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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca; Kyriakou, Ioannis - In: Mathematics of operations research 41 (2016) 2, pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
Lu, Hongyuan; Pang, Guodong - In: Mathematics of operations research 41 (2016) 2, pp. 560-595
Persistent link: https://www.econbiz.de/10011520486
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Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Yoda, Kunikazu; Prékopa, András - In: Mathematics of operations research 41 (2016) 2, pp. 715-731
Persistent link: https://www.econbiz.de/10011520527
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Approximations for chat service systems using many-server diffusion limits
Cui, Leon; Tezcan, Tolga - In: Mathematics of operations research 41 (2016) 3, pp. 775-807
Persistent link: https://www.econbiz.de/10011520572
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Unrelated machine scheduling with stochastic processing times
Skutella, Martin; Sviridenko, Maxim; Uetz, Marc - In: Mathematics of operations research 41 (2016) 3, pp. 851-864
Persistent link: https://www.econbiz.de/10011520581
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Submodular stochastic probing on matroids
Adamczyk, Marek; Sviridenko, Maxim; Ward, Justin P. - In: Mathematics of operations research 41 (2016) 3, pp. 1022-1038
Persistent link: https://www.econbiz.de/10011520800
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Fluid limits for multiple-input shortest remaining processing time queues
Kruk, Łukasz; Sokołowska, Ewa - In: Mathematics of operations research 41 (2016) 3, pp. 1055-1092
Persistent link: https://www.econbiz.de/10011520824
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Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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Affine point processes : approximation and efficient simulation
Zhang, Xiaowei; Blanchet, Jose; Giesecke, Kay; Glynn, … - In: Mathematics of operations research 40 (2015) 4, pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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Game of singular stochastic control and strategic exit
Kwon, H. Dharma; Zhang, Hongzhong - In: Mathematics of operations research 40 (2015) 4, pp. 869-887
Persistent link: https://www.econbiz.de/10011408931