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~isPartOf:"European journal of operational research : EJOR"
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Search: subject:"Continuous Time"
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Theorie
9
Theory
9
Markov chain
5
Markov-Kette
5
Stochastic process
5
Stochastischer Prozess
5
Continuous-time Markov chain
4
jumps
4
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3
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realized volatility
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quadratic variation
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volatility forecasting
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Approximate Bayesian Computation
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Asian option
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Betriebliche Kreislaufwirtschaft
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Comparative statics
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Constrained continuous-time Markov decision processes
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Continuous time
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20
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Andersen, Torben G.
3
Bollerslev, Tim
2
Cui, Zhenyu
2
Aivaliotis, Georgios
1
Alghalith, Moawia
1
Atencia, I.
1
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1
Cao, Ping
1
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1
Creel, Michael
1
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1
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1
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1
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1
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1
Guo, Xianping
1
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1
Johnson, Paul
1
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1
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1
Lee, Chihoon
1
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1
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1
Ma, Guiyuan
1
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1
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1
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1
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1
Nielsen, Morten Ørregaard
1
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1
Parra-Alvarez, Juan Carlos
1
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1
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1
Shimizu, Daisuke
1
Siu, Chi Chung
1
Stabile, Gabriele
1
Thijssen, Jacco J. J.
1
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School of Economics and Management, University of Aarhus
6
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CREATES Research Papers
European journal of operational research : EJOR
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
Journal of economic dynamics & control
13
MPRA Paper
13
Quantitative Finance
13
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11
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8
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7
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7
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7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International journal of theoretical and applied finance
7
Journal of empirical finance
7
Journal of mathematical economics
7
CEPR Discussion Papers
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion Paper
6
European Journal of Operational Research
6
IZA Discussion Papers
6
Stochastic Processes and their Applications
6
Annals of finance
5
CIRANO Working Papers
5
International journal of production research
5
Journal of economic behavior & organization : JEBO
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and Computers in Simulation (MATCOM)
5
Mathematics of operations research
5
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ECONIS (ZBW)
16
RePEc
6
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Date (oldest first)
1
Optimal timing of non-pharmaceutical interventions during an epidemic
Huberts, Nick F. D.
;
Thijssen, Jacco J. J.
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1366-1389
Persistent link: https://www.econbiz.de/10013498805
Saved in:
2
Optimal selection and release problem in software testing process : a
continuous
time
stochastic control approach
Cao, Ping
;
Yang, Ke
;
Liu, Ke
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
Saved in:
3
Managing high-end ex-demonstration product returns
Muyldermans, Luc
;
Van Wassenhove, Luk N.
;
Guide, V. …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 195-214
Persistent link: https://www.econbiz.de/10012014838
Saved in:
4
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:
5
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
6
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:
7
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:
8
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
Creel, Michael
;
Kristensen, Dennis
-
School of Economics and Management, University of Aarhus
-
2014
We develop novel methods for estimation and filtering of
continuous-time
models with stochastic volatility and jumps …
Persistent link: https://www.econbiz.de/10010892068
Saved in:
9
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
Saved in:
10
A comparison of numerical methods for the solution of
continuous-time
DSGE models
Parra-Alvarez, Juan Carlos
-
School of Economics and Management, University of Aarhus
-
2013
This paper evaluates the accuracy of a set of techniques that approximate the solution of
continuous-time
DSGE models …
Persistent link: https://www.econbiz.de/10010851250
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