Results for *

Displaying results 1 to 25 of 39.

  1. Solutions and fair cost allocations for cooperative lot sizing with transshipments and scarce capacities
    Published: 2008
    Publisher:  Univ., Mercator School of Management, Duisburg

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2009 B 5401
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    HW 13 (332)
    Unlimited inter-library loan, copies and loan
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    09-3239
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg ; 332
    Subjects: Losgröße; Transportproblem; Core; Kooperatives Spiel; Mathematische Optimierung; Theorie
    Scope: 26 Bl.
    Notes:

    Literaturverz. Bl. 22 - 26

  2. Solutions and fair cost allocations for cooperative lot sizing with transshipments and scare capacities
    Published: 2008
    Publisher:  Univ. Duisburg-Essen, Duisburg

    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910 ; QB 910
    Series: Diskussionsbeiträge des Fachbereichs Betriebswirtschaft Mercator School of Management (MSM) Universität Duisburg-Essen ; Nr. 332
    Subjects: Losgröße; Transportproblem; Kern <Spieltheorie>; Kooperatives Spiel; Optimierung; Theorie
    Other subjects: (stw)Losgröße; (stw)Transportproblem; (stw)Core; (stw)Kooperatives Spiel; (stw)Mathematische Optimierung; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 26 S., 30 cm
    Notes:

    Literaturverz. S. 22 - 26

  3. On the improvement of robust price bounds
    Published: September 2019

    Abstract: This thesis studies several topics related to the area of model-independent and robust finance.<br>In particular, the work addresses valuation approaches that can be applied to determine robust price bounds for exotic derivatives which are... more

    Universitätsbibliothek Braunschweig
    No inter-library loan
    Staats- und Universitätsbibliothek Bremen
    No inter-library loan
    Universitätsbibliothek Clausthal
    No inter-library loan
    Fachhochschule Erfurt, Hochschulbibliothek
    No inter-library loan
    Universitätsbibliothek Freiburg
    No inter-library loan
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    No inter-library loan
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    Technische Universität Hamburg, Universitätsbibliothek
    No inter-library loan
    Bibliothek der Hochschule Hannover
    No inter-library loan
    Bibliothek im Kurt-Schwitters-Forum
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
    Zentrale Hochschulbibliothek Lübeck
    No inter-library loan
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    No inter-library loan
    Hochschule Magdeburg-Stendal, Hochschulbibliothek
    No inter-library loan
    Hochschule Osnabrück, Bibliothek Campus Westerberg
    No inter-library loan
    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
    No inter-library loan
    UB Weimar
    No inter-library loan

     

    Abstract: This thesis studies several topics related to the area of model-independent and robust finance.
    In particular, the work addresses valuation approaches that can be applied to determine robust price bounds for exotic derivatives which are calculable without imposing assumptions on the dynamics or joint distributions of an underlying process. However, it turns out that the drawback of avoiding specific model assumptions is a lack of applicability in practice since the resulting price bounds are usually rather coarse.
    We show in several approaches how to respect additional constraints yielding a tightened interval of possible prices. For this, we either derive additional market-implied price information and use this information to obtain restrictions on the set of admissible pricing measures or we study the influence of common assumptions in particular situations. Both approaches enable to compute improved price bounds by using adjusted martingale transport techniques which respect the resulting supplementary constraints.
    In a first investigation we take information on the variance of the returns into account. Our study reveals that this information indeed effectively tightens the admissible price range for numerous derivatives whose payoff relies on a single security. We then extend the investigations to derivatives depending on several different underlying securities. The results have important implications on the valuation of exotic basket options.
    We further study the incorporation of price information on options which do not directly influence the payoff of the derivative of interest. Surprisingly, taking into account such information can also result in tighter price bounds. We provide an extensive study on this issue in the three-marginal case. In some situations it also seems sensible to impose an assumption which implies that the underlying process is Markovian. We show how this assumption leads to a modified martingale transport problem and as well to tightened price bounds. Eventually we study a weaker notion of arbitrage, called G-arbitrage which allows to deploy profitable robust strategies even in markets free of robust arbitrage

     

    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    FRUB-opus-151466
    Subjects: Transportproblem; Bewertungstheorie; Arbitrage-Pricing-Theorie; Robustheit;
    Scope: 1 Online-Ressource (153 Seiten), Diagramme
    Notes:

    Dissertation, Albert-Ludwigs-Universität Freiburg, 2019

  4. Evaluation of two simple extreme transshipment strategies
    Published: 2002
    Publisher:  Univ., FEMM, Magdeburg

    Universitätsbibliothek Braunschweig
    2816-0375
    Unlimited inter-library loan, copies and loan
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    ZA 15240 (2002,1/15)
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1300 (2002.7)
    Unlimited inter-library loan, copies and loan
    Universität Potsdam, Universitätsbibliothek
    02019067
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / Otto von Guericke University, FEMM, Faculty of Economics and Management ; 2002,7
    Subjects: Transportproblem; Theorie
    Scope: 10 S
    Notes:

    Literaturverz. S. 9 - 10

  5. Solutions and fair cost allocations for cooperative lot sizing with transshipments and scarce capacities
    Published: 2008
    Publisher:  Univ. Duisburg-Essen, Mercator School of Management, Fachber. Betriebswirtschaft, Duisburg

    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    Unlimited inter-library loan, copies and loan
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2009 B 5401
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    HW 13 (332)
    Unlimited inter-library loan, copies and loan
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    09-3239
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Diskussionsbeiträge des Fachbereichs Betriebswirtschaft, Universität Duisburg-Essen, Campus Duisburg ; 332
    Subjects: Losgröße; Transportproblem; Core; Kooperatives Spiel; Mathematische Optimierung; Theorie
    Scope: 26 Bl.
    Notes:

    Literaturverz. Bl. 22 - 26

  6. Evaluation of two simple extreme transshipment strategies
    Published: 2002
    Publisher:  Univ., FEMM, Magdeburg

    Universität Potsdam, Universitätsbibliothek
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / Otto von Guericke University, FEMM, Faculty of Economics and Management ; 2002,7
    Subjects: Transportproblem; Theorie
    Scope: 10 S
    Notes:

    Literaturverz. S. 9 - 10

  7. Hybrid algorithms for the vehicle routing problem with pickup and delivery and two-dimensional loading constraints
    Published: [2017]
    Publisher:  Otto von Guericke Universität Magdeburg, Faculty of Economics and Management, Magdeburg

    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series ; 2017, no. 10
    Subjects: Güterverkehr; Tourenplanung; Transportproblem; Algorithmus; Optimierung; Verkehrsbetriebslehre
    Other subjects: (stw)Güterverkehr; (stw)Tourenplanung; (stw)Transportproblem; (stw)Algorithmus; (stw)Mathematische Optimierung; (stw)Transportmanagement; Arbeitspapier; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: 37 Seiten, Illustrationen, 30 cm
  8. Hybrid Algorithms for the Vehicle Routing Problem with Pickup and Delivery and Two-dimensional Loading Constraints
    Published: 2018
    Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: E-Journal
    Format: Online
    ISSN: 2628-1724
    Other identifier:
    Series: Working paper series ; 10/2017
    Subjects: Güterverkehr; Tourenplanung; Transportproblem; Algorithmus; Optimierung; Verkehrsbetriebslehre
    Other subjects: (stw)Güterverkehr; (stw)Tourenplanung; (stw)Transportproblem; (stw)Algorithmus; (stw)Mathematische Optimierung; (stw)Transportmanagement; Arbeitspapier; Online-Publikation; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
    Notes:

    Erscheinungsjahr der gedruckten Ausgabe des Digitalisats: 2017

  9. Vis-à-vis vs. mixed dock door assignment: a comparison of different cross dock layouts
    Published: 2010
    Publisher:  Univ., Wirtschaftswiss. Fak., Jena

    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Jena research papers in business and economics ; 2010,12
    Subjects: Güterverkehrszentrum; Güterverkehr; Transportproblem; Fabrikplanung; Simulation; Theorie
    Other subjects: (stw)Logistikzentrum; (stw)Güterverkehr; (stw)Transportproblem; (stw)Fabrikplanung; (stw)Simulation; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: 20 Bl., graph. Darst., 30 cm
    Notes:

    Literaturangaben

  10. Vis-à-vis vs. mixed dock door assignment: A comparison of different cross dock layouts
    Published: 2010
    Publisher:  Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät, Jena

    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: German
    Media type: E-Journal
    Format: Online
    ISSN: 1864-3108
    Other identifier:
    Series: Jena Research Papers in Business and Economics ; 2010,12
    Subjects: Güterverkehrszentrum; Güterverkehr; Transportproblem; Fabrikplanung; Simulation; Theorie
    Other subjects: (stw)Logistikzentrum; (stw)Güterverkehr; (stw)Transportproblem; (stw)Fabrikplanung; (stw)Simulation; (stw)Theorie; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  11. Travel demand modeling for multi-agent transport simulations
    algorithms and systems
    Published: 2007
    Publisher:  ETH, Zürich

    Universitätsbibliothek Braunschweig
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 254594
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Diss. ETH No. 17238
    Subjects: Transportproblem; Mathematische Optimierung; Verkehrsverhalten; Mikrosimulation; Agentenbasierte Modellierung; Schweiz; Deutschland
    Scope: Online-Ressource, XIV, 159 S. = 10125 KB, Text, graph. Darst.
    Notes:

    Zsfassung in dt. Sprache

    Zürich, Eidgenössische Techn. Hochsch., Diss., 2007

  12. Optimale Seminarthemenvergabe als klassisches Transportproblem der Unternehmensforschung
    Published: 2009
    Publisher:  FernUniv., Hagen (Westf.)

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B10-1453
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Series: Veröffentlichungen des Lehrstuhls für Betriebswirtschaftslehre, insbesondere Unternehmensgründung und Unternehmensnachfolge ; Nr. 4
    Subjects: Betriebswirtschaftsstudium; Studierende; Transportproblem
    Scope: 40 S., 30 cm
    Notes:

    Literaturangaben

  13. Vis-à-vis vs. mixed dock door assignment
    a comparison of different cross dock layouts
    Published: 2010
    Publisher:  Univ., Wirtschaftswiss. Fak., Jena

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    K 2012 B 5214
    Unlimited inter-library loan, copies and loan
    Thüringer Universitäts- und Landesbibliothek
    WIR:AJ:700:J51:-12:2010
    Unlimited inter-library loan, copies and loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1492 (2010,12)
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Jenaer Schriften zur Wirtschaftswissenschaft ; 12/2010
    Subjects: Logistikzentrum; Güterverkehr; Transportproblem; Fabrikplanung; Simulation; Theorie
    Scope: 20 Bl.
  14. Disruption management of rolling stock in passenger railway transportation
    Published: 2009
    Publisher:  ERIM, Rotterdam

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 26 (2009.046)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/16557
    Series: Array ; 2009,046
    Subjects: Schienenpersonenverkehr; Linienverkehr; Transportproblem; Tourenplanung; Scheduling-Verfahren
    Scope: Online-Ressource (PDF-Datei: 28 S., 702,86 KB), graph. Darst.
    Notes:

    Literaturverz. S. 27 - 28

  15. Vis-à-vis vs. mixed dock door assignment
    a comparison of different cross dock layouts
    Published: 2010
    Publisher:  Univ., Wirtschaftswiss. Fak., Jena

    Thüringer Universitäts- und Landesbibliothek
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Edition: [Online-Ausg.]
    Series: Jenaer Schriften zur Wirtschaftswissenschaft ; 12/2010
    Subjects: Logistikzentrum; Güterverkehr; Transportproblem; Fabrikplanung; Simulation; Theorie
    Scope: Online-Ressource (PDF-Datei: 20 S., 302,3 KB)
    Notes:

    Auch als gedr. Ausg. erschienen

  16. Exploring the known and the unknown
    future possibilities of system dynamics for humanitarian operations
    Published: 2010
    Publisher:  INSEAD, Fontainebleau

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; 2010,74
    Subjects: Transportproblem; Logistikdienstleister; Humanitäre Hilfe; Nonprofit-Organisation; System Dynamics; Theorie
    Scope: Online-Ressource (PDF-Datei: 33 S., 332 KB)
  17. Field vehicle fleet management in humanitarian operations
    a case-based approach
    Published: 2010
    Publisher:  INSEAD, Fontainebleau

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev. vers. of 2009/TOM/ISIC
    Series: Array ; 2010,38
    Subjects: Nonprofit-Organisation; Humanitäre Hilfe; Transportproblem; Fahrzeugflotte; Logistikdienstleister
    Scope: Online-Ressource (PDF-Datei: 57 S., 719 KB)
  18. Fixed-charge transportation on a path
    optimization, LP formulations and separation
    Published: 2010
    Publisher:  CORE, Louvain-la-Neuve

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 203 (2010,68)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 2078.1/68581
    Series: CORE discussion paper ; 2010,68
    Subjects: Transportproblem; Ganzzahlige Optimierung; Mathematische Optimierung; Theorie
    Scope: Online-Ressource (33 S.)
  19. Optimal solutions for a dock assignment problem with trailer transportation
    Published: 2010
    Publisher:  Katholieke Univ. Leuven, Faculty of Business and Economics, Leuven

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: KBI ; 1010
    Subjects: Logistikdienstleister; Prozessmanagement; Transportproblem; Ganzzahlige Optimierung
    Scope: Online-Ressource (28 S.), graph. Darst.
  20. Revealing additional dimensions of preference heterogeneity in a latent class mixed multinomial logit model
    Published: 2010
    Publisher:  Leonard N. Stern School of Business, Department of Economics, New York, NY

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Nicht speichern
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / New York University, Leonard N. Stern School of Business, Department of Economics ; EC-10-17
    Subjects: Transportproblem; Verkehrsmittelwahl; Multivariate Analyse; Logit-Modell; Präferenztheorie
    Scope: Online-Ressource (PDF-Datei: 11 S., 191,37 KB), graph. Darst.
  21. Economic models for inland navigation in the context of climate change
    Published: 2011
    Publisher:  Thela Thesis, [Amsterdam]

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B 377359
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    ISBN: 9789036102278
    Series: Tinbergen Institute research series ; 495
    Research series / Universiteit van Amsterdam
    Subjects: Güterverkehr; Klimawandel; Transportproblem; Matching; Infrastrukturinvestition; Westeuropa; Backhaul Problem
    Scope: 122 S., graph. Darst.
    Notes:

    Zsfassung in niederl. Sprache

    Zugl.: Amsterdam, Vrije Univ., Diss., 2011

  22. The value of inaccurate advance time window information in a pick-up and delivery problem
    Published: 2014
    Publisher:  ERIM, Rotterdam

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 26 (2014.002)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/50394
    Series: ERIM report series research in management ; 2014,002
    Subjects: Tourenplanung; Transportproblem; Terminplanung; Dynamische Optimierung; Szenariotechnik
    Scope: 30 S., graph. Darst.
  23. Allocating containers to ships with fixed departure times
    Published: 2008
    Publisher:  Univ., Inst. f. Betriebswirtschaftslehre, Kiel

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 504 (641)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/147559
    Series: Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel ; 641
    Subjects: Containerschifffahrt; Linienverkehr; Scheduling-Verfahren; Transportproblem
    Scope: 12 S., graph. Darst.
  24. Optimal pits and optimal transportation
    Published: 2014
    Publisher:  CORE, Louvain-la-Neuve

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 203 (2014,52)
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 2078.1/152565
    Series: Discussion paper / CORE ; 2014,52
    Subjects: Transportproblem; Lineare Optimierung; Mathematische Optimierung
    Scope: Online-Ressource (15 S.)
  25. Aggregation in large-scale distribution systems
    Published: 1978

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B 352388
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    Subjects: Transportproblem; Aggregation; Statistischer Test; USA
    Scope: XV, 151 S., graph. Darst., Kt.
    Notes:

    Kopie, ersch. im Verl. UMI, Ann Arbor, Mich

    Zugl.: West Lafayette, Ind., Purdue Univ., Diss., 1978