A functional Ito's calculus approach to convex risk measures with jump diffusion (English)
- New search for: Siu, Tak Kuen
- New search for: Siu, Tak Kuen
In:
European journal of operational research
;
250
, 3
; 874
;
2016
-
ISSN:
- Article (Journal) / Print
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Title:A functional Ito's calculus approach to convex risk measures with jump diffusion
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Contributors:Siu, Tak Kuen ( author )
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Published in:European journal of operational research ; 250, 3 ; 874
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Publisher:
- New search for: Elsevier
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Place of publication:Amsterdam
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Publication date:2016
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 85.03
- Further information on Basic classification
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Keywords:
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Classification:
BKL: 85.03 Methoden und Techniken der Betriebswirtschaft -
Source:
Table of contents – Volume 250, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 691
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The bullwhip effect: Progress, trends and directionsWang, Xun / Disney, Stephen M. et al. | 2015
- 702
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An effective co-evolutionary artificial bee colony algorithm for steelmaking-continuous casting schedulingPan, Quan-Ke et al. | 2015
- 715
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The bipartite quadratic assignment problem and extensionsPunnen, Abraham P. / Wang, Yang et al. | 2015
- 726
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A heuristic for emergency operations scheduling with lead times and tardiness penaltiesLei, Lei / Lee, Kangbok / Dong, Hui et al. | 2015
- 737
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Branch-and-bound with decomposition-based lower bounds for the Traveling Umpire ProblemToffolo, Túlio A.M. / Wauters, Tony / Van Malderen, Sam / Vanden Berghe, Greet et al. | 2015
- 745
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Improved algorithms for joint optimization of facility locations and network connectionsLai, Xiaofan / Xu, Zhou et al. | 2015
- 754
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A new lower bound for online strip packingYu, Guosong / Mao, Yanling / Xiao, Jiaoliao et al. | 2015
- 760
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Hybrid metaheuristics for the Accessibility Windows Assembly Line Balancing Problem Level 2 (AWALBP-L2)Calleja, Gema / Corominas, Albert / García-Villoria, Alberto / Pastor, Rafael et al. | 2015
- 773
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The weighted uncapacitated planned maintenance problem: Complexity and polyhedral propertiesKuschel, Torben / Bock, Stefan et al. | 2015
- 782
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Branch-price-and-cut algorithms for the pickup and delivery problem with time windows and multiple stacksCherkesly, Marilène / Desaulniers, Guy / Irnich, Stefan / Laporte, Gilbert et al. | 2015
- 794
-
Procedures for the bin packing problem with precedence constraintsPereira, Jordi et al. | 2015
- 807
-
Robust optimization policy benchmarks and modeling errors in natural gasAouam, Tarik / Muthuraman, Kumar / Rardin, Ronal L. et al. | 2015
- 816
-
Selective majority additive ordered weighting averaging operatorKaranik, Marcelo / Peláez, José Ignacio / Bernal, Rubén et al. | 2015
- 827
-
Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton–Jacobi–Bellman equation approachDang, D.M. / Forsyth, P.A. et al. | 2015
- 842
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Robust optimization of the 0–1 knapsack problem: Balancing risk and return in assortment optimizationRooderkerk, Robert P. / van Heerde, Harald J. et al. | 2015
- 855
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A two-stage resource allocation model for lifeline systems quick response with vulnerability analysisZhang, C. / Liu, X. / Jiang, YP. / Fan, B. / Song, X. et al. | 2015
- 865
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Competitive analysis of the online financial lease problemDai, Wenqiang / Dong, Yucheng / Zhang, Xiaotian et al. | 2015
- 874
-
A functional Itô’s calculus approach to convex risk measures with jump diffusionSiu, Tak Kuen et al. | 2015
- 874
-
A functional Ito's calculus approach to convex risk measures with jump diffusionSiu, Tak Kuen et al. | 2016
- 884
-
Using Choquet integral as preference model in interactive evolutionary multiobjective optimizationBranke, Juergen / Corrente, Salvatore / Greco, Salvatore / Słowiński, Roman / Zielniewicz, Piotr et al. | 2015
- 902
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Contract designs for energy-saving product development in a monopolyZhou, Wenhui / Huang, Weixiang et al. | 2015
- 914
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Risk induced resource dependency in capacity investmentsKettunen, Janne / Bunn, Derek W. et al. | 2015
- 925
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A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigsPourmoayed, Reza / Nielsen, Lars Relund / Kristensen, Anders Ringgaard et al. | 2015
- 939
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Location and reorganization problems: The Calabrian health care system caseGuerriero, Francesca / Miglionico, Giovanna / Olivito, Filomena et al. | 2015
- 955
-
Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulatorBoonen, Tim J. et al. | 2015
- 966
-
Exploring supplier performance risk and the buyer's role using chance-constrained data envelopment analysisRoss, Anthony D. / Kuzu, Kaan / Li, Wanxi et al. | 2015
- 979
-
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertaintyBruno, Sergio / Ahmed, Shabbir / Shapiro, Alexander / Street, Alexandre et al. | 2015
- 990
-
Near optimal design of wavelength routed optical networksAgarwal, Y.K. / Venkateshan, Prahalad et al. | 2015
- 1001
-
A Set-Partitioning-based model for the Berth Allocation Problem under Time-Dependent LimitationsLalla-Ruiz, Eduardo / Expósito-Izquierdo, Christopher / Melián-Batista, Belén / Moreno-Vega, J. Marcos et al. | 2015
- 1013
-
The effects of an undisclosed regular price and a positive leadtime in a presale mechanismMei, Wanxia / Du, Li / Niu, Baozhuang / Wang, Jincheng / Feng, Jiejian et al. | 2015
- 1026
-
Changes in technical efficiency after quality management certification: A DEA approach using difference-in-difference estimation with genetic matching in the hospital industryLindlbauer, Ivonne / Schreyögg, Jonas / Winter, Vera et al. | 2015
- IFC
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Editorial Board| 2016