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Mathematical programming
Theorie
30,536
Theory
30,069
CAPM
20,233
Stochastischer Prozess
19,694
Stochastic process
19,247
Optionspreistheorie
15,708
Option pricing theory
15,248
Derivat
15,036
Derivative
14,998
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10,545
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10,427
Portfolio-Management
9,695
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9,639
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8,402
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8,285
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7,755
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7,736
Börsenkurs
7,570
Share price
7,487
Optionsgeschäft
6,670
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6,564
Option trading
6,464
Estimation
6,455
Risiko
5,536
Risk
5,530
USA
5,019
United States
4,884
Risikoprämie
4,302
Risk premium
4,290
Schätztheorie
4,065
Estimation theory
4,022
Hedging
4,009
Aktienmarkt
3,155
Zeitreihenanalyse
3,118
Stock market
3,084
Time series analysis
3,046
Mathematische Optimierung
3,021
Risikomanagement
2,977
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2,912
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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
16
Sethi, Suresh
15
Topaloglou, Nikolas
15
Arvanitis, Stelios
14
Beraldi, Patrizia
14
Kleijnen, Jack P. C.
14
Pérez, Gloría
14
Tomasgard, Asgeir
14
Delage, Erick
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
Bertsimas, Dimitris
10
Merino, María
10
Moriggia, Vittorio
10
Powell, Warren B.
10
Römisch, Werner
10
Tarim, S. Armagan
10
Barro, Diana
9
Consigli, Giorgio
9
Dimitrakopoulos, Roussos
9
Fleten, Stein-Erik
9
Govindan, Kannan
9
Guan, Yongpei
9
Guigues, Vincent
9
Homem-de-Mello, Tito
9
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Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
APMOD <8, 2006, Madrid>
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel
1
Erasmus Research Institute of Management
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Gesellschaft für Angewandte Mathematik und Mechanik
1
IGI Global
1
Institut for Finansiering <Frederiksberg>
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 Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
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
International Workshop on Financial Engineering <2009, Tokio>
1
Johns Hopkins University / Department of Economics
1
Leonard N. Stern School of Business / Information Systems Department
1
Logos Verlag Berlin
1
Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
1
Meeting on Stochastic Programming <1979, Oberwolfach>
1
Ruhr-Universität Bochum / Fakultät für Wirtschaftswissenschaft
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
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
356
Computers & operations research : and their applications to problems of world concern ; an international journal
113
Operations research
107
Mathematics of operations research
89
Operations research letters
87
International journal of production research
80
INFORMS journal on computing : JOC
56
Computational Management Science : CMS
53
International journal of production economics
49
Omega : the international journal of management science
48
Transportation research / E : an international journal
43
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
39
Management science : 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
33
Finance and stochastics
32
Annals of operations research
29
Computational economics
29
OR spectrum : quantitative approaches in management
29
International journal of theoretical and applied finance
28
Insurance
26
Mathematical methods of operations research
26
Journal of the Operational Research Society
25
Les cahiers du GERAD
25
Computational management science
24
Quantitative finance
19
IMA journal of management mathematics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Risks : open access journal
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
Opsearch : journal of the Operational Research Society of India
17
Top : transactions in operations research
17
Mathematics and financial economics
16
Operational research : an international journal
16
EURO journal on transportation and logistics
15
Computers & operations research : an international journal
14
Journal of economic dynamics & control
14
Manufacturing & service operations management : M & SOM
14
Energy economics
13
Journal of the Operational Research Society : OR
13
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ECONIS (ZBW)
3,006
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1
Block-pulse operational matrix method for solving fractional Black-Scholes equation
Mehrdoust, Farshid
;
Sheikhani, Amir Hosein Refahi
; …
- In:
Journal of economic studies
44
(
2017
)
3
,
pp. 489-502
Persistent link: https://www.econbiz.de/10011757574
Saved in:
2
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
3
Deep stochastic optimization in finance
Reppen, A. Max
;
Soner, Halil Mete
;
Tissot-Daguette, Valentin
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10014251569
Saved in:
4
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:
5
Upper and lower bounds for convex value functions of
derivative
contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
Saved in:
6
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
7
Polynomial upper and lower bounds for financial
derivative
price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
8
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
9
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
10
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
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