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Mathematical 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
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
Dynamic programming
830
Hauptkomponentenanalyse
747
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Undetermined
1,402
Free
499
CC license
46
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Article
2,163
Book / Working Paper
517
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Article in journal
2,012
Aufsatz in Zeitschrift
2,012
Graue Literatur
224
Non-commercial literature
224
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221
Working Paper
221
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126
Book section
126
Hochschulschrift
40
Conference paper
32
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32
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26
Collection of articles of several authors
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Sammelwerk
13
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9
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8
Collection of articles written by one author
6
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6
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6
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4
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3
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3
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3
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2
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2
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English
2,657
German
21
Finnish
1
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Russian
1
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Escudero, Laureano F.
35
Gendreau, Michel
23
Ferrari, Giorgio
22
Maggioni, Francesca
21
Shapiro, Alexander
20
Wallace, Stein W.
18
Garín, María Araceli
16
Post, Thierry
15
Topaloglou, Nikolas
15
Arvanitis, Stelios
14
Beraldi, Patrizia
14
Kleijnen, Jack P. C.
14
Pérez, Gloría
14
Sethi, Suresh
14
Delage, Erick
13
Tomasgard, Asgeir
13
Morton, David P.
12
Ulmer, Marlin Wolf
12
De Angelis, Tiziano
11
Kuhn, Daniel
11
Marti, Kurt
11
Rei, Walter
11
Rossi, Roberto
11
Woodruff, David L.
11
Ackooij, Wim van
10
Ahmed, Shabbir
10
Merino, María
10
Moriggia, Vittorio
10
Powell, Warren B.
10
Römisch, Werner
10
Tarim, S. Armagan
10
Barro, Diana
9
Bertsimas, Dimitris
9
Consigli, Giorgio
9
Dimitrakopoulos, Roussos
9
Govindan, Kannan
9
Guan, Yongpei
9
Guigues, Vincent
9
Homem-de-Mello, Tito
9
Mehdad, Ehsan
9
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Econometrisch Instituut <Rotterdam>
2
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
APMOD <8, 2006, Madrid>
1
Erasmus Research Institute of Management
1
Gesellschaft für Angewandte Mathematik und Mechanik
1
IGI Global
1
Institute of Mathematics and Its Applications
1
Institutionen för Skogsekonomi <Umeå>
1
International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
Johns Hopkins University / Department of Economics
1
Logos Verlag Berlin
1
Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Ruhr-Universität Bochum / Fakultät für Wirtschaftswissenschaft
1
Springer Malaysia Representative Office
1
Stanford University.
1
Universität Mannheim
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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European journal of operational research : EJOR
335
Computers & operations research : and their applications to problems of world concern ; an international journal
114
Operations research
107
Mathematics of operations research
86
Operations research letters
83
International journal of production research
80
INFORMS journal on computing : JOC
55
Computational Management Science : CMS
52
International journal of production economics
49
Omega : the international journal of management science
47
Transportation research / E : an international journal
41
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
34
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
32
Annals of operations research
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
OR spectrum : quantitative approaches in management
27
Insurance / Mathematics & economics
26
Journal of the Operational Research Society
25
Computational management science
24
Mathematical methods of operations research
24
Computational economics
23
Les cahiers du GERAD
23
Finance and stochastics
21
IMA journal of management mathematics
18
International journal of theoretical and applied finance
18
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
18
International transactions in operational research : a journal of the International Federation of Operational Research Societies
17
Quantitative finance
17
Top : transactions in operations research
17
Operational research : an international journal
16
EURO journal on transportation and logistics
15
Opsearch : journal of the Operational Research Society of India
15
Risks : open access journal
14
Energy economics
13
Journal of the Operational Research Society : OR
13
Manufacturing & service operations management : M & SOM
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Mathematics and financial economics
13
Working papers / TSE : WP
13
Computers & operations research : an international journal
12
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ECONIS (ZBW)
2,680
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1
Directed principal component analysis
Kao, Yi-hao
;
Van Roy, Benjamin
- In:
Operations research
62
(
2014
)
4
,
pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
Saved in:
2
Computationally efficient approximations for distributionally robust optimization under moment and Wasserstein ambiguity
Cheramin, Meysam
;
Cheng, Jianqiang
;
Jiang, Ruiwei
;
Pan, Kai
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1768-1794
Persistent link: https://www.econbiz.de/10013361843
Saved in:
3
Numerical schemes for option pricing in regime-switching jump diffusion models
Florescu, Ionuţ
;
Liu, Rui Hua
;
Mariani, Maria Cristina
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010243624
Saved in:
4
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:
5
On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011715825
Saved in:
6
A primal-dual algorithm for BSDES
Bender, Christian
;
Schweizer, Nikolaus
;
Zhuo, Jia
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 866-901
Persistent link: https://www.econbiz.de/10011764983
Saved in:
7
Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.
;
Kremer, Ilan
;
Mansour, Yishay
- In:
Journal of economic theory
163
(
2016
),
pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
Saved in:
8
Conic optimization with applications in finance and approximation theory
Kirschner, Felix
-
2023
Persistent link: https://www.econbiz.de/10014301389
Saved in:
9
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
10
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
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