio
5
Delage, Erick
5
Dempster, Michael A. H.
5
Ferrari, Giorgio
5
Guan, Guohui
5
Guigues, Vincent
5
Monge, Juan F.
5
Pflug, Georg
5
Powell, Warren B.
5
Schlosser, Rainer
5
Steinbuks, Jevgenijs
5
Tomasgard, Asgeir
5
Zhang, Hanqin
5
Zhang, Qing
5
Balseiro, Santiago R.
4
Benkherouf, Lakdere
4
Bensoussan, Alain
4
Björk, Tomas
4
Chen, Zhiping
4
Dowson, Oscar
4
Druedahl, Jeppe
4
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
IFIP/IIASA/GAMM-Workshop on Dynamic Stochastic Optimization <2002, Laxenburg>
1
Institutionen för Skogsekonomi <Umeå>
1
Judge Institute of Management Studies
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Stanford University.
1
Stochastic Optimization Workshop <2001>
1
Universität Augsburg
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
94
Operations research
45
International journal of production research
27
Mathematics of operations research
24
Computers & operations research : and their applications to problems of world concern ; an international journal
20
INFORMS journal on computing : JOC
20
Journal of economic dynamics & control
19
International journal of production economics
18
Operations research letters
16
Computational Management Science : CMS
15
Insurance / Mathematics & economics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
14
Mathematical methods of operations research
13
Computational management science
12
Manufacturing & service operations management : M & SOM
10
Computational economics
8
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
8
Quantitative finance
8
Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
OR spectrum : quantitative approaches in management
6
Omega : the international journal of management science
6
Production and operations management : an international journal of the Production and Operations Management Society
6
Production and operations management : the flagship research journal of the Production and Operations Management Society
6
Transportation research / E : an international journal
6
Transportation science
6
Annals of operations research
5
Journal of the Operational Research Society
5
Quantitative economics : QE ; journal of the Econometric Society
5
Econometric Institute research papers
4
IMA journal of management mathematics
4
Journal of scheduling
4
Mathematics and financial economics
4
Networks and spatial economics : a journal of infrastructure modeling and computation
4
SpringerLink / Bücher
4
Stochastic optimization: theory and applications
4
Working paper series
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
American journal of agricultural economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
830
Showing
1
-
10
of
830
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
A dynamic programming approach to power consumption minimization in gunbarrel natural gas networks with nonidentical compressor units
Deng, Tianhu
;
Liang, Yong
;
Zhang, Shixuan
;
Ren, Jingze
; …
- In:
INFORMS journal on computing : JOC
31
(
2019
)
3
,
pp. 593-611
Persistent link: https://www.econbiz.de/10012061813
Saved in:
3
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Misic, Velibor V.
-
2020
-
Revised version of 2018/48/TOM
Persistent link: https://www.econbiz.de/10012161461
Saved in:
4
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
5
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Misic, Velibor V.
-
2018
Persistent link: https://www.econbiz.de/10012060394
Saved in:
6
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
7
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
8
Interpretable optimal stopping
Ciocan, Dragos Florin
;
Mišić, Velibor V.
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1616-1638
Persistent link: https://www.econbiz.de/10013259957
Saved in:
9
Management der Unternehmungsliquidität : ein Ansatz der stochastischen mehrstufigen linearen Programmierung
Schmid, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001513261
Saved in:
10
Notes on dynamic programming and optimal control
Maffezzoli, Marco
-
1998
Persistent link: https://www.econbiz.de/10001496843
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...
