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Adapted Wasserstein distances and stability in mathematical finance

Backhoff-Veraguas, Julio; Bartl, Daniel; Beiglböck, Mathias - In: Finance and stochastics 24 (2020) 3, pp. 601-632

Persistent link: https://www.econbiz.de/10012518060

Azarmand, Zeinab; Jami, Ensiyeh Neishabouri - In: Facility location : concepts, models, algorithms and …, (pp. 93-109). 2009

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A fast algorithm for the rectilinear distance location problem

Nobakhtian, S.; Dehkordi, A. Raeisi - In: Mathematical methods of operations research 88 (2018) 1, pp. 81-98

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Optimal graphon estimation in cut distance

Klopp, Olga; Verzelen, Nicolas - 2017

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Continuous location model of a rectangular barrier facility

Miyagawa, Masashi - In: Top : transactions in operations research 25 (2017) 1, pp. 95-110

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Comparing multivariate distributions : a novel approach using optimal transport-based plots

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Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle

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The diet problem, nutrient supply, and the cost of diversity applied to livestock feeds

Komarek, Adam M.; Robinson, Sherman; Mason-D'Croz, Daniel - 2018

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Computer intelligent software system for optimisation of adaptive management of investment design based on deterministic and stochastic network formalisation

Shorikov, А. F.; Butsenko, Е. V. - In: International journal of risk assessment and management … 24 (2021) 2/4, pp. 196-213

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Exploiting Fitness Distance Correlation of Set Covering Problems

Finger, Markus; Stutzle, Thomas; Lourenço, Helena - 2002

The set covering problem is an NP-hard combinatorial optimization problem that arises in applications ranging from crew scheduling in airlines to driver scheduling in public mass transport. In this paper we analyze search space characteristics of a widely used set of benchmark instances through...

Persistent link: https://www.econbiz.de/10014116698