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Mathematical programming
Theorie
19,968
Stochastischer Prozess
19,617
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19,510
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19,170
Optionspreistheorie
15,661
Option pricing theory
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4,919
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3,018
Mathematische Optimierung
2,933
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Börsenkurs
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2,448
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2,424
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2,410
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Escudero, Laureano F.
35
Gendreau, Michel
23
Ferrari, Giorgio
22
Maggioni, Francesca
21
Shapiro, Alexander
21
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
Kuhn, Daniel
12
Morton, David P.
12
Ulmer, Marlin Wolf
12
De Angelis, Tiziano
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
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Powell, Warren B.
10
Römisch, Werner
10
Tarim, S. Armagan
10
Barro, Diana
9
Bertsimas, Dimitris
9
Consigli, Giorgio
9
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9
Fleten, Stein-Erik
9
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9
Guan, Yongpei
9
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National Bureau of Economic Research
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1
Christian-Albrechts-Universität zu Kiel
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1
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Gesellschaft für Angewandte Mathematik und Mechanik
1
IGI Global
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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
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
342
Computers & operations research : and their applications to problems of world concern ; an international journal
115
Operations research
114
Mathematics of operations research
89
Operations research letters
85
International journal of production research
79
Computational Management Science : CMS
55
INFORMS journal on computing : JOC
55
International journal of production economics
49
Omega : the international journal of management science
47
Transportation research / E : an international journal
42
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
36
Finance and stochastics
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
33
Annals of operations research
30
Insurance / Mathematics & economics
29
OR spectrum : quantitative approaches in management
28
Mathematical methods of operations research
27
Journal of the Operational Research Society
26
International journal of theoretical and applied finance
25
Computational management science
24
Les cahiers du GERAD
24
Computational economics
23
Quantitative finance
20
IMA journal of management mathematics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Risks : open access journal
17
Top : transactions in operations research
17
Operational research : an international journal
16
EURO journal on transportation and logistics
15
Mathematics and financial economics
15
Opsearch : journal of the Operational Research Society of India
15
Computers & operations research : an international journal
13
Energy economics
13
Journal of the Operational Research Society : OR
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ECONIS (ZBW)
2,917
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1
Sensitivity analysis for the stationary distribution of reflected brownian motion in a convex polyhedral cone
Lipshutz, David
;
Ramanan, Kavita
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 524-558
Persistent link: https://www.econbiz.de/10012582181
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Conic optimization with applications in finance and approximation theory
Kirschner, Felix
-
2023
Persistent link: https://www.econbiz.de/10014301389
Saved in:
8
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
Saved in:
9
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
Saved in:
10
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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