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Mathematical programming
Stochastischer Prozess
19,692
Stochastic process
19,245
Theorie
18,246
Theory
17,908
Optionspreistheorie
15,708
Option pricing theory
15,248
Markov chain
9,558
Markov-Kette
9,274
Volatilität
7,299
Volatility
7,188
Optionsgeschäft
4,178
Option trading
4,157
Schätzung
3,882
Estimation
3,825
Derivat
3,499
Derivative
3,494
Portfolio-Management
3,255
Portfolio selection
3,237
Mathematische Optimierung
3,228
Zeitreihenanalyse
2,774
Time series analysis
2,719
Schätztheorie
2,529
Estimation theory
2,504
Swap
2,352
Risiko
2,295
Risk
2,282
Monte-Carlo-Simulation
2,159
Monte Carlo simulation
2,152
CAPM
2,008
Prognoseverfahren
1,909
Börsenkurs
1,889
Forecasting model
1,882
Zinsstruktur
1,880
USA
1,878
Yield curve
1,858
Share price
1,848
United States
1,823
Hedging
1,775
Bayes-Statistik
1,608
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1,640
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597
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54
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629
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2
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10
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6
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English
3,187
German
24
Finnish
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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
Beraldi, Patrizia
15
Post, Thierry
15
Topaloglou, Nikolas
15
Arvanitis, Stelios
14
Kleijnen, Jack P. C.
14
Pérez, Gloría
14
Sethi, Suresh
14
Tomasgard, Asgeir
14
Delage, Erick
13
Ulmer, Marlin Wolf
13
Morton, David P.
12
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
Merino, María
10
Moriggia, Vittorio
10
Römisch, Werner
10
Tarim, S. Armagan
10
Barro, Diana
9
Bertsimas, Dimitris
9
Chen, Zhiping
9
Consigli, Giorgio
9
Dimitrakopoulos, Roussos
9
Fleten, Stein-Erik
9
Govindan, Kannan
9
Guan, Yongpei
9
Guigues, Vincent
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
Christian-Albrechts-Universität zu Kiel
1
Ekonomiska forskningsinstitutet <Stockholm>
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 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
389
Operations research
138
Computers & operations research : and their applications to problems of world concern ; an international journal
129
Operations research letters
113
Mathematics of operations research
107
International journal of production research
85
INFORMS journal on computing : JOC
60
Computational Management Science : CMS
53
International journal of production economics
52
Omega : the international journal of management science
51
Transportation research / E : an international journal
45
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
41
Mathematical methods of operations research
41
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
35
OR spectrum : quantitative approaches in management
33
Finance and stochastics
31
Annals of operations research
29
International journal of theoretical and applied finance
28
Journal of the Operational Research Society
28
Computational economics
26
Insurance / Mathematics & economics
26
Les cahiers du GERAD
26
Computational management science
24
IMA journal of management mathematics
21
Top : transactions in operations research
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
19
International transactions in operational research : a journal of the International Federation of Operational Research Societies
18
Quantitative finance
18
EURO journal on transportation and logistics
16
Journal of the Operational Research Society : OR
16
Operational research : an international journal
16
Opsearch : journal of the Operational Research Society of India
16
Manufacturing & service operations management : M & SOM
15
Mathematics and financial economics
15
Risks : open access journal
15
Computers & operations research : an international journal
14
Discussion paper / Center for Economic Research, Tilburg University
13
Energy economics
13
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ECONIS (ZBW)
3,213
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1
Regime switching in stochastic models of commodity prices : an application to an optimal tree harvesting problem
Chen, Shan
;
Insley, Margaret
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10009489614
Saved in:
2
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
3
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:
4
Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo
;
Naranjo, Lorenzo
;
Sainz, Felipe
- In:
European journal of operational research : EJOR
288
(
2021
)
2
,
pp. 634-647
Persistent link: https://www.econbiz.de/10012439274
Saved in:
5
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:
6
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:
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 trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul
;
Szabó, Dávid Zoltán
;
Duck, Peter
- In:
European journal of operational research : EJOR
319
(
2024
)
2
,
pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
Saved in:
9
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
10
A hybrid biobjective Markov chain based optimization model for sustainable aggregate production planning
Tirkolaee, Erfan Babaee
;
Aydın, Nadi Serhan
;
Mahdavi, Iraj
- In:
IEEE transactions on engineering management : EM ; a …
71
(
2024
),
pp. 4273-4283
Persistent link: https://www.econbiz.de/10015407828
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