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:"Stochastic process"
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
Bounding Option Prices Using S...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
32
Theory
32
Mathematical programming
17
Mathematische Optimierung
17
Portfolio selection
15
Portfolio-Management
15
Stochastischer Prozess
11
Operations Research
7
Operations research
7
Risiko
6
Risk
6
Robust statistics
6
Robustes Verfahren
6
Differential Evolution
5
Dynamic programming
5
Dynamische Optimierung
5
Entscheidung
5
Management
5
Threshold Accepting
5
euro area
5
minimax
5
monetary policy rules
5
robust control
5
Decision
4
EU-Staaten
4
Geldpolitik
4
Polynomial optimization
4
Benders decomposition
3
Computerized method
3
Computerunterstützung
3
Decision theory
3
Decision under uncertainty
3
EU countries
3
Entscheidung unter Unsicherheit
3
Entscheidungstheorie
3
European Monetary System
3
Europäisches Währungssystem
3
Ganzzahlige Optimierung
3
Integer programming
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
10
Author
All
Rustem, Berç
7
Parpas, Panos
4
Wieland, Volker
3
Žaković, Stan
3
Gülpınar, Nalân
2
Settergren, Reuben
2
Webster, Mort
2
Gulpinar, Nalan
1
Kuhn, Daniel
1
Osorio, Maria A.
1
Tavares, Gabriela
1
Tran, Quang Kha
1
Ustun, Berk
1
more ...
less ...
Published in...
All
Annals of operations research
1
CFS working paper series
1
Computational economics
1
Computational methods in decision-making, economics and finance
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Discussion paper / Centre for Economic Policy Research
1
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Journal of economic dynamics & control
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
2
On the information-based complexity of stochastic programming
Tavares, Gabriela
;
Parpas, Panos
- In:
Operations research letters
41
(
2013
)
6
,
pp. 622-626
Persistent link: https://www.econbiz.de/10010236083
Saved in:
3
A stochastic multiscale model for electricity generation capacity expansion
Parpas, Panos
;
Webster, Mort
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 359-374
Persistent link: https://www.econbiz.de/10010224695
Saved in:
4
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
Saved in:
5
Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân
;
Rustem, Berç
;
Settergren, Reuben
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
Saved in:
6
Multistage stochastic programming in computational finance
Gulpinar, Nalan
;
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 35-47)
.
2010
Persistent link: https://www.econbiz.de/10009153100
Saved in:
7
Stochastic optimization and worst-case analysis in monetary policy design
Rustem, Berç
(
contributor
);
Wieland, Volker
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003351538
Saved in:
8
Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan
;
Wieland, Volker
;
Rustem, Berç
- In:
Computational economics
30
(
2007
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
Saved in:
9
A general framework for multistage mean-variance post-tax optimization
Osorio, Maria A.
;
Gülpınar, Nalân
;
Rustem, Berç
-
2008
Persistent link: https://www.econbiz.de/10003665053
Saved in:
10
Stochastic optimization and worst case analysis in monetary policy design
Žaković, Stan
-
2005
Persistent link: https://www.econbiz.de/10013424606
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
