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Stochastic process
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Jaillet, Patrick
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Ronn, Ehud I.
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Galle, V.
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VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
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2
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
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3
Online stochastic matching : new algorithms with better bounds
Jaillet, Patrick
;
Lu, Xin
- In:
Mathematics of operations research
39
(
2014
)
3
,
pp. 624-646
Persistent link: https://www.econbiz.de/10010402969
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4
Logistics in real-time: Inventory-Routing Operations under stochastic demand
Giesen, Ricardo
;
Mahmassani, Hani S.
;
Jaillet, Patrick
- In:
Innovations in distribution logistics
,
(pp. 109-148)
.
2009
Persistent link: https://www.econbiz.de/10003841664
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5
A stochastic algorithm for online bipartite resource allocation problems
Legrain, Antoine
;
Jaillet, Patrick
- In:
Computers & operations research : and their …
75
(
2016
),
pp. 28-37
Persistent link: https://www.econbiz.de/10011544945
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6
Models and algorithms for stochastic and robust vehicle routing with deadlines
Adulyasak, Yossiri
;
Jaillet, Patrick
- In:
Transportation science : a journal of the Institute for …
50
(
2016
)
2
,
pp. 608-626
Persistent link: https://www.econbiz.de/10011491055
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7
The stochastic container relocation problem
Galle, V.
;
Boroujeni, S. Borjian
;
Manshadi, V. H.
; …
-
2017
-
Last revised, September, 2017
Persistent link: https://www.econbiz.de/10011749506
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8
Robust adaptive routing under uncertainty
Flajolet, Arthur
;
Blandin, Sébastien
;
Jaillet, Patrick
- In:
Operations research
66
(
2018
)
1
,
pp. 210-229
Persistent link: https://www.econbiz.de/10011818621
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9
The stochastic container relocation problem
Galle, V.
;
Manshadi, V. H.
;
Boroujeni, S. Borjian
; …
- In:
Transportation science : a journal of the Institute for …
52
(
2018
)
5
,
pp. 1035-1058
Persistent link: https://www.econbiz.de/10011937851
Saved in:
10
A numerical algorithm for pricing electricity derivatives for jump-diffusion processes based on continuous time lattices
Albanese, Claudio
;
Lo, Harry
;
Tompaidis, Stathis
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 361-368
Persistent link: https://www.econbiz.de/10009570404
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