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@article{DBLP:journals/anor/AbudurexitiHHRSS24,
  author       = {Nuerxiati Abudurexiti and
                  Kai He and
                  Dongdong Hu and
                  Svetlozar T. Rachev and
                  Hasanjan Sayit and
                  Ruoyu Sun},
  title        = {Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria
                  based on mean-variance mixture models},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {945--966},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05396-1},
  doi          = {10.1007/S10479-023-05396-1},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AbudurexitiHHRSS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AckermannKU24,
  author       = {Julia Ackermann and
                  Thomas Kruse and
                  Mikhail Urusov},
  title        = {Self-exciting price impact via negative resilience in stochastic order
                  books},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {637--659},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04973-0},
  doi          = {10.1007/S10479-022-04973-0},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AckermannKU24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AlasseurCDZ24,
  author       = {Cl{\'{e}}mence Alasseur and
                  Luciano Campi and
                  Roxana Dumitrescu and
                  Jia Zeng},
  title        = {{MFG} model with a long-lived penalty at random jump times: application
                  to demand side management for electricity contracts},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {541--569},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05270-0},
  doi          = {10.1007/S10479-023-05270-0},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AlasseurCDZ24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AminiM24,
  author       = {Hamed Amini and
                  Andreea Minca},
  title        = {Social distancing game and insurance investment in a pandemic},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {2009--2036},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05485-1},
  doi          = {10.1007/S10479-023-05485-1},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AminiM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AraratCPR24,
  author       = {{\c{C}}agin Ararat and
                  Francesco Cesarone and
                  Mustafa {\c{C}}elebi Pinar and
                  Jacopo M. Ricci},
  title        = {{MAD} risk parity portfolios},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {899--924},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05797-2},
  doi          = {10.1007/S10479-023-05797-2},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AraratCPR24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ArmijosToroAM24,
  author       = {Livino M. Armijos{-}Toro and
                  Jos{\'{e}} M. Alonso{-}Meijide and
                  Manuel A. Mosquera},
  title        = {Mergeable weighted majority games and characterizations of some power
                  indices},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1373--1393},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05340-3},
  doi          = {10.1007/S10479-023-05340-3},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ArmijosToroAM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ArmstrongBT24,
  author       = {John Armstrong and
                  Damiano Brigo and
                  Alex S. L. Tse},
  title        = {The importance of dynamic risk constraints for limited liability operators},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {861--898},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05295-5},
  doi          = {10.1007/S10479-023-05295-5},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ArmstrongBT24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AssarzadeganHB24,
  author       = {Parisa Assarzadegan and
                  Seyed Reza Hejazi and
                  Morteza Rasti Barzoki},
  title        = {A stackelberg differential game theoretic approach for analyzing coordination
                  strategies in a supply chain with retailer's premium store brand},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1519--1549},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05372-9},
  doi          = {10.1007/S10479-023-05372-9},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AssarzadeganHB24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/AzzoneB24,
  author       = {Michele Azzone and
                  Roberto Baviera},
  title        = {Short-time implied volatility of additive normal tempered stable processes},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {93--126},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04894-y},
  doi          = {10.1007/S10479-022-04894-Y},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/AzzoneB24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BergantinosM24,
  author       = {Gustavo Berganti{\~{n}}os and
                  Juan D. Moreno{-}Ternero},
  title        = {Anonymity in sharing the revenues from broadcasting sports leagues},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1395--1417},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05345-y},
  doi          = {10.1007/S10479-023-05345-Y},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BergantinosM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BernardPV24,
  author       = {Carole Bernard and
                  Andrea Perchiazzo and
                  Steven Vanduffel},
  title        = {Implied value-at-risk and model-free simulation},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {925--943},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05048-w},
  doi          = {10.1007/S10479-022-05048-W},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BernardPV24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BertonM24,
  author       = {Edoardo Berton and
                  Lorenzo Mercuri},
  title        = {An efficient unified approach for spread option pricing in a copula
                  market model},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {307--329},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05549-2},
  doi          = {10.1007/S10479-023-05549-2},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BertonM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BiancardiBBV24,
  author       = {Marta Biancardi and
                  Michele Bufalo and
                  Antonio Di Bari and
                  Giovanni Villani},
  title        = {A valuation of a corn ethanol plant through a compound options model
                  under skew-Brownian motions},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1063--1087},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05249-x},
  doi          = {10.1007/S10479-023-05249-X},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BiancardiBBV24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BorosCGM24,
  author       = {Endre Boros and
                  Ondrej Cepek and
                  Vladimir Gurvich and
                  Kazuhisa Makino},
  title        = {Recognizing distributed approval voting forms and correspondences},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {2091--2110},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05430-2},
  doi          = {10.1007/S10479-023-05430-2},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BorosCGM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BourgeyGJ24,
  author       = {Florian Bourgey and
                  Emmanuel Gobet and
                  Ying Jiao},
  title        = {Bridging socioeconomic pathways of rmCO\({}_{\mbox{2}}\) emission
                  and credit risk},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1197--1218},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05135-y},
  doi          = {10.1007/S10479-022-05135-Y},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BourgeyGJ24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BreinbjergPO24,
  author       = {Jesper Breinbjerg and
                  Trine Torn{\o}e Platz and
                  Lars Peter {\O}sterdal},
  title        = {Equilibrium arrivals to a last-come first-served preemptive-resume
                  queue},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1551--1572},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05348-9},
  doi          = {10.1007/S10479-023-05348-9},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BreinbjergPO24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BrignoneGS24,
  author       = {Riccardo Brignone and
                  Luca Gonzato and
                  Carlo Sgarra},
  title        = {Commodity Asian option pricing and simulation in a 4-factor model
                  with jump clusters},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {275--306},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05152-x},
  doi          = {10.1007/S10479-022-05152-X},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BrignoneGS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/BroekaertTH24,
  author       = {Jan Bart Broekaert and
                  Davide La Torre and
                  Faizal M. F. Hafiz},
  title        = {Competing control scenarios in probabilistic {SIR} epidemics on social-contact
                  networks},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {2037--2060},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05031-5},
  doi          = {10.1007/S10479-022-05031-5},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/BroekaertTH24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CaliciottiCF24,
  author       = {Andrea Caliciotti and
                  Marco Corazza and
                  Giovanni Fasano},
  title        = {From regression models to machine learning approaches for long term
                  Bitcoin price forecast},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {359--381},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05444-w},
  doi          = {10.1007/S10479-023-05444-W},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CaliciottiCF24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CallegaroFGRV24,
  author       = {Giorgia Callegaro and
                  Claudio Fontana and
                  Martino Grasselli and
                  Wolfgang J. Runggaldier and
                  Tiziano Vargiolu},
  title        = {Recent advances in mathematical methods for finance},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1--2},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-024-05959-w},
  doi          = {10.1007/S10479-024-05959-W},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CallegaroFGRV24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CalvoLSS24,
  author       = {Miguel {\'{A}}ngel Mir{\'{a}}s Calvo and
                  Iago N{\'{u}}{\~{n}}ez Lugilde and
                  Carmen Quinteiro Sandomingo and
                  Estela S{\'{a}}nchez{-}Rodr{\'{\i}}guez},
  title        = {An algorithm to compute the average-of-awards rule for claims problems
                  with an application to the allocation of CO\({}_{\mbox{2}}\) emissions},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1435--1459},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05214-8},
  doi          = {10.1007/S10479-023-05214-8},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CalvoLSS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CarrT24,
  author       = {Peter Carr and
                  Lorenzo Torricelli},
  title        = {Convex duality in continuous option pricing models},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1013--1037},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05143-y},
  doi          = {10.1007/S10479-022-05143-Y},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CarrT24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CarusoCM24,
  author       = {Francesco Caruso and
                  Maria Carmela Ceparano and
                  Jacqueline Morgan},
  title        = {Asymptotic behavior of subgame perfect Nash equilibria in Stackelberg
                  games},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1573--1590},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05422-2},
  doi          = {10.1007/S10479-023-05422-2},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CarusoCM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CerreiaVioglioORS24,
  author       = {Simone Cerreia{-}Vioglio and
                  Fulvio Ortu and
                  Francesco Rotondi and
                  Federico Severino},
  title        = {On horizon-consistent mean-variance portfolio allocation},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {797--828},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04798-x},
  doi          = {10.1007/S10479-022-04798-X},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CerreiaVioglioORS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ChakrabartiGGBK24,
  author       = {Subhadip Chakrabarti and
                  Loyimee Gogoi and
                  Robert P. Gilles and
                  Surajit Borkotokey and
                  Rajnish Kumar},
  title        = {Expected values for variable network games},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {2061--2089},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05530-z},
  doi          = {10.1007/S10479-023-05530-Z},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ChakrabartiGGBK24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CordoniL24,
  author       = {Francesco Cordoni and
                  Fabrizio Lillo},
  title        = {Instabilities in multi-asset and multi-agent market impact games},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {505--539},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05066-8},
  doi          = {10.1007/S10479-022-05066-8},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CordoniL24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/CuchieroRR24a,
  author       = {Christa Cuchiero and
                  Christoph Reisinger and
                  Stefan Rigger},
  title        = {Optimal bailout strategies resulting from the drift controlled supercooled
                  Stefan problem},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1315--1349},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05293-7},
  doi          = {10.1007/S10479-023-05293-7},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/CuchieroRR24a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DAuriaS24a,
  author       = {Bernardo D'Auria and
                  Jose A. Salmeron},
  title        = {Anticipative information in a Brownian-Poisson market},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1289--1314},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05060-0},
  doi          = {10.1007/S10479-022-05060-0},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DAuriaS24a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DavisL24,
  author       = {Mark Davis and
                  S{\'{e}}bastien Lleo},
  title        = {Jump-diffusion risk-sensitive benchmarked asset management with traditional
                  and alternative data},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {661--689},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05130-3},
  doi          = {10.1007/S10479-022-05130-3},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DavisL24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DhamalBCASP24,
  author       = {Swapnil Dhamal and
                  Walid Ben{-}Ameur and
                  Tijani Chahed and
                  Eitan Altman and
                  Albert Sunny and
                  Sudheer Poojary},
  title        = {A game theoretic framework for distributed computing with dynamic
                  set of agents},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1871--1904},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05231-7},
  doi          = {10.1007/S10479-023-05231-7},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DhamalBCASP24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DingM24,
  author       = {Guodong Ding and
                  Daniele Marazzina},
  title        = {Effect of labour income on the optimal bankruptcy problem},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {773--795},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05166-z},
  doi          = {10.1007/S10479-023-05166-Z},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DingM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DoldiF24,
  author       = {Alessandro Doldi and
                  Marco Frittelli},
  title        = {Multivariate systemic optimal risk transfer equilibrium},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {435--480},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04652-0},
  doi          = {10.1007/S10479-022-04652-0},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DoldiF24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/DongDHRX24,
  author       = {Yinhong Dong and
                  Donglei Du and
                  Qiaoming Han and
                  Jianfeng Ren and
                  Dachuan Xu},
  title        = {A Stackelberg order execution game},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {571--604},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05120-5},
  doi          = {10.1007/S10479-022-05120-5},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/DongDHRX24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FontanaGS24,
  author       = {Claudio Fontana and
                  Alessandro Gnoatto and
                  Guillaume Szulda},
  title        = {CBI-time-changed L{\'{e}}vy processes for multi-currency modeling},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {127--152},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04982-z},
  doi          = {10.1007/S10479-022-04982-Z},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/FontanaGS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FrauF24a,
  author       = {Carme Frau and
                  Viviana Fanelli},
  title        = {Seasonality in commodity prices: new approaches for pricing plain
                  vanilla options},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1089--1131},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05128-x},
  doi          = {10.1007/S10479-022-05128-X},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/FrauF24a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/FreixasS24,
  author       = {Josep Freixas and
                  Dani Samaniego},
  title        = {Some characterizations of resolute majority rules},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {2111--2124},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05621-x},
  doi          = {10.1007/S10479-023-05621-X},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/FreixasS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GehaJZ24,
  author       = {Marc Geha and
                  Antoine Jacquier and
                  Zan Zuric},
  title        = {Large and moderate deviations for importance sampling in the Heston
                  model},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {47--92},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05424-0},
  doi          = {10.1007/S10479-023-05424-0},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GehaJZ24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GiacintoTW24,
  author       = {Marina Di Giacinto and
                  Claudio Tebaldi and
                  Tai{-}Ho Wang},
  title        = {Optimal order execution under price impact: a hybrid model},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {605--636},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05082-8},
  doi          = {10.1007/S10479-022-05082-8},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GiacintoTW24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GiovanniLL24,
  author       = {Domenico De Giovanni and
                  Arturo Leccadito and
                  Debora Loccisano},
  title        = {Co-movements, option pricing and risk management: an application to
                  {WTI} versus Brent spread options},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1039--1061},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05059-7},
  doi          = {10.1007/S10479-022-05059-7},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GiovanniLL24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GlauW24,
  author       = {Kathrin Glau and
                  Linus Wunderlich},
  title        = {Neural network expression rates and applications of the deep parametric
                  {PDE} method in counterparty credit risk},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {331--357},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05315-4},
  doi          = {10.1007/S10479-023-05315-4},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GlauW24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GobetL24,
  author       = {Emmanuel Gobet and
                  Clara Lage},
  title        = {Optimal ecological transition path of a credit portfolio distribution,
                  based on multidate Monge-Kantorovich formulation},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1161--1195},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05385-4},
  doi          = {10.1007/S10479-023-05385-4},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GobetL24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GongDP24,
  author       = {Doudou Gong and
                  Bas J. Dietzenbacher and
                  Hans Peters},
  title        = {Two-bound core games and the nucleolus},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1419--1433},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04949-0},
  doi          = {10.1007/S10479-022-04949-0},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GongDP24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GrasselliMP24,
  author       = {Martino Grasselli and
                  Andrea Mazzoran and
                  Andrea Pallavicini},
  title        = {A general framework for a joint calibration of {VIX} and {VXX} options},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {3--26},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05205-9},
  doi          = {10.1007/S10479-023-05205-9},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GrasselliMP24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GurvichN24,
  author       = {Vladimir Gurvich and
                  Mariya Naumova},
  title        = {On Nash-solvability of n-person graphical games under Markov and a-priori
                  realizations},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1905--1927},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05636-4},
  doi          = {10.1007/S10479-023-05636-4},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/GurvichN24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HafizBTS24,
  author       = {Faizal M. F. Hafiz and
                  Jan Broekaert and
                  Davide La Torre and
                  Akshya Swain},
  title        = {A multi-criteria approach to evolve sparse neural architectures for
                  stock market forecasting},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1219--1263},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05715-6},
  doi          = {10.1007/S10479-023-05715-6},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/HafizBTS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/HassanpourRB24,
  author       = {Atefeh Hassanpour and
                  Emad Roghanian and
                  Mahdi Bashiri},
  title        = {A non-cooperative multi-leader one-follower integrated generation
                  maintenance scheduling problem under the risk of generation units'
                  disruption and variation in demands},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1591--1635},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05553-6},
  doi          = {10.1007/S10479-023-05553-6},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/HassanpourRB24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Holzermann24,
  author       = {Julian H{\"{o}}lzermann},
  title        = {Pricing interest rate derivatives under volatility uncertainty},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {153--182},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04921-y},
  doi          = {10.1007/S10479-022-04921-Y},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Holzermann24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/JarrowPQ24,
  author       = {Robert Jarrow and
                  Philip Protter and
                  Alejandra Quintos},
  title        = {Computing the probability of a financial market failure: a new measure
                  of systemic risk},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {481--503},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05146-9},
  doi          = {10.1007/S10479-022-05146-9},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/JarrowPQ24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/JohariH24,
  author       = {Maryam Johari and
                  Seyyed{-}Mahdi Hosseini{-}Motlagh},
  title        = {An evolutionary game theory approach for analyzing risk-based financing
                  schemes},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1637--1660},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05308-3},
  doi          = {10.1007/S10479-023-05308-3},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/JohariH24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KochMedinaM24,
  author       = {Pablo Koch{-}Medina and
                  Cosimo Munari},
  title        = {Qualitative robustness of utility-based risk measures},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {967--980},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04885-z},
  doi          = {10.1007/S10479-022-04885-Z},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/KochMedinaM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LeonardosKM24,
  author       = {Stefanos Leonardos and
                  Constandina Koki and
                  Costis Melolidakis},
  title        = {A generalization of the increasing generalized failure rate unimodality
                  condition},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1661--1679},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05425-z},
  doi          = {10.1007/S10479-023-05425-Z},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LeonardosKM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LiuCL24,
  author       = {Weihua Liu and
                  Zhixuan Chen and
                  Tingting Liu},
  title        = {Model analysis of smart supply chain finance of platform-based enterprises
                  under government supervision},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1929--1963},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05243-3},
  doi          = {10.1007/S10479-023-05243-3},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LiuCL24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/LovasR24,
  author       = {Attila Lovas and
                  Mikl{\'{o}}s R{\'{a}}sonyi},
  title        = {Ergodic aspects of trading with threshold strategies},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {691--709},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05233-5},
  doi          = {10.1007/S10479-023-05233-5},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/LovasR24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MartinezHSS24,
  author       = {Ricardo Mart{\'{\i}}nez and
                  Ruud Hendrickx and
                  Marco Slikker and
                  Izabella Stach},
  title        = {2021 European meeting on game theory {(SING16)}},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1369--1372},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-024-05960-3},
  doi          = {10.1007/S10479-024-05960-3},
  timestamp    = {Thu, 23 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MartinezHSS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MastrogiacomoG24,
  author       = {Elisa Mastrogiacomo and
                  Emanuela Rosazza Gianin},
  title        = {Dynamic capital allocation rules via BSDEs: an axiomatic approach},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {749--772},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04917-8},
  doi          = {10.1007/S10479-022-04917-8},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MastrogiacomoG24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MichielonKS24,
  author       = {Matteo Michielon and
                  Asma Khedher and
                  Peter Spreij},
  title        = {Proxying credit curves via Wasserstein distances},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1351--1367},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04552-3},
  doi          = {10.1007/S10479-022-04552-3},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MichielonKS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/MonteroP24,
  author       = {Maria Montero and
                  Alex Possajennikov},
  title        = {"Greedy" demand adjustment in cooperative games},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1461--1478},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05179-8},
  doi          = {10.1007/S10479-023-05179-8},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/MonteroP24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/NunnoG24,
  author       = {Giulia Di Nunno and
                  Michele Giordano},
  title        = {Stochastic Volterra equations with time-changed L{\'{e}}vy noise
                  and maximum principles},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1265--1287},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05303-8},
  doi          = {10.1007/S10479-023-05303-8},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/NunnoG24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/RaffaelliST24,
  author       = {Iacopo Raffaelli and
                  Simone Scotti and
                  Giacomo Toscano},
  title        = {Hawkes-driven stochastic volatility models: goodness-of-fit testing
                  of alternative intensity specifications with {S} {\&}P500 data},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {27--45},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04924-9},
  doi          = {10.1007/S10479-022-04924-9},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/RaffaelliST24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/RighiM24,
  author       = {Marcelo Brutti Righi and
                  Marlon Ruoso Moresco},
  title        = {Inf-convolution and optimal risk sharing with countable sets of risk
                  measures},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {829--860},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04593-8},
  doi          = {10.1007/S10479-022-04593-8},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/RighiM24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SahaK24,
  author       = {Indrajit Saha and
                  Veeraruna Kavitha},
  title        = {Random fixed points, systemic risk and resilience of heterogeneous
                  financial network},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {383--433},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05137-w},
  doi          = {10.1007/S10479-022-05137-W},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/SahaK24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/SilottoSB24,
  author       = {Lorenzo Silotto and
                  Marco Scaringi and
                  Marco Bianchetti},
  title        = {{XVA} modelling: validation, performance and model risk management},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {183--274},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05323-4},
  doi          = {10.1007/S10479-023-05323-4},
  timestamp    = {Tue, 18 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/SilottoSB24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/TankovT24,
  author       = {Peter Tankov and
                  Laura Tinsi},
  title        = {Stochastic optimization with dynamic probabilistic forecasts},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {711--747},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04913-y},
  doi          = {10.1007/S10479-022-04913-Y},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/TankovT24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/VidalVBB24,
  author       = {Marta Vidal and
                  Javier Vidal{-}Garc{\'{\i}}a and
                  Sabri Boubaker and
                  Stelios D. Bekiros},
  title        = {Short-term volatility timing: a cross-country study},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1681--1706},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04998-5},
  doi          = {10.1007/S10479-022-04998-5},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/VidalVBB24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/WangSF24,
  author       = {Ning Wang and
                  Tak Kuen Siu and
                  Kun Fan},
  title        = {Robust reinsurance and investment strategies under principal-agent
                  framework},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {981--1011},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-04696-2},
  doi          = {10.1007/S10479-022-04696-2},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/WangSF24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/XinLX24,
  author       = {Baogui Xin and
                  Yue Liu and
                  Lei Xie},
  title        = {Data capital investment strategy in competing supply chains},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1707--1740},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05334-1},
  doi          = {10.1007/S10479-023-05334-1},
  timestamp    = {Sat, 06 Jul 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/XinLX24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/YangZZ24,
  author       = {Shitao Yang and
                  Jiangao Zhang and
                  Shaorui Zhou},
  title        = {The cost transportation game for collaboration among transportation
                  companies},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1479--1503},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05466-4},
  doi          = {10.1007/S10479-023-05466-4},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/YangZZ24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZaefarianFY24,
  author       = {Tahereh Zaefarian and
                  Atieh Fander and
                  Saeed Yaghoubi},
  title        = {A dynamic game approach to demand disruptions of green supply chain
                  with government intervention (case study: automotive supply chain)},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1965--2008},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05432-0},
  doi          = {10.1007/S10479-023-05432-0},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZaefarianFY24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/Zeng24,
  author       = {Kuan Zeng},
  title        = {The role of venture capitalists in reward-based crowdfunding: a game-theoretical
                  analysis},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1741--1775},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05182-z},
  doi          = {10.1007/S10479-023-05182-Z},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/Zeng24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZhangHG24,
  author       = {Wen Zhang and
                  Ting Hou and
                  Qinglong Gou},
  title        = {Choosing a self-built or an intermediary platform for hosting winner-take-all
                  crowdsourcing contests?},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1813--1834},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05712-9},
  doi          = {10.1007/S10479-023-05712-9},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZhangHG24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZhangS24,
  author       = {Yu Zhang and
                  Xiang{-}Kai Sun},
  title        = {On the {\(\alpha\)}-core of set payoffs games},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1505--1518},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05090-8},
  doi          = {10.1007/S10479-022-05090-8},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZhangS24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZhangWC24,
  author       = {Li{-}Hao Zhang and
                  Shan{-}Shan Wang and
                  Luyu Chang},
  title        = {Radio-frequency Identification {(RFID)} adoption and chain structure
                  decisions in competing supply chains: Bertrand competition versus
                  Cournot competition},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1777--1811},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05095-3},
  doi          = {10.1007/S10479-022-05095-3},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZhangWC24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZhaoZW24,
  author       = {Yujie Zhao and
                  Hong Zhou and
                  Jiepeng Wang},
  title        = {Information acquisition and sharing strategies of supply chain with
                  supplier encroachment considering signaling effect},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {3},
  pages        = {1835--1869},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-022-05032-4},
  doi          = {10.1007/S10479-022-05032-4},
  timestamp    = {Fri, 31 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZhaoZW24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ZormpasO24a,
  author       = {Dimitrios Zormpas and
                  Giorgia Oggioni},
  title        = {Evaluating the optimal timing and capacity of investments in flexible
                  combined heat and power generation for energy-intensive industries},
  journal      = {Ann. Oper. Res.},
  volume       = {336},
  number       = {1-2},
  pages        = {1133--1160},
  year         = {2024},
  url          = {https://doi.org/10.1007/s10479-023-05273-x},
  doi          = {10.1007/S10479-023-05273-X},
  timestamp    = {Sat, 08 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/ZormpasO24a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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