![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 74 matches
- 2024
- Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Ruoyu Sun:
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models. Ann. Oper. Res. 336(1-2): 945-966 (2024) - Julia Ackermann
, Thomas Kruse
, Mikhail Urusov:
Self-exciting price impact via negative resilience in stochastic order books. Ann. Oper. Res. 336(1-2): 637-659 (2024) - Clémence Alasseur
, Luciano Campi, Roxana Dumitrescu, Jia Zeng:
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. Ann. Oper. Res. 336(1-2): 541-569 (2024) - Hamed Amini, Andreea Minca
:
Social distancing game and insurance investment in a pandemic. Ann. Oper. Res. 336(3): 2009-2036 (2024) - Çagin Ararat
, Francesco Cesarone
, Mustafa Çelebi Pinar
, Jacopo M. Ricci
:
MAD risk parity portfolios. Ann. Oper. Res. 336(1-2): 899-924 (2024) - Livino M. Armijos-Toro
, José M. Alonso-Meijide
, Manuel A. Mosquera
:
Mergeable weighted majority games and characterizations of some power indices. Ann. Oper. Res. 336(3): 1373-1393 (2024) - John Armstrong, Damiano Brigo
, Alex S. L. Tse:
The importance of dynamic risk constraints for limited liability operators. Ann. Oper. Res. 336(1-2): 861-898 (2024) - Parisa Assarzadegan, Seyed Reza Hejazi, Morteza Rasti Barzoki
:
A stackelberg differential game theoretic approach for analyzing coordination strategies in a supply chain with retailer's premium store brand. Ann. Oper. Res. 336(3): 1519-1549 (2024) - Michele Azzone
, Roberto Baviera
:
Short-time implied volatility of additive normal tempered stable processes. Ann. Oper. Res. 336(1-2): 93-126 (2024) - Gustavo Bergantiños
, Juan D. Moreno-Ternero
:
Anonymity in sharing the revenues from broadcasting sports leagues. Ann. Oper. Res. 336(3): 1395-1417 (2024) - Carole Bernard
, Andrea Perchiazzo
, Steven Vanduffel
:
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024) - Edoardo Berton, Lorenzo Mercuri
:
An efficient unified approach for spread option pricing in a copula market model. Ann. Oper. Res. 336(1-2): 307-329 (2024) - Marta Biancardi, Michele Bufalo, Antonio Di Bari
, Giovanni Villani
:
A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. Ann. Oper. Res. 336(1-2): 1063-1087 (2024) - Endre Boros, Ondrej Cepek, Vladimir Gurvich
, Kazuhisa Makino:
Recognizing distributed approval voting forms and correspondences. Ann. Oper. Res. 336(3): 2091-2110 (2024) - Florian Bourgey
, Emmanuel Gobet
, Ying Jiao
:
Bridging socioeconomic pathways of rmCO2 emission and credit risk. Ann. Oper. Res. 336(1-2): 1197-1218 (2024) - Jesper Breinbjerg, Trine Tornøe Platz, Lars Peter Østerdal
:
Equilibrium arrivals to a last-come first-served preemptive-resume queue. Ann. Oper. Res. 336(3): 1551-1572 (2024) - Riccardo Brignone
, Luca Gonzato, Carlo Sgarra:
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. Ann. Oper. Res. 336(1-2): 275-306 (2024) - Jan Bart Broekaert
, Davide La Torre, Faizal M. F. Hafiz:
Competing control scenarios in probabilistic SIR epidemics on social-contact networks. Ann. Oper. Res. 336(3): 2037-2060 (2024) - Andrea Caliciotti
, Marco Corazza
, Giovanni Fasano
:
From regression models to machine learning approaches for long term Bitcoin price forecast. Ann. Oper. Res. 336(1-2): 359-381 (2024) - Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu:
Recent advances in mathematical methods for finance. Ann. Oper. Res. 336(1-2): 1-2 (2024) - Miguel Ángel Mirás Calvo
, Iago Núñez Lugilde
, Carmen Quinteiro Sandomingo
, Estela Sánchez-Rodríguez
:
An algorithm to compute the average-of-awards rule for claims problems with an application to the allocation of CO2 emissions. Ann. Oper. Res. 336(3): 1435-1459 (2024) - Peter Carr, Lorenzo Torricelli
:
Convex duality in continuous option pricing models. Ann. Oper. Res. 336(1-2): 1013-1037 (2024) - Francesco Caruso, Maria Carmela Ceparano, Jacqueline Morgan
:
Asymptotic behavior of subgame perfect Nash equilibria in Stackelberg games. Ann. Oper. Res. 336(3): 1573-1590 (2024) - Simone Cerreia-Vioglio, Fulvio Ortu, Francesco Rotondi
, Federico Severino
:
On horizon-consistent mean-variance portfolio allocation. Ann. Oper. Res. 336(1-2): 797-828 (2024) - Subhadip Chakrabarti, Loyimee Gogoi, Robert P. Gilles
, Surajit Borkotokey, Rajnish Kumar:
Expected values for variable network games. Ann. Oper. Res. 336(3): 2061-2089 (2024) - Francesco Cordoni
, Fabrizio Lillo:
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336(1-2): 505-539 (2024) - Christa Cuchiero, Christoph Reisinger
, Stefan Rigger:
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. Ann. Oper. Res. 336(1-2): 1315-1349 (2024) - Bernardo D'Auria
, Jose A. Salmeron
:
Anticipative information in a Brownian-Poisson market. Ann. Oper. Res. 336(1-2): 1289-1314 (2024) - Mark Davis, Sébastien Lleo
:
Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data. Ann. Oper. Res. 336(1-2): 661-689 (2024) - Swapnil Dhamal
, Walid Ben-Ameur, Tijani Chahed, Eitan Altman, Albert Sunny, Sudheer Poojary:
A game theoretic framework for distributed computing with dynamic set of agents. Ann. Oper. Res. 336(3): 1871-1904 (2024)
skipping 44 more matches
loading more results
failed to load more results, please try again later
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-07-08 11:31 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint