Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Derivatives Trading and Negati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Theorie
731,195
Theory
716,285
Welt
35,793
Schätzung
35,356
World
35,146
USA
34,708
Estimation
34,583
United States
33,238
Risiko
26,349
Risk
26,146
Deutschland
25,122
Geldpolitik
24,403
Monetary policy
23,594
Germany
23,509
Portfolio-Management
23,489
Portfolio selection
23,285
Mathematische Optimierung
19,672
Prognoseverfahren
17,574
Forecasting model
17,311
Wirtschaftswachstum
16,820
Economic growth
16,163
Börsenkurs
15,511
Share price
15,283
Derivat
14,969
Derivative
14,931
Volatilität
14,450
Zeitreihenanalyse
14,202
Volatility
14,177
Time series analysis
13,825
Wahlverhalten
13,417
Spieltheorie
13,280
Voting behaviour
12,913
Konsumentenverhalten
12,839
Experiment
12,822
Consumer behaviour
12,692
Game theory
12,545
Einkommensverteilung
12,421
Finanzmarkt
12,306
Innovation
12,250
more ...
less ...
Online availability
All
Undetermined
7,805
Free
3,361
CC license
281
Type of publication
All
Article
14,408
Book / Working Paper
5,142
Journal
15
Type of publication (narrower categories)
All
Article in journal
13,112
Aufsatz in Zeitschrift
13,112
Arbeitspapier
1,725
Working Paper
1,725
Graue Literatur
1,708
Non-commercial literature
1,708
Aufsatz im Buch
1,084
Book section
1,084
Hochschulschrift
399
Thesis
314
Collection of articles of several authors
221
Sammelwerk
221
Konferenzschrift
136
Lehrbuch
124
Conference paper
123
Konferenzbeitrag
123
Textbook
112
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
96
Conference proceedings
72
Mikroform
32
Systematic review
20
Übersichtsarbeit
20
Case study
17
Fallstudie
17
Forschungsbericht
17
Bibliografie
16
Collection of articles written by one author
16
Sammlung
16
Festschrift
14
CD-ROM, DVD
10
Rezension
8
Mehrbändiges Werk
7
Multi-volume publication
7
Accompanied by computer file
6
Elektronischer Datenträger als Beilage
6
Amtsdruckschrift
5
Government document
5
Aufgabensammlung
4
more ...
less ...
Language
All
English
18,968
German
543
Russian
24
Polish
15
French
8
Spanish
7
Italian
6
Bulgarian
2
Dutch
2
Finnish
1
Ancient Greek (to 1453)
1
Hungarian
1
Japanese
1
Slovak
1
Slovenian
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Hertog, Dirk den
65
Gendreau, Michel
56
Nesterov, Jurij Evgenʹevič
54
Escudero, Laureano F.
45
Kleijnen, Jack P. C.
45
Bertsimas, Dimitris
43
Dolgui, Alexandre
42
Lodi, Andrea
42
Pardalos, Panos M.
41
Zhang, Shuzhong
40
Sethi, Suresh
39
Wolsey, Laurence A.
37
Kimms, Alf
36
Puerto, Justo
36
Spieksma, Frits C. R.
36
Drexl, Andreas
35
Goerigk, Marc
35
Voß, Stefan
34
Speranza, Maria Grazia
33
Hao, Jin-Kao
32
Laporte, Gilbert
30
Vial, Jean-Philippe
30
Chu, Chengbin
29
Chu, Feng
29
Ben-Tal, Aharon
28
Figueira, José Rui
28
Talman, Dolf
28
Coelho, Leandro C.
27
Ehrgott, Matthias
27
Leus, Roel
27
Liu, Ming
27
Morabito, Reinaldo
27
Soumis, François
27
Ahmed, Shabbir
26
Demeulemeester, Erik
26
Desaulniers, Guy
26
Iori, Manuel
26
Letchford, Adam N.
26
Savelsbergh, Martin W. P.
26
Anjos, Miguel F.
25
more ...
less ...
Institution
All
Deutsche Forschungsgemeinschaft
16
Econometrisch Instituut <Rotterdam>
13
National Bureau of Economic Research
13
IGI Global
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Erasmus Research Institute of Management
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
Center for Economic Research <Tilburg>
9
International Federation for Information Processing
6
Deutsche Gesellschaft für Operations-Research
5
International Institute for Applied Systems Analysis
5
Gesellschaft für Operations-Research
4
Institutionen för Skogsekonomi <Umeå>
4
International Workshop on Global Optimization <1999, Florenz>
4
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
4
Conference on Optimization Techniques <8, 1977, Würzburg>
3
Edward Elgar Publishing
3
European Commission / Joint Research Centre
3
Forschungsinstitut für Diskrete Mathematik
3
Gesellschaft für Angewandte Mathematik und Mechanik
3
Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Springer International Publishing
3
Technische Universität Clausthal
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
2. Symposium in Linear Programming Washington, D. C. Jan. 27-29, 1955
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Erasmus Institute for Advanced Studies in Management
2
Eric Cuvillier <Firma>
2
FernUniversität in Hagen
2
Institut für Ökonometrie und Operations Research, Forschungsinstitut für Diskrete Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und Operations-Research
2
Society for Industrial and Applied Mathematics
2
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
U.S. Air Force, DCS Comptroller, Directorate of Management Analysis
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2,092
Computers & operations research : and their applications to problems of world concern ; an international journal
1,156
International journal of production research
603
Operations research letters
584
Operations research
373
Mathematics of operations research
344
INFORMS journal on computing : JOC
330
International journal of production economics
250
Omega : the international journal of management science
225
Mathematical methods of operations research
202
Transportation research / E : an international journal
198
Journal of the Operational Research Society : OR
183
Management science : journal of the Institute for Operations Research and the Management Sciences
176
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
173
Computers & operations research : an international journal
163
Opsearch : journal of the Operational Research Society of India
163
Journal of the Operational Research Society
160
OR spectrum : quantitative approaches in management
146
Operational research : an international journal
139
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
129
Annals of operations research
128
RAIRO / Operations research
124
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
123
Journal of global optimization
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
117
Top : transactions in operations research
117
Discussion paper / Center for Economic Research, Tilburg University
110
4OR : a quarterly journal of operations research
107
Les cahiers du GERAD
107
Computational Management Science : CMS
104
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
95
Discussion paper / Tinbergen Institute
94
CORE discussion paper : DP
88
EURO journal on computational optimization
88
Journal of economic dynamics & control
85
Journal of scheduling
85
Operations research forum
85
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
83
Computational economics
82
SpringerLink / Bücher
81
more ...
less ...
Source
All
ECONIS (ZBW)
19,565
Showing
1
-
10
of
19,565
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives
Guo, Ivan
-
2019
In this paper, we introduce and develop the
theory
of semimartingale optimal transport in a path dependent setting …
Persistent link: https://www.econbiz.de/10012896686
Saved in:
2
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:
3
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:
4
Active hedging Greeks of an options portfolio integrating churning and minimization of cost of hedging using quadratic & linear programming
Sinha, Pankaj
;
Gupta, Akshay
;
Mudgal, Hemant
- In:
The journal of prediction markets
4
(
2010
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10008856708
Saved in:
5
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
6
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:
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
An efficient grid lattice algorithm for pricing American-style options
Liu, Zhongkai
;
Pang, Tao
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 36-55
Persistent link: https://www.econbiz.de/10011589162
Saved in:
9
Dynamic options hedging model under mark-to-market risk
Shi, Dongwei
;
Li, Yanyin
;
Yu, Xing
- In:
International journal of information technology and …
23
(
2024
)
2
,
pp. 137-155
Persistent link: https://www.econbiz.de/10015064850
Saved in:
10
Stochastic models and option values : applications to resources, environment and investment problems; [Papers presented at a conference organized by the Centre for Applied Research at the Department of Economics, Univ. of Oslo, and held at Loen, Norway in 1989]
Lund, Diderik
(
ed.
);
Øksendal, Bernt K.
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10013336845
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
