Jan Ubøe
(Jan Uboe)
Personal Details
First Name: | Jan |
Middle Name: | |
Last Name: | Uboe |
Suffix: | |
RePEc Short-ID: | pub12 |
[This author has chosen not to make the email address public] | |
Affiliation
Institutt for foretaksøkonomi
Norges Handelshøyskole (NHH)
Bergen, Norwayhttp://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx
RePEc:edi:dfnhhno (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Braathen, Christian & Thorsen, Inge & Ubøe, Jan, 2022. "Adjusting for Cell Suppression in Commuting Trip Data," Discussion Papers 2022/13, Norwegian School of Economics, Department of Business and Management Science.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2019. "Markets With Memory: Dynamic Channel Optimization Models With Price-Dependent Stochastic Demand," Discussion Papers 2019/8, Norwegian School of Economics, Department of Business and Management Science.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2019. "Solution Algorithms for Optimal Buy-Back Contracts in Multi-period Channel Equilibria with Stochastic Demand and Delayed Information," Discussion Papers 2019/10, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2019. "Explicit Solution Algorithms for Order and Price Postponement in Multi-periodic Channel Optimization," Discussion Papers 2019/9, Norwegian School of Economics, Department of Business and Management Science.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2016. "Channel Coordination in a Multi-period Newsvendor Model with Dynamic, Price-dependent Stochastic Demand," Discussion Papers 2016/6, Norwegian School of Economics, Department of Business and Management Science.
- Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif K., 2014. "Probabilistic cost efficiency and bounded rationality in the newsvendor model," Discussion Papers 2014/41, Norwegian School of Economics, Department of Business and Management Science.
- Babri, Sahar & McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2014. "Modelling social welfare effects of relocation and road pricing," Discussion Papers 2014/42, Norwegian School of Economics, Department of Business and Management Science.
- Babri, Sahar & McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013. "Optimum congestion pricing in a complex network," Discussion Papers 2013/4, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013.
"Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model,"
Discussion Papers
2013/9, Norwegian School of Economics, Department of Business and Management Science.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model," Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
- Sandal, Leif K. & Ubøe, Jan, 2012. "Stackelberg equilibria in a multiperiod vertical contracting model with uncertain and price-dependent demand," Discussion Papers 2012/2, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Inge Thorsen & David McArthur, 2011. "Modelling intra-regional geographic mobility in a rural setting," ERSA conference papers ersa11p1243, European Regional Science Association.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011.
"A maximum entropy approach to the newsvendor problem with partial information,"
Discussion Papers
2011/14, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011.
"Stochastic Stackelberg equilibria with applications to time dependent newsvendor models,"
Discussion Papers
2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Øksendal, Bernt & Sandal, Leif & Ubøe, Jan, 2013. "Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1284-1299.
- Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011. "Mixed contracts for the newsvendor problem with real options," Discussion Papers 2011/6, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010.
"The impact of pecuniary costs on commuting flows,"
Discussion Papers
2010/4, Norwegian School of Economics, Department of Business and Management Science.
- David McArthur & Gisle Kleppe & Inge Thorsen & Jan Uböe, 2011. "The impact of pecuniary costs on commuting flows," ERSA conference papers ersa10p874, European Regional Science Association.
- Andersson, Jonas & Ubøe, Jan, 2010. "Some aspects of random utility, extreme value theory and multinomial logit models," Discussion Papers 2010/1, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010.
"The spatial transferability of parameters in a gravity model of commuting flows,"
Discussion Papers
2010/3, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2011. "The spatial transferability of parameters in a gravity model of commuting flows," Journal of Transport Geography, Elsevier, vol. 19(4), pages 596-605.
- Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009.
"Modeling Freight Markets for Coal,"
Discussion Papers
2008/26, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009. "Modeling freight markets for coal," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2009. "Congested Interregional Infrastructure, Road Pricing and Regional Labour Markets," Discussion Papers 2009/3, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David & Thorsen, Inge & Ubøe, Jan, 2008. "An agent-based computational approach to explaining persistent spatial unemployment disparities," Discussion Papers 2008/17, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Thorsen, Inge & Ubøe, Jan, 2007. "Revelation of Preferences in Trip Distribution Models," Discussion Papers 2007/18, Norwegian School of Economics, Department of Business and Management Science.
- Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per, 2007. "Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system," Discussion Papers 2007/2, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2007. "Modeling Heterogeneity in Trip-distributions with Partial Information," Discussion Papers 2007/23, Norwegian School of Economics, Department of Business and Management Science.
- Ubøe, Jan & Lillestøl, Jostein, 2007. "Revelation of Preferences in Patient List Data," Discussion Papers 2007/22, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Ubøe, Jan, 2006.
"Strategic pricing of commodities,"
Discussion Papers
2006/19, Norwegian School of Economics, Department of Business and Management Science.
- Kurt Jornsten & Jan Ubøe, 2009. "Strategic Pricing of Commodities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(5), pages 385-399.
- Ubøe, Jan & Lillestøl, Jostein, 2006.
"Benefit efficient statistical distributions on patient lists,"
Discussion Papers
2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Uboe, Jan & Lillestol, Jostein, 2007. "Benefit efficient statistical distributions on patient lists," Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
- Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006. "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers 2006/4, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Ubøe, Jan, 2005. "Efficient Statistical Equilibria in Markets," Discussion Papers 2005/2, Norwegian School of Economics, Department of Business and Management Science.
- Gitlesen, Jens Petter & Thorsen, Inge & Ubøe, Jan, 2004. "Misspecifications due to aggregation of data in models for journeys-to-work," Discussion Papers 2004/13, Norwegian School of Economics, Department of Business and Management Science.
- Jens Petter Gitlesen & Inge Thorsen & Jan Ubøe, 2004. "Misspecifications in modelling journeys to work," ERSA conference papers ersa04p420, European Regional Science Association.
- Gjestland, Arnstein & Thorsen, Inge & Uboe, Jan, 1999.
"Some Aspects on the Intraregional spatial Distribution of Local Sector Activities,"
ERSA conference papers
ersa99pa416, European Regional Science Association.
- Arnstein Gjestland & Inge Thorsen & Jan Ubøe, 2006. "Some aspects of the intraregional spatial distribution of local sector activities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(3), pages 559-582, August.
Articles
- Reza Azad Gholami & Leif Kristoffer Sandal & Jan Ubøe, 2022. "Construction of Equilibria in Strategic Stackelberg Games in Multi-Period Supply Chain Contracts," Games, MDPI, vol. 13(6), pages 1-26, October.
- Gholami, Reza Azad & Sandal, Leif Kristoffer & Ubøe, Jan, 2021. "A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demand," Omega, Elsevier, vol. 102(C).
- Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014.
"Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model,"
Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013. "Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model," Discussion Papers 2013/9, Norwegian School of Economics, Department of Business and Management Science.
- Øksendal, Bernt & Sandal, Leif & Ubøe, Jan, 2013.
"Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1284-1299.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011. "Stochastic Stackelberg equilibria with applications to time dependent newsvendor models," Discussion Papers 2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Lise Nonås, Sigrid & Sandal, Leif & Ubøe, Jan, 2013. "Mixed contracts for the newsvendor problem with real options and discrete demand," Omega, Elsevier, vol. 41(5), pages 809-819.
- David Philip McArthur & Gisle Kleppe & Inge Thorsen & Jan Ubøe, 2013. "The impact of monetary costs on commuting flows," Papers in Regional Science, Wiley Blackwell, vol. 92(1), pages 69-86, March.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013.
"A maximum entropy approach to the newsvendor problem with partial information,"
European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011. "A maximum entropy approach to the newsvendor problem with partial information," Discussion Papers 2011/14, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, D.P. & Thorsen, I. & Ubøe, J., 2012. "Labour market effects in assessing the costs and benefits of road pricing," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 310-321.
- Jörnsten, Kurt & Lise Nonås, Sigrid & Sandal, Leif & Ubøe, Jan, 2012. "Transfer of risk in the newsvendor model with discrete demand," Omega, Elsevier, vol. 40(3), pages 404-414.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2011.
"The spatial transferability of parameters in a gravity model of commuting flows,"
Journal of Transport Geography, Elsevier, vol. 19(4), pages 596-605.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010. "The spatial transferability of parameters in a gravity model of commuting flows," Discussion Papers 2010/3, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Ubøe, Jan, 2010. "Quantification of preferences in markets," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 453-466, July.
- David Philip Mcarthur & Inge Thorsen & Jan Ubøe, 2010. "A Micro‐Simulation Approach to Modelling Spatial Unemployment Disparities," Growth and Change, Wiley Blackwell, vol. 41(3), pages 374-402, September.
- Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009.
"Modeling freight markets for coal,"
Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
- Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009. "Modeling Freight Markets for Coal," Discussion Papers 2008/26, Norwegian School of Economics, Department of Business and Management Science.
- Kurt Jornsten & Jan Ubøe, 2009.
"Strategic Pricing of Commodities,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(5), pages 385-399.
- Jörnsten, Kurt & Ubøe, Jan, 2006. "Strategic pricing of commodities," Discussion Papers 2006/19, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Jens Petter Gitlesen & Inge Thorsen, 2008. "Laboratory Testing of Spurious Spatial Structure in Trip Distribution Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(3), pages 361-372.
- Uboe, Jan & Lillestol, Jostein, 2007.
"Benefit efficient statistical distributions on patient lists,"
Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
- Ubøe, Jan & Lillestøl, Jostein, 2006. "Benefit efficient statistical distributions on patient lists," Discussion Papers 2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Arnstein Gjestland & Inge Thorsen & Jan Ubøe, 2006.
"Some aspects of the intraregional spatial distribution of local sector activities,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(3), pages 559-582, August.
- Gjestland, Arnstein & Thorsen, Inge & Uboe, Jan, 1999. "Some Aspects on the Intraregional spatial Distribution of Local Sector Activities," ERSA conference papers ersa99pa416, European Regional Science Association.
- Jan Ubøe, 2004. "Aggregation of Gravity Models for Journeys to Work," Environment and Planning A, , vol. 36(4), pages 715-729, April.
- Glenn, Paul & Thorsen, Inge & Ubøe, Jan, 2004. "Wage payoffs and distance deterrence in the journey to work," Transportation Research Part B: Methodological, Elsevier, vol. 38(9), pages 853-867, November.
- Kurt Jörnsten & Inge Thorsen & Jan Ubøe, 2004. "Replication/Prediction Problems in the Journey to Work," Environment and Planning A, , vol. 36(2), pages 347-364, February.
- Jan Ubøe & Inge Thorsen, 2002. "Modelling residential location choice in an area with spatial barriers," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 36(4), pages 613-644.
- Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault, 2000. "White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance," Finance and Stochastics, Springer, vol. 4(4), pages 465-496.
- Ubøe, Jan, 2000. "Measurements of ordinary and stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 89(2), pages 315-331, October.
- Ubøe, Jan & Zhang, Tusheng, 1995. "A stability property of the stochastic heat equation," Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 247-260, December.
Chapters
- Jan Ubøe, 2017. "Basic Probability Distributions," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 7, pages 113-157, Springer.
- Jan Ubøe, 2017. "Random Variables, Mean, and Variance," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 5, pages 75-96, Springer.
- Jan Ubøe, 2017. "Joint Distributions," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 6, pages 97-111, Springer.
- Jan Ubøe, 2017. "Conditional Probability," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 4, pages 55-74, Springer.
- Jan Ubøe, 2017. "Commonly Used Tests," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 10, pages 201-244, Springer.
- Jan Ubøe, 2017. "Combinatorics," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 3, pages 41-53, Springer.
- Jan Ubøe, 2017. "Probability," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 2, pages 27-39, Springer.
- Jan Ubøe, 2017. "Descriptive Statistics," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 1, pages 1-26, Springer.
- Jan Ubøe, 2017. "Hypothesis Testing," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 9, pages 177-200, Springer.
- Jan Ubøe, 2017. "Linear Regression," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 11, pages 245-314, Springer.
- Jan Ubøe, 2017. "Estimation," Springer Texts in Business and Economics, in: Introductory Statistics for Business and Economics, chapter 8, pages 159-175, Springer.
- David Philip McArthur & Liv Osland & Inge Thorsen & Jan Ubøe, 2016. "Rural depopulation, labour market accessibility and housing prices," Chapters, in: Karst T. Geurs & Roberto Patuelli & Tomaz Ponce Dentinho (ed.), Accessibility, Equity and Efficiency, chapter 4, pages 55-80, Edward Elgar Publishing.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Transport networks and accessibility: complex spatial interactions," Chapters, in: Ana Condeço-Melhorado & Aura Reggiani & Javier Gutiérrez (ed.), Accessibility and Spatial Interaction, chapter 3, pages 38-61, Edward Elgar Publishing.
Books
- Jan Ubøe, 2017. "Introductory Statistics for Business and Economics," Springer Texts in Business and Economics, Springer, number 978-3-319-70936-9, December.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Babri, Sahar & McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013.
"Optimum congestion pricing in a complex network,"
Discussion Papers
2013/4, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Omid M. Rouhani & H. Oliver Gao, 2016. "Evaluating Various Road Ownership Structures and Potential Competition on an Urban Road Network," Networks and Spatial Economics, Springer, vol. 16(4), pages 1019-1042, December.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013.
"Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model,"
Discussion Papers
2013/9, Norwegian School of Economics, Department of Business and Management Science.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model," Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
Cited by:
- Thorsen, Helge Sandvig & Thorsen, Inge, 2017. "Effects of transportation barriers on geographic asymmetries in labour markets," Research in Transportation Economics, Elsevier, vol. 63(C), pages 27-37.
- Azam Azad Gholami & Inge Thorsen & Jan Ubøe, 2024. "An Agent-based Approach to Study Spatial Structure Effects on Estimated Distance Deterrence in Commuting," Networks and Spatial Economics, Springer, vol. 24(3), pages 621-653, September.
- Sandal, Leif K. & Ubøe, Jan, 2012.
"Stackelberg equilibria in a multiperiod vertical contracting model with uncertain and price-dependent demand,"
Discussion Papers
2012/2, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011.
"Stochastic Stackelberg equilibria with applications to time dependent newsvendor models,"
Discussion Papers
2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Øksendal, Bernt & Sandal, Leif & Ubøe, Jan, 2013. "Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1284-1299.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011.
"A maximum entropy approach to the newsvendor problem with partial information,"
Discussion Papers
2011/14, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2016. "Channel Coordination in a Multi-period Newsvendor Model with Dynamic, Price-dependent Stochastic Demand," Discussion Papers 2016/6, Norwegian School of Economics, Department of Business and Management Science.
- Weiwei Zhang & Zhongfei Li & Ke Fu & Fan Wang, 2017. "Effect of the Return Policy in a Continuous-Time Newsvendor Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-28, December.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011.
"Stochastic Stackelberg equilibria with applications to time dependent newsvendor models,"
Discussion Papers
2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011.
"A maximum entropy approach to the newsvendor problem with partial information,"
Discussion Papers
2011/14, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
Cited by:
- Tian, Xuecheng & Wang, Shuaian & Laporte, Gilbert & Yang, Ying, 2024. "Determinism versus uncertainty: Examining the worst-case expected performance of data-driven policies," European Journal of Operational Research, Elsevier, vol. 318(1), pages 242-252.
- Bajgiran, Amirsaman H. & Mardikoraem, Mahsa & Soofi, Ehsan S., 2021. "Maximum entropy distributions with quantile information," European Journal of Operational Research, Elsevier, vol. 290(1), pages 196-209.
- Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.
- Qiu, Ruozhen & Sun, Minghe & Lim, Yun Fong, 2017. "Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 880-892.
- Anh Ninh, 2021. "Robust newsvendor problems with compound Poisson demands," Annals of Operations Research, Springer, vol. 302(1), pages 327-338, July.
- Straubert, Christian & Sucky, Eric, 2023. "Inventory competition on electronic marketplaces – A competitive newsvendor problem with a unilateral sales commission fee," European Journal of Operational Research, Elsevier, vol. 309(2), pages 656-670.
- Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
- Fleischhacker, Adam J. & Fok, Pak-Wing, 2015. "On the relationship between entropy, demand uncertainty, and expected loss," European Journal of Operational Research, Elsevier, vol. 245(2), pages 623-628.
- Kamburowski, Jerzy, 2014. "The distribution-free newsboy problem under the worst-case and best-case scenarios," European Journal of Operational Research, Elsevier, vol. 237(1), pages 106-112.
- Soroush Saghafian & Brian Tomlin, 2016. "The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information," Operations Research, INFORMS, vol. 64(1), pages 167-185, February.
- András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
- Irfanullah Khan & Biswajit Sarkar, 2021. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
- Andrew Butters, R., 2019. "On demand uncertainty in the newsvendor model," Economics Letters, Elsevier, vol. 185(C).
- Anh Ninh & Honggang Hu & David Allen, 2019. "Robust newsvendor problems: effect of discrete demands," Annals of Operations Research, Springer, vol. 275(2), pages 607-621, April.
- Guo, Min & Chen, Yu-wang & Wang, Hongwei & Yang, Jian-Bo & Zhang, Keyong, 2019. "The single-period (newsvendor) problem under interval grade uncertainties," European Journal of Operational Research, Elsevier, vol. 273(1), pages 198-216.
- Guanghua Han & Xujin Pu & Bo Fan, 2017. "Sustainable Governance of Organic Food Production When Market Forecast Is Imprecise," Sustainability, MDPI, vol. 9(6), pages 1-20, June.
- Weiwei Zhang & Zhongfei Li & Ke Fu & Fan Wang, 2017. "Effect of the Return Policy in a Continuous-Time Newsvendor Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-28, December.
- András Prékopa & Anh Ninh & Gabriela Alexe, 2016. "On the relationship between the discrete and continuous bounding moment problems and their numerical solutions," Annals of Operations Research, Springer, vol. 238(1), pages 521-575, March.
- Bai, Qingguo & Xu, Jianteng & Gong, Yeming & Chauhan, Satyaveer S., 2022. "Robust decisions for regulated sustainable manufacturing with partial demand information: Mandatory emission capacity versus emission tax," European Journal of Operational Research, Elsevier, vol. 298(3), pages 874-893.
- Tao Wang & Jian-sheng Chen & Ting Wang & Shuang Wang, 2015. "Entropy weight-set pair analysis based on tracer techniques for dam leakage investigation," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(2), pages 747-767, March.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011.
"Stochastic Stackelberg equilibria with applications to time dependent newsvendor models,"
Discussion Papers
2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Øksendal, Bernt & Sandal, Leif & Ubøe, Jan, 2013. "Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1284-1299.
Cited by:
- Gholami, Reza Azad & Sandal, Leif Kristoffer & Ubøe, Jan, 2021. "A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demand," Omega, Elsevier, vol. 102(C).
- Reza Azad Gholami & Leif Kristoffer Sandal & Jan Ubøe, 2022. "Construction of Equilibria in Strategic Stackelberg Games in Multi-Period Supply Chain Contracts," Games, MDPI, vol. 13(6), pages 1-26, October.
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2019. "Markets With Memory: Dynamic Channel Optimization Models With Price-Dependent Stochastic Demand," Discussion Papers 2019/8, Norwegian School of Economics, Department of Business and Management Science.
- Chen, Lv & Shen, Yang & Su, Jianxi, 2020. "A continuous-time theory of reinsurance chains," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 129-146.
- Azad Gholami, Reza & Sandal, Leif Kristoffer & Ubøe, Jan, 2024. "Who benefits from postponement in multi-period supply channel optimization?," Omega, Elsevier, vol. 123(C).
- Azad Gholami, Reza & Sandal, Leif K. & Ubøe, Jan, 2016. "Channel Coordination in a Multi-period Newsvendor Model with Dynamic, Price-dependent Stochastic Demand," Discussion Papers 2016/6, Norwegian School of Economics, Department of Business and Management Science.
- Li Chen & Peipei Zhou & Hua Xiao, 2023. "Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations," Mathematics, MDPI, vol. 11(13), pages 1-18, June.
- Kogan, Konstantin & Chernonog, Tatyana, 2019. "Competition under industry-stock-driven prevailing market price: Environmental consequences and the effect of uncertainty," European Journal of Operational Research, Elsevier, vol. 276(3), pages 929-946.
- Weiwei Zhang & Zhongfei Li & Ke Fu & Fan Wang, 2017. "Effect of the Return Policy in a Continuous-Time Newsvendor Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 34(06), pages 1-28, December.
- Sandal, Leif K. & Ubøe, Jan, 2012. "Stackelberg equilibria in a multiperiod vertical contracting model with uncertain and price-dependent demand," Discussion Papers 2012/2, Norwegian School of Economics, Department of Business and Management Science.
- Jingtang Ma & Shan Yang, 2024. "High-dimensional stochastic control models for newsvendor problems and deep learning resolution," Annals of Operations Research, Springer, vol. 339(1), pages 789-811, August.
- Youkyung Won, 2016. "Dominance Relationship Among the Retailer’s Strategies Under the Semi-Stackelberg Newsvendor Situation with Quantity Discounts," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 33(02), pages 1-20, April.
- Zheng, Yueyang & Shi, Jingtao, 2022. "A linear-quadratic partially observed Stackelberg stochastic differential game with application," Applied Mathematics and Computation, Elsevier, vol. 420(C).
- Yueyang Zheng & Jingtao Shi, 2020. "A Stackelberg Game of Backward Stochastic Differential Equations with Applications," Dynamic Games and Applications, Springer, vol. 10(4), pages 968-992, December.
- Ata Allah Taleizadeh & Mahsa Noori-daryan & Kannan Govindan, 2016. "Pricing and ordering decisions of two competing supply chains with different composite policies: a Stackelberg game-theoretic approach," International Journal of Production Research, Taylor & Francis Journals, vol. 54(9), pages 2807-2836, May.
- Alavi Fard, Farzad & He, Jian & Ivanov, Dmitry & Jie, Ferry, 2019. "A utility adjusted newsvendor model with stochastic demand," International Journal of Production Economics, Elsevier, vol. 211(C), pages 154-165.
- Wang, Yu & Yan, Zhiguo, 2023. "Pareto-based Stackelberg differential game for stochastic systems with multi-followers," Applied Mathematics and Computation, Elsevier, vol. 436(C).
- Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011.
"Mixed contracts for the newsvendor problem with real options,"
Discussion Papers
2011/6, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Irfanullah Khan & Biswajit Sarkar, 2021. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
- Andersson, Jonas & Ubøe, Jan, 2010.
"Some aspects of random utility, extreme value theory and multinomial logit models,"
Discussion Papers
2010/1, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Murayama, Koji & Nagayasu, Jun, 2019. "Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration," MPRA Paper 95691, University Library of Munich, Germany.
- Malte Braack & Christian Henning & Johannes Ziesmer, 2024. "Pure strategy Nash equilibria for bargaining models of collective choice," International Journal of Game Theory, Springer;Game Theory Society, vol. 53(2), pages 373-421, June.
- Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.
- Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010.
"The spatial transferability of parameters in a gravity model of commuting flows,"
Discussion Papers
2010/3, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2011. "The spatial transferability of parameters in a gravity model of commuting flows," Journal of Transport Geography, Elsevier, vol. 19(4), pages 596-605.
Cited by:
- Gabriel M. Ahlfeldt & Stephen J. Redding & Daniel M. Sturm & Nikolaus Wolf, 2012.
"The Economics of Density: Evidence from the Berlin Wall,"
CEP Discussion Papers
dp1154, Centre for Economic Performance, LSE.
- Gabriel M. Ahlfeldt & Stephen J. Redding & Daniel M. Sturm & Nikolaus Wolf, 2015. "The Economics of Density: Evidence From the Berlin Wall," Econometrica, Econometric Society, vol. 83, pages 2127-2189, November.
- Ahlfeldt, Gabriel M. & Redding, Stephen J. & Sturm, Daniel & Wolf, Nikolaus, 2012. "The economics of density: evidence from the Berlin wall," LSE Research Online Documents on Economics 58600, London School of Economics and Political Science, LSE Library.
- Ahlfeldt, Gabriel M. & Redding, Stephen & Sturm, Daniel M. & Wolf, Nikolaus, 2015. "The economics of density: evidence from the Berlin Wall," LSE Research Online Documents on Economics 61152, London School of Economics and Political Science, LSE Library.
- Sturm, Daniel & Ahlfeldt, Gabriel & Redding, Stephen & Wolf, Nikolaus, 2013. "The Economics of Density: Evidence from the Berlin Wall," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79873, Verein für Socialpolitik / German Economic Association.
- Gabriel M. Ahlfeldt & Stephen J. Redding & Daniel M. Sturm & Nikolaus Wolf, 2014. "The Economics of Density: Evidence from the Berlin Wall," NBER Working Papers 20354, National Bureau of Economic Research, Inc.
- Gabriel M. Ahlfeldt & Stephen J. Redding & Daniel M. Sturm & Nikolaus Wolf, 2012. "The Economics of Density: Evidence from the Berlin Wall," SERC Discussion Papers 0118, Centre for Economic Performance, LSE.
- Redding, Stephen & Sturm, Daniel & Wolf, Nikolaus & Ahlfeldt, Gabriel, 2014. "The Economics of Density: Evidence from the Berlin Wall," CEPR Discussion Papers 10097, C.E.P.R. Discussion Papers.
- Achim Ahrens & Sean Lyons, 2021. "Do rising rents lead to longer commutes? A gravity model of commuting flows in Ireland," Urban Studies, Urban Studies Journal Limited, vol. 58(2), pages 264-279, February.
- Dimitrios Tsiotas & Vassilis Tselios, 2023. "Dimension Reduction in the Topology of Multilayer Spatial Networks: The Case of the Interregional Commuting in Greece," Networks and Spatial Economics, Springer, vol. 23(1), pages 97-133, March.
- Dimitrios Tsiotas & George Aspridis & Ioannis Gavardinas & Labros Sdrolias & Dagmar Škodová-Parmová, 2019. "Gravity modeling in social science: the case of the commuting phenomenon in Greece," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 139-158, June.
- Javier Rubio-Herrero & Jesús Muñuzuri, 2021. "Indirect estimation of interregional freight flows with a real-valued genetic algorithm," Transportation, Springer, vol. 48(1), pages 257-282, February.
- Jorge Cabrera Delgado & Patrick Bonnel, 2016.
"Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon,"
Post-Print
halshs-01328761, HAL.
- Cabrera Delgado, Jorge & Bonnel, Patrick, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Journal of Transport Geography, Elsevier, vol. 51(C), pages 17-26.
- Ahlfeldt, Gabriel M. & Wendland, Nicolai, 2015.
"The spatial decay in commuting probabilities: employment potential vs. commuting gravity,"
LSE Research Online Documents on Economics
65023, London School of Economics and Political Science, LSE Library.
- Ahlfeldt, Gabriel M. & Wendland, Nicolai, 2016. "The spatial decay in commuting probabilities: Employment potential vs. commuting gravity," Economics Letters, Elsevier, vol. 143(C), pages 125-129.
- Gabriel M. Ahlfeldt & Nicolai Wendland, 2015. "The Spatial Decay in Commuting Probabilities: Employment Potential vs. Commuting Gravity," SERC Discussion Papers 0188, Centre for Economic Performance, LSE.
- Umut Türk, 2019.
"Socio-Economic Determinants of Student Mobility and Inequality of Access to Higher Education in Italy,"
Networks and Spatial Economics, Springer, vol. 19(1), pages 125-148, March.
- Umut Turk, 2017. "Socio-Economic Determinants of Student Mobility and Inequality of Access to Higher Education in Italy," Working Papers 08/2017, University of Verona, Department of Economics.
- Umut T¨¹rk, 2018. "Higher Education in Italy: Spatial Accessibility, Participation and Drop-outs," Business and Economic Research, Macrothink Institute, vol. 8(1), pages 38-50, March.
- Thomas, T. & Tutert, S.I.A., 2013. "An empirical model for trip distribution of commuters in The Netherlands: transferability in time and space reconsidered," Journal of Transport Geography, Elsevier, vol. 26(C), pages 158-165.
- Gjestland, Arnstein & McArthur, David Philip & Osland, Liv & Thorsen, Inge, 2014. "The suitability of hedonic models for cost-benefit analysis: Evidence from commuting flows," Transportation Research Part A: Policy and Practice, Elsevier, vol. 61(C), pages 136-151.
- Heuermann, Daniel F. & Schmieder, Johannes F., 2014. "Warping Space: High-Speed Rail and Returns to Scale in Local Labor Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100293, Verein für Socialpolitik / German Economic Association.
- Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009.
"Modeling Freight Markets for Coal,"
Discussion Papers
2008/26, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009. "Modeling freight markets for coal," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
Cited by:
- Abdolrasoul Ghasemi & Elnaz Miandoabchi & Shiva Soroushnia, 2021. "The attractiveness of seaport-based transport corridors: an integrated approach based on scenario planning and gravity models," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 23(3), pages 522-547, September.
- Katarzyna Kopczewska, 2011.
"Roads as Channel of Centrifugal Policy Transfer. Spatial Interactions Model Revised,"
ERSA conference papers
ersa11p720, European Regional Science Association.
- Katarzyna Kopczewska, 2013. "Roads as Channels of Centrifugal Policy Transfer: A Spatial Interaction Model Revised," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(3), September.
- Wenming Shi & Kevin X. Li, 2017. "Themes and tools of maritime transport research during 2000-2014," Maritime Policy & Management, Taylor & Francis Journals, vol. 44(2), pages 151-169, February.
- Haiying Jia & Ove Daae Lampe & Veronika Solteszova & Siri P. Strandenes, 2017. "An automatic algorithm for generating seaborne transport pattern maps based on AIS," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(4), pages 619-630, December.
- Sahar Babri & Kurt Jørnsten & Michael Viertel, 2017. "Application of gravity models with a fixed component in the international trade flows of coal, iron ore and crude oil," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(2), pages 334-351, June.
- McArthur, David & Thorsen, Inge & Ubøe, Jan, 2008.
"An agent-based computational approach to explaining persistent spatial unemployment disparities,"
Discussion Papers
2008/17, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2009. "Congested Interregional Infrastructure, Road Pricing and Regional Labour Markets," Discussion Papers 2009/3, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2007.
"Modeling Heterogeneity in Trip-distributions with Partial Information,"
Discussion Papers
2007/23, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Jan Ubøe & Jens Petter Gitlesen & Inge Thorsen, 2008. "Laboratory Testing of Spurious Spatial Structure in Trip Distribution Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(3), pages 361-372.
- Ubøe, Jan & Lillestøl, Jostein, 2006.
"Benefit efficient statistical distributions on patient lists,"
Discussion Papers
2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Uboe, Jan & Lillestol, Jostein, 2007. "Benefit efficient statistical distributions on patient lists," Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
Cited by:
- Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per, 2007. "Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system," Discussion Papers 2007/2, Norwegian School of Economics, Department of Business and Management Science.
- Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006.
"An empirically based implementation and evaluation of a network model for commuting flows,"
Discussion Papers
2006/4, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Jörnsten, Kurt & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2007. "Modeling Heterogeneity in Trip-distributions with Partial Information," Discussion Papers 2007/23, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Ubøe, Jan, 2005.
"Efficient Statistical Equilibria in Markets,"
Discussion Papers
2005/2, Norwegian School of Economics, Department of Business and Management Science.
Cited by:
- Ubøe, Jan & Lillestøl, Jostein, 2006.
"Benefit efficient statistical distributions on patient lists,"
Discussion Papers
2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Uboe, Jan & Lillestol, Jostein, 2007. "Benefit efficient statistical distributions on patient lists," Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
- Jörnsten, Kurt & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2007. "Modeling Heterogeneity in Trip-distributions with Partial Information," Discussion Papers 2007/23, Norwegian School of Economics, Department of Business and Management Science.
- Ubøe, Jan & Lillestøl, Jostein, 2006.
"Benefit efficient statistical distributions on patient lists,"
Discussion Papers
2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Gjestland, Arnstein & Thorsen, Inge & Uboe, Jan, 1999.
"Some Aspects on the Intraregional spatial Distribution of Local Sector Activities,"
ERSA conference papers
ersa99pa416, European Regional Science Association.
- Arnstein Gjestland & Inge Thorsen & Jan Ubøe, 2006. "Some aspects of the intraregional spatial distribution of local sector activities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(3), pages 559-582, August.
Cited by:
- Liv Osland & Inge Thorsen, 2008. "Effects on Housing Prices of Urban Attraction and Labor-Market Accessibility," Environment and Planning A, , vol. 40(10), pages 2490-2509, October.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Transport networks and accessibility: complex spatial interactions," Chapters, in: Ana Condeço-Melhorado & Aura Reggiani & Javier Gutiérrez (ed.), Accessibility and Spatial Interaction, chapter 3, pages 38-61, Edward Elgar Publishing.
- Braathen, Christian & Thorsen, Inge & Ubøe, Jan, 2022. "Adjusting for Cell Suppression in Commuting Trip Data," Discussion Papers 2022/13, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Inge Thorsen & David McArthur, 2011. "Modelling intra-regional geographic mobility in a rural setting," ERSA conference papers ersa11p1243, European Regional Science Association.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014.
"Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model,"
Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013. "Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model," Discussion Papers 2013/9, Norwegian School of Economics, Department of Business and Management Science.
- Olena Khlystova & Yelena Kalyuzhnova, 2023. "The impact of the creative industries and digitalization on regional resilience and productive entrepreneurship," The Journal of Technology Transfer, Springer, vol. 48(5), pages 1654-1695, October.
- Azam Azad Gholami & Inge Thorsen & Jan Ubøe, 2024. "An Agent-based Approach to Study Spatial Structure Effects on Estimated Distance Deterrence in Commuting," Networks and Spatial Economics, Springer, vol. 24(3), pages 621-653, September.
Articles
- Reza Azad Gholami & Leif Kristoffer Sandal & Jan Ubøe, 2022.
"Construction of Equilibria in Strategic Stackelberg Games in Multi-Period Supply Chain Contracts,"
Games, MDPI, vol. 13(6), pages 1-26, October.
Cited by:
- Azad Gholami, Reza & Sandal, Leif Kristoffer & Ubøe, Jan, 2024. "Who benefits from postponement in multi-period supply channel optimization?," Omega, Elsevier, vol. 123(C).
- Gholami, Reza Azad & Sandal, Leif Kristoffer & Ubøe, Jan, 2021.
"A solution algorithm for multi-period bi-level channel optimization with dynamic price-dependent stochastic demand,"
Omega, Elsevier, vol. 102(C).
Cited by:
- Azad Gholami, Reza & Sandal, Leif Kristoffer & Ubøe, Jan, 2024. "Who benefits from postponement in multi-period supply channel optimization?," Omega, Elsevier, vol. 123(C).
- Mojtaba Farrokh & Ehsan Ahmadi & Minghe Sun, 2023. "A robust stochastic possibilistic programming model for dynamic supply chain network design with pricing and technology selection decisions," OPSEARCH, Springer;Operational Research Society of India, vol. 60(3), pages 1082-1120, September.
- Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017.
"Statistical testing of bounded rationality with applications to the newsvendor model,"
European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.
Cited by:
- Tsionas, Mike G., 2020. "Bounded rationality and thick frontiers in stochastic frontier analysis," European Journal of Operational Research, Elsevier, vol. 284(2), pages 762-768.
- Tsionas, Mike G., 2023. "Bayesian learning in performance. Is there any?," European Journal of Operational Research, Elsevier, vol. 311(1), pages 263-282.
- Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014.
"Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model,"
Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
See citations under working paper version above.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013. "Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model," Discussion Papers 2013/9, Norwegian School of Economics, Department of Business and Management Science.
- Øksendal, Bernt & Sandal, Leif & Ubøe, Jan, 2013.
"Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1284-1299.
See citations under working paper version above.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011. "Stochastic Stackelberg equilibria with applications to time dependent newsvendor models," Discussion Papers 2011/9, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Lise Nonås, Sigrid & Sandal, Leif & Ubøe, Jan, 2013.
"Mixed contracts for the newsvendor problem with real options and discrete demand,"
Omega, Elsevier, vol. 41(5), pages 809-819.
Cited by:
- Chang, Shuhua & Li, Jiajing & Sethi, Suresh P. & Wang, Xinyu, 2024. "Risk hedging for VaR-constrained newsvendors," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 181(C).
- Eriksson, Katarina, 2019. "An option mechanism to coordinate a dyadic supply chain bilaterally in a multi-period setting," Omega, Elsevier, vol. 88(C), pages 196-209.
- Lukas, Elmar & Welling, Andreas, 2017. "Efficient non-cooperative bargaining despite keeping strategic information private," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 287-294.
- Karl Inderfurth & Peter Kelle & Rainer Kleber, 2014. "The Effect of Material Price and Product Demand Correlations on Combined Sourcing and Inventory Management," FEMM Working Papers 140013, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Irfanullah Khan & Biswajit Sarkar, 2021. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
- Biswas, Indranil & Avittathur, Balram, 2019. "Channel coordination using options contract under simultaneous price and inventory competition," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 123(C), pages 45-60.
- Han, Xiaoya & Yu, Yugang & Hu, Guiping, 2019. "A dynamic newsvendor problem with goodwill-dependent demands and minimum commitment," Omega, Elsevier, vol. 89(C), pages 242-256.
- Adkins, Roger & Paxson, Dean, 2013. "Deterministic models for premature and postponed replacement," Omega, Elsevier, vol. 41(6), pages 1008-1019.
- Guanghua Han & Xujin Pu & Bo Fan, 2017. "Sustainable Governance of Organic Food Production When Market Forecast Is Imprecise," Sustainability, MDPI, vol. 9(6), pages 1-20, June.
- Xu, Jinpeng & Feng, Gengzhong & Jiang, Wei & Wang, Shouyang, 2015. "Optimal procurement of long-term contracts in the presence of imperfect spot market," Omega, Elsevier, vol. 52(C), pages 42-52.
- Nookabadi, Ali Shahandeh, 2016. "Outsource planning through option contracts with demand and cost uncertaintyAuthor-Name: Nosoohi, Iman," European Journal of Operational Research, Elsevier, vol. 250(1), pages 131-142.
- David Philip McArthur & Gisle Kleppe & Inge Thorsen & Jan Ubøe, 2013.
"The impact of monetary costs on commuting flows,"
Papers in Regional Science, Wiley Blackwell, vol. 92(1), pages 69-86, March.
Cited by:
- Bjarnason, Thoroddur, 2014. "The effects of road infrastructure improvement on work travel in Northern Iceland," Journal of Transport Geography, Elsevier, vol. 41(C), pages 229-238.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Transport networks and accessibility: complex spatial interactions," Chapters, in: Ana Condeço-Melhorado & Aura Reggiani & Javier Gutiérrez (ed.), Accessibility and Spatial Interaction, chapter 3, pages 38-61, Edward Elgar Publishing.
- Gjestland, Arnstein & McArthur, David Philip & Osland, Liv & Thorsen, Inge, 2014. "The suitability of hedonic models for cost-benefit analysis: Evidence from commuting flows," Transportation Research Part A: Policy and Practice, Elsevier, vol. 61(C), pages 136-151.
- Heuermann, Daniel F. & Schmieder, Johannes F., 2014. "Warping Space: High-Speed Rail and Returns to Scale in Local Labor Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100293, Verein für Socialpolitik / German Economic Association.
- Azam Azad Gholami & Inge Thorsen & Jan Ubøe, 2024. "An Agent-based Approach to Study Spatial Structure Effects on Estimated Distance Deterrence in Commuting," Networks and Spatial Economics, Springer, vol. 24(3), pages 621-653, September.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013.
"A maximum entropy approach to the newsvendor problem with partial information,"
European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
See citations under working paper version above.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011. "A maximum entropy approach to the newsvendor problem with partial information," Discussion Papers 2011/14, Norwegian School of Economics, Department of Business and Management Science.
- McArthur, D.P. & Thorsen, I. & Ubøe, J., 2012.
"Labour market effects in assessing the costs and benefits of road pricing,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 310-321.
Cited by:
- Zhong, Shaopeng & Bushell, Max, 2017. "Built environment and potential job accessibility effects of road pricing: A spatial econometric perspective," Journal of Transport Geography, Elsevier, vol. 60(C), pages 98-109.
- Lindsey, Robin & Santos, Georgina, 2020. "Addressing transportation and environmental externalities with economics: Are policy makers listening?," Research in Transportation Economics, Elsevier, vol. 82(C).
- Zhong, Shaopeng & Wang, Shusheng & Jiang, Yao & Yu, Bo & Zhang, Wenhao, 2015. "Distinguishing the land use effects of road pricing based on the urban form attributes," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 44-58.
- Jörnsten, Kurt & Lise Nonås, Sigrid & Sandal, Leif & Ubøe, Jan, 2012.
"Transfer of risk in the newsvendor model with discrete demand,"
Omega, Elsevier, vol. 40(3), pages 404-414.
Cited by:
- Janssen, Larissa & Claus, Thorsten & Sauer, Jürgen, 2016. "Literature review of deteriorating inventory models by key topics from 2012 to 2015," International Journal of Production Economics, Elsevier, vol. 182(C), pages 86-112.
- Li, Xiang & Li, Yongjian & Cai, Xiaoqiang, 2012. "A note on the random yield from the perspective of the supply chain," Omega, Elsevier, vol. 40(5), pages 601-610.
- Pando, Valentín & San-José, Luis A. & García-Laguna, Juan & Sicilia, Joaquín, 2013. "A newsboy problem with an emergency order under a general backorder rate function," Omega, Elsevier, vol. 41(6), pages 1020-1028.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif K. & Ubøe, Jan, 2011.
"A maximum entropy approach to the newsvendor problem with partial information,"
Discussion Papers
2011/14, Norwegian School of Economics, Department of Business and Management Science.
- Andersson, Jonas & Jörnsten, Kurt & Nonås, Sigrid Lise & Sandal, Leif & Ubøe, Jan, 2013. "A maximum entropy approach to the newsvendor problem with partial information," European Journal of Operational Research, Elsevier, vol. 228(1), pages 190-200.
- Chang, Shuhua & Li, Jiajing & Sethi, Suresh P. & Wang, Xinyu, 2024. "Risk hedging for VaR-constrained newsvendors," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 181(C).
- Shah, Nita H & Soni, Hardik N & Patel, Kamlesh A, 2013. "Optimizing inventory and marketing policy for non-instantaneous deteriorating items with generalized type deterioration and holding cost rates," Omega, Elsevier, vol. 41(2), pages 421-430.
- Irfanullah Khan & Biswajit Sarkar, 2021. "Transfer of Risk in Supply Chain Management with Joint Pricing and Inventory Decision Considering Shortages," Mathematics, MDPI, vol. 9(6), pages 1-20, March.
- Fan, Yinghua & Feng, Yi & Shou, Yongyi, 2020. "A risk-averse and buyer-led supply chain under option contract: CVaR minimization and channel coordination," International Journal of Production Economics, Elsevier, vol. 219(C), pages 66-81.
- Banerjee, Pradeep K. & Turner, T. Rolf, 2012. "A flexible model for the pricing of perishable assets," Omega, Elsevier, vol. 40(5), pages 533-540.
- V. Pando & L. San-José & J. García-Laguna & J. Sicilia, 2014. "Some general properties for the newsboy problem with an extraordinary order," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 674-693, July.
- Tsan-Ming Choi, 2016. "Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations," Annals of Operations Research, Springer, vol. 237(1), pages 77-98, February.
- Tsan-Ming Choi, 2016. "Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations," Annals of Operations Research, Springer, vol. 237(1), pages 77-98, February.
- Chun-Hung Chiu & Tsan-Ming Choi, 2016. "Supply chain risk analysis with mean-variance models: a technical review," Annals of Operations Research, Springer, vol. 240(2), pages 489-507, May.
- Chong Wang & Xu Chen, 2017. "Option pricing and coordination in the fresh produce supply chain with portfolio contracts," Annals of Operations Research, Springer, vol. 248(1), pages 471-491, January.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2011.
"The spatial transferability of parameters in a gravity model of commuting flows,"
Journal of Transport Geography, Elsevier, vol. 19(4), pages 596-605.
See citations under working paper version above.
- McArthur, David Philip & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2010. "The spatial transferability of parameters in a gravity model of commuting flows," Discussion Papers 2010/3, Norwegian School of Economics, Department of Business and Management Science.
- Jörnsten, Kurt & Ubøe, Jan, 2010.
"Quantification of preferences in markets,"
Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 453-466, July.
Cited by:
- Jörnsten, Kurt & Ubøe, Jan, 2006.
"Strategic pricing of commodities,"
Discussion Papers
2006/19, Norwegian School of Economics, Department of Business and Management Science.
- Kurt Jornsten & Jan Ubøe, 2009. "Strategic Pricing of Commodities," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(5), pages 385-399.
- Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.
- Jörnsten, Kurt & Ubøe, Jan, 2006.
"Strategic pricing of commodities,"
Discussion Papers
2006/19, Norwegian School of Economics, Department of Business and Management Science.
- David Philip Mcarthur & Inge Thorsen & Jan Ubøe, 2010.
"A Micro‐Simulation Approach to Modelling Spatial Unemployment Disparities,"
Growth and Change, Wiley Blackwell, vol. 41(3), pages 374-402, September.
Cited by:
- Thorsen, Helge Sandvig & Thorsen, Inge, 2017. "Effects of transportation barriers on geographic asymmetries in labour markets," Research in Transportation Economics, Elsevier, vol. 63(C), pages 27-37.
- McArthur, D.P. & Thorsen, I. & Ubøe, J., 2012. "Labour market effects in assessing the costs and benefits of road pricing," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 310-321.
- Braathen, Christian & Thorsen, Inge & Ubøe, Jan, 2022. "Adjusting for Cell Suppression in Commuting Trip Data," Discussion Papers 2022/13, Norwegian School of Economics, Department of Business and Management Science.
- Tikoudis, Ioannis & Sundberg, Marcus & Karlström, Anders, 2012. "The effects of transport infrastructure on regional economic development: A simulated spatial overlapping generations model with heterogenous skill," The Journal of Transport and Land Use, Center for Transportation Studies, University of Minnesota, vol. 5(2), pages 77-101.
- Anette Haas & Liv Osland, 2014. "Commuting, Migration, Housing and Labour Markets: Complex Interactions," Urban Studies, Urban Studies Journal Limited, vol. 51(3), pages 463-476, February.
- Azam Azad Gholami & Inge Thorsen & Jan Ubøe, 2024. "An Agent-based Approach to Study Spatial Structure Effects on Estimated Distance Deterrence in Commuting," Networks and Spatial Economics, Springer, vol. 24(3), pages 621-653, September.
- Jan Ubøe & Jonas Andersson & Kurt Jörnsten & Siri Pettersen Strandenes, 2009.
"Modeling freight markets for coal,"
Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 11(3), pages 289-301, September.
See citations under working paper version above.
- Andersson, Jonas & Jörnsten, Kurt & Strandenes, Siri Pettersen & Ubøe, Jan, 2009. "Modeling Freight Markets for Coal," Discussion Papers 2008/26, Norwegian School of Economics, Department of Business and Management Science.
- Jan Ubøe & Jens Petter Gitlesen & Inge Thorsen, 2008.
"Laboratory Testing of Spurious Spatial Structure in Trip Distribution Models,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(3), pages 361-372.
Cited by:
- Oshan, Taylor M., 2020. "The spatial structure debate in spatial interaction modeling: 50 years on," OSF Preprints 42vxn, Center for Open Science.
- B. Fingleton & P. Cheshire & H. Garretsen & D. Igliori & J. Le Gallo & P. McCann & J. McCombie & V. Monastiriotis & B. Moore & M. Roberts, 2008. "Editorial," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(3), pages 269-273.
- Uboe, Jan & Lillestol, Jostein, 2007.
"Benefit efficient statistical distributions on patient lists,"
Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
See citations under working paper version above.
- Ubøe, Jan & Lillestøl, Jostein, 2006. "Benefit efficient statistical distributions on patient lists," Discussion Papers 2006/3, Norwegian School of Economics, Department of Business and Management Science.
- Arnstein Gjestland & Inge Thorsen & Jan Ubøe, 2006.
"Some aspects of the intraregional spatial distribution of local sector activities,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 40(3), pages 559-582, August.
See citations under working paper version above.
- Gjestland, Arnstein & Thorsen, Inge & Uboe, Jan, 1999. "Some Aspects on the Intraregional spatial Distribution of Local Sector Activities," ERSA conference papers ersa99pa416, European Regional Science Association.
- Glenn, Paul & Thorsen, Inge & Ubøe, Jan, 2004.
"Wage payoffs and distance deterrence in the journey to work,"
Transportation Research Part B: Methodological, Elsevier, vol. 38(9), pages 853-867, November.
Cited by:
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014. "Transport networks and accessibility: complex spatial interactions," Chapters, in: Ana Condeço-Melhorado & Aura Reggiani & Javier Gutiérrez (ed.), Accessibility and Spatial Interaction, chapter 3, pages 38-61, Edward Elgar Publishing.
- David Philip McArthur & Inge Thorsen & Jan Ubøe, 2014.
"Employment, Transport Infrastructure, and Rural Depopulation: A New Spatial Equilibrium Model,"
Environment and Planning A, , vol. 46(7), pages 1652-1665, July.
- McArthur, David Philip & Thorsen, Inge & Ubøe, Jan, 2013. "Employment, transport infrastructure and rural depopulation: a new spatial equilibrium model," Discussion Papers 2013/9, Norwegian School of Economics, Department of Business and Management Science.
- David Jung-Hwi Lee & Jean-Michel Guldmann, 2023. "Optimal Regional Allocation of Future Population and Employment under Urban Boundary and Density Constraints: A Spatial Interaction Modeling Approach," Land, MDPI, vol. 12(2), pages 1-33, February.
- Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault, 2000.
"White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance,"
Finance and Stochastics, Springer, vol. 4(4), pages 465-496.
Cited by:
- Aase, Knut K, 2005. "Using Option Pricing Theory to Infer About Historical Equity Premiums," University of California at Los Angeles, Anderson Graduate School of Management qt3dd602j5, Anderson Graduate School of Management, UCLA.
- Aase, Knut K., 2005.
"The perpetual American put option for jump-diffusions with applications,"
Discussion Papers
2005/12, Norwegian School of Economics, Department of Business and Management Science.
- Aase, Knut K, 2005. "The perpetual American put option for jump-diffusions with applications," University of California at Los Angeles, Anderson Graduate School of Management qt31g898nz, Anderson Graduate School of Management, UCLA.
- Aase, Knut K., 2004. "The perpetual American put option for jump-diffusions: Implications for equity premiums," Discussion Papers 2004/19, Norwegian School of Economics, Department of Business and Management Science.
- Hu, Yaozhong & Øksendal, Bernt, 2019. "Linear Volterra backward stochastic integral equations," Stochastic Processes and their Applications, Elsevier, vol. 129(2), pages 626-633.
- N. Naguez & J. L. Prigent, 2017.
"Optimal portfolio positioning within generalized Johnson distributions,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1037-1055, July.
- N. Naguez & Jean-Luc Prigent, 2017. "Optimal portfolio positioning within generalized Johnson distributions," Post-Print hal-03679701, HAL.
- Naceur Naguez & Jean-Luc Prigent, 2014. "Optimal Portfolio Positioning within Generalized Johnson Distributions," Working Papers 2014-336, Department of Research, Ipag Business School.
- Masahiro Handa & Noriyoshi Sakuma & Ryoichi Suzuki, 2024. "A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$ L 1 -pure jump additive processes and its application to portfolio optimization," Annals of Finance, Springer, vol. 20(3), pages 329-352, September.
- Wei Chen, 2013. "Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty," Papers 1306.4070, arXiv.org.
- Suzuki, Ryoichi, 2018. "Malliavin differentiability of indicator functions on canonical Lévy spaces," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 183-190.
- Claudio Fontana & Bernt Øksendal & Agnès Sulem, 2015. "Market Viability and Martingale Measures under Partial Information," Methodology and Computing in Applied Probability, Springer, vol. 17(1), pages 15-39, March.
- Takafumi Amaba, 2014. "A Discrete-Time Clark-Ocone Formula for Poisson Functionals," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(2), pages 97-120, May.
- Leão, Dorival & Ohashi, Alberto, 2010. "Weak Approximations for Wiener Functionals," Insper Working Papers wpe_215, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hans‐Peter Bermin, 2003. "Hedging Options: The Malliavin Calculus Approach versus the Δ‐Hedging Approach," Mathematical Finance, Wiley Blackwell, vol. 13(1), pages 73-84, January.
- Bernt Øksendal & Agnès Sulem, 2014. "Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 22-55, April.
- Claudio Fontana & Bernt {O}ksendal & Agn`es Sulem, 2013. "Market viability and martingale measures under partial information," Papers 1302.4254, arXiv.org, revised Oct 2013.
- El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011. "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper 30596, University Library of Munich, Germany.
- Bernt Oksendal & Agnès Sulem, 2011. "Portfolio optimization under model uncertainty and BSDE games," Working Papers inria-00570532, HAL.
- Peng, Xingchun & Chen, Fenge & Hu, Yijun, 2014. "Optimal investment, consumption and proportional reinsurance under model uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 222-234.
- Bernt {O}ksendal & Elin R{o}se, 2015. "A white noise approach to insider trading," Papers 1508.06376, arXiv.org.
- Haug, Jorgen, 2001. "Explicit characterizations of financial prices with history-dependent utility," Journal of Mathematical Economics, Elsevier, vol. 36(4), pages 337-356, December.
- Nacira Agram & Bernt Øksendal, 2015. "Malliavin Calculus and Optimal Control of Stochastic Volterra Equations," Journal of Optimization Theory and Applications, Springer, vol. 167(3), pages 1070-1094, December.
- Olfa Draouil & Bernt {O}ksendal, 2018. "Viable Insider Markets," Papers 1801.03720, arXiv.org.
- Tebaldi, Claudio, 2005.
"Hedging using simulation: a least squares approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1287-1312, August.
- Claudio Tebaldi, 2002. "Hedging using simulation: a least squares approach," Computing in Economics and Finance 2002 279, Society for Computational Economics.
- Aase, Knut K., 2005. "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers 2005/11, Norwegian School of Economics, Department of Business and Management Science.
- Ubøe, Jan & Zhang, Tusheng, 1995.
"A stability property of the stochastic heat equation,"
Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 247-260, December.
Cited by:
- Anh, V. V. & Leonenko, N. N., 1999. "Non-Gaussian scenarios for the heat equation with singular initial conditions," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 91-114, November.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-URE: Urban and Real Estate Economics (12) 2005-11-09 2006-10-21 2007-09-09 2008-09-29 2009-04-18 2010-05-29 2010-05-29 2011-11-14 2013-07-20 2013-09-28 2015-01-19 2023-01-09. Author is listed
- NEP-GEO: Economic Geography (8) 2005-11-09 2006-10-21 2008-09-29 2009-04-18 2010-05-29 2010-05-29 2013-09-28 2015-01-19. Author is listed
- NEP-MIC: Microeconomics (5) 2006-12-09 2011-04-16 2019-09-16 2019-09-16 2019-09-16. Author is listed
- NEP-ORE: Operations Research (5) 2011-05-30 2019-09-16 2019-09-16 2019-09-16 2019-10-21. Author is listed
- NEP-COM: Industrial Competition (3) 2012-03-28 2019-09-16 2019-09-16
- NEP-TRE: Transport Economics (3) 2013-07-20 2013-09-28 2015-01-19
- NEP-UPT: Utility Models and Prospect Theory (3) 2006-10-21 2006-10-21 2010-04-17
- NEP-CMP: Computational Economics (2) 2008-09-29 2009-04-18
- NEP-CTA: Contract Theory and Applications (2) 2019-09-16 2019-09-16
- NEP-DCM: Discrete Choice Models (2) 2010-04-17 2019-10-21
- NEP-ECM: Econometrics (2) 2006-10-21 2010-05-29
- NEP-GTH: Game Theory (2) 2019-09-16 2019-09-16
- NEP-HEA: Health Economics (2) 2006-10-21 2007-10-20
- NEP-LAB: Labour Economics (2) 2008-09-29 2009-04-18
- NEP-CBE: Cognitive and Behavioural Economics (1) 2015-01-19
- NEP-CSE: Economics of Strategic Management (1) 2006-12-09
- NEP-ENE: Energy Economics (1) 2009-02-22
- NEP-EXP: Experimental Economics (1) 2019-10-21
- NEP-FIN: Finance (1) 2006-10-21
- NEP-FMK: Financial Markets (1) 2006-10-21
- NEP-HPE: History and Philosophy of Economics (1) 2010-04-17
- NEP-IAS: Insurance Economics (1) 2008-09-29
- NEP-IND: Industrial Organization (1) 2012-03-28
- NEP-NET: Network Economics (1) 2006-10-21
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
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