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Ground delay program planning under uncertainty based on the ration-by-distance principle
Ball, Michael O.; Hoffman, Robert; Mukherjee, Avijit - In: Transportation science : a journal of the Institute for … 44 (2010) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10003962273
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Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly - In: Journal of mathematical finance 5 (2015) 5, pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos - In: Journal of mathematical finance 6 (2016) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
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Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk - In: Journal of mathematical finance 6 (2016) 1, pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.; Offen, Elias R.; Kunda, Douglas; … - In: Journal of mathematical finance 6 (2016) 1, pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing; Liu, Yinglin; Hao, Ruili - In: Journal of mathematical finance 6 (2016) 2, pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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Anticipatory dynamic traffic sensor location problems with connected vehicle technologies
Park, Hyoshin; Haghani, Ali; Gao, Song; Knodler, Michael A. - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1299-1326
Persistent link: https://www.econbiz.de/10011975786
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Exact approach for the vehicle routing problem with stochastic demands and preventive returns
Louveaux, François; Salazar-González, Juan-José - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1463-1478
Persistent link: https://www.econbiz.de/10011975823