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Mathematical programming
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Escudero, Laureano F.
35
Gendreau, Michel
24
Ferrari, Giorgio
23
Wallace, Stein W.
22
Maggioni, Francesca
21
Shapiro, Alexander
20
Garín, María Araceli
16
Topaloglou, Nikolas
16
Kleijnen, Jack P. C.
15
Post, Thierry
15
Arvanitis, Stelios
14
Beraldi, Patrizia
14
Pérez, Gloría
14
Sethi, Suresh
14
Tomasgard, Asgeir
14
Delage, Erick
13
Bertsimas, Dimitris
12
Morton, David P.
12
Ulmer, Marlin Wolf
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De Angelis, Tiziano
11
Kuhn, Daniel
11
Marti, Kurt
11
Powell, Warren B.
11
Rei, Walter
11
Rossi, Roberto
11
Woodruff, David L.
11
Ackooij, Wim van
10
Ahmed, Shabbir
10
Dimitrakopoulos, Roussos
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Merino, María
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Moriggia, Vittorio
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Römisch, Werner
10
Tarim, S. Armagan
10
Barro, Diana
9
Consigli, Giorgio
9
Fleten, Stein-Erik
9
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9
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National Bureau of Economic Research
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APMOD <8, 2006, Madrid>
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Christian-Albrechts-Universität zu Kiel
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IGI Global
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Institutionen för Skogsekonomi <Umeå>
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
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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
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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
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Meeting on Stochastic Programming <1979, Oberwolfach>
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Ruhr-Universität Bochum / Fakultät für Wirtschaftswissenschaft
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Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Springer Malaysia Representative Office
1
Stanford University.
1
Universität Mannheim
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
1
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European journal of operational research : EJOR
385
Computers & operations research : and their applications to problems of world concern ; an international journal
140
Operations research
111
Mathematics of operations research
98
Operations research letters
96
International journal of production research
81
INFORMS journal on computing : JOC
64
Computational Management Science : CMS
55
Omega : the international journal of management science
50
International journal of production economics
49
Transportation research / E : an international journal
46
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
45
Finance and stochastics
35
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Mathematical methods of operations research
33
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
33
OR spectrum : quantitative approaches in management
30
Annals of operations research
29
Journal of the Operational Research Society
29
Les cahiers du GERAD
29
Insurance
27
International journal of theoretical and applied finance
26
Computational economics
25
Computational management science
24
International transactions in operational research : a journal of the International Federation of Operational Research Societies
22
Mathematics and financial economics
21
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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IMA journal of management mathematics
20
Computers & operations research : an international journal
19
Opsearch : journal of the Operational Research Society of India
19
Top : transactions in operations research
19
Journal of the Operational Research Society : OR
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Operational research : an international journal
18
Quantitative finance
17
Discussion paper / Center for Economic Research, Tilburg University
15
EURO journal on transportation and logistics
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Energy economics
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Risks : open access journal
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
On a monotone dynamic approach to optimal stopping problems for continuous-time Markov chains
Miclo, Laurent
;
Villeneuve, Stéphane
-
2019
Persistent link: https://www.econbiz.de/10012181506
Saved in:
4
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
Saved in:
5
Representable options
Lenga, Matthias
-
2017
Persistent link: https://www.econbiz.de/10012613284
Saved in:
6
Apply deep reinforcement learning with quantum computing on the pricing of American options
Yang, Junzheng
- In:
Internet finance and digital economy : advances in …
,
(pp. 675-694)
.
2024
Persistent link: https://www.econbiz.de/10014534615
Saved in:
7
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
8
Optimal accelerated share repurchases
Jaimungal, S.
;
Kinzebulatov, D.
;
Rubisov, D. H.
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
Saved in:
9
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:
10
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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