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~subject:"Continuous-time Markov chain"
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Continuous-time Markov chain
Theorie
111
Theory
111
Stochastic process
58
Stochastischer Prozess
58
Continuous time
57
Markov chain
45
Markov-Kette
44
Game theory
37
Spieltheorie
36
continuous time
27
Time series analysis
26
Zeitreihenanalyse
26
Volatility
24
Mathematical programming
23
Mathematische Optimierung
23
Volatilität
22
Option pricing theory
21
Optionspreistheorie
20
Estimation theory
18
Schätztheorie
18
Portfolio selection
17
Experiment
14
Portfolio-Management
14
Agency theory
12
Prinzipal-Agent-Theorie
12
Dynamic programming
11
Forecasting model
11
Prognoseverfahren
11
Scheduling problem
11
Scheduling-Verfahren
11
Continuous time random walks
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Continuous time random walk
9
Continuous-time Markov decision process
9
Yield curve
9
Zinsstruktur
9
Anomalous diffusion
8
Börsenkurs
8
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English
10
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3
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Cui, Zhenyu
4
Piunovskiy, Alexey
2
Zhang, Yi
2
Barros, Anne
1
Bretó, Carles
1
Creemers, Stefan
1
Ding, Kailin
1
Eksi-Altay, Zehra
1
Fouladirad, Mitra
1
Kang, Kai
1
Kirkby, J. Lars
1
Lee, Chihoon
1
Liu, Yanchu
1
MacKay, Anne
1
Magnus, Jan R.
1
Nguyen, Duy
1
Niaki, Seyed Taghi Akhavan
1
Pijls, Henk G. J.
1
Qin, Wei
1
Selcuk-Kestel, A. Sevtap
1
Sentana, Enrique
1
Tan, Bing Qing
1
Vachon, Marie-Claude
1
Wang, Yongjin
1
Xu, Gangyan
1
Xu, Su Xiu
1
Yaghoubi, Afshin
1
Yerli, Cigdem
1
Zhang, Nan
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European journal of operational research : EJOR
4
Quantitative finance
2
Computational Statistics
1
Finance research letters
1
International journal of production economics
1
International journal of quality & reliability management
1
Journal of economic dynamics & control
1
Mathematical Methods of Operations Research
1
Statistics & Probability Letters
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ECONIS (ZBW)
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RePEc
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1
On the information content of implied liquidity measure : Evidence from the S&P 500 index options
Yerli, Cigdem
;
Eksi-Altay, Zehra
;
Selcuk-Kestel, A. Sevtap
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014507814
Saved in:
2
Reliability analysis of a two-unit standby system under Marshall-Olkin dependency
Yaghoubi, Afshin
;
Niaki, Seyed Taghi Akhavan
- In:
International journal of quality & reliability management
40
(
2023
)
6
,
pp. 1587-1596
Persistent link: https://www.econbiz.de/10014313839
Saved in:
3
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
4
A reverse Vickrey auction for physical internet (PI) enabled parking management systems
Tan, Bing Qing
;
Xu, Su Xiu
;
Kang, Kai
;
Xu, Gangyan
;
Qin, Wei
- In:
International journal of production economics
235
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012519364
Saved in:
5
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
6
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin
;
Cui, Zhenyu
;
Wang, Yongjin
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
Saved in:
7
The preemptive stochastic resource-constrained project scheduling problem
Creemers, Stefan
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 238-247
Persistent link: https://www.econbiz.de/10012015024
Saved in:
8
Reliability-based measures and prognostic analysis of a K-out-of-N system in a random environment
Zhang, Nan
;
Fouladirad, Mitra
;
Barros, Anne
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1120-1131
Persistent link: https://www.econbiz.de/10011942840
Saved in:
9
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
10
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
Cui, Zhenyu
;
Lee, Chihoon
;
Liu, Yanchu
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1134-1139
Persistent link: https://www.econbiz.de/10011812242
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