//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematics of operations research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Stochastic process
5
Stochastischer Prozess
5
Estimation theory
4
Markov chain
4
Markov-Kette
4
Schätztheorie
4
Volatility
4
Volatilität
4
Yield curve
3
Zinsstruktur
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Estimation
2
Mathematical programming
2
Mathematische Optimierung
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic volatility
2
Term structure
2
Time series analysis
2
Zeitreihenanalyse
2
continuous-time Markov chain
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Approximate Bayesian Computation
1
Bayesian switching multiple disorder problem
1
Beta risk
1
Betafaktor
1
Borel
1
Brownian motion
1
Capital income
1
Continuous time ARMA process
1
Continuous time models
1
Continuous time-to-default
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Bauso, Dario
1
Chambers, Marcus J.
1
Chun, Sungju
1
Creel, Michael D.
1
Durand, Robert B.
1
Feinberg, Eugene A.
1
Gapeev, Pavel V.
1
Guo, Xianping
1
Huang, Yu-Jui
1
Kristensen, Dennis
1
Krüger, Steffen
1
Lehrer, Ehud
1
Li, Minqiang
1
Maller, Ross A.
1
Mandava, Manasa
1
Müller, Gernot
1
Oehme, Toni
1
Perron, Pierre
1
Rösch, Daniel
1
Scheule, Harald
1
Solan, Eilon
1
Thornton, Michael A.
1
Venel, Xavier
1
Vodounou, Cosmé
1
Zhang, Yi
1
Zhou, Zhou
1
Zoubi, Haitham al-
1
Širjaev, Alʹbert N.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Mathematics of operations research
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
MPRA Paper
13
Quantitative Finance
13
CESifo Working Paper Series
11
Computational Statistics
11
Journal of economic theory
11
Mathematical Methods of Operations Research
11
Working Paper
11
Journal of econometrics
10
Dynamic games and applications : DGA
9
Statistical Inference for Stochastic Processes
9
Statistics & Probability Letters
9
CESifo working papers
8
Finance and Stochastics
8
Insurance / Mathematics & economics
8
Cowles Foundation Discussion Papers
7
Economic Theory
7
Finance
7
Games and economic behavior
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
International journal of theoretical and applied finance
7
Journal of mathematical economics
7
CEPR Discussion Papers
6
CREATES Research 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
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sufficiency of Markov policies for
continuous-time
jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
2
Strong and weak equilibria for time-inconsistent stochastic control in
continuous
time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
Krüger, Steffen
;
Oehme, Toni
;
Rösch, Daniel
;
Scheule, …
- In:
Journal of empirical finance
47
(
2018
),
pp. 246-262
Persistent link: https://www.econbiz.de/10012103459
Saved in:
5
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
6
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
7
Optimality of mixed policies for average
continuous-time
markov decision processes with constraints
Guo, Xianping
;
Zhang, Yi
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1276-1296
Persistent link: https://www.econbiz.de/10011595057
Saved in:
8
Attainability in repeated games with vector payoffs
Bauso, Dario
;
Lehrer, Ehud
;
Solan, Eilon
;
Venel, Xavier
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 739-755
Persistent link: https://www.econbiz.de/10011338690
Saved in:
9
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
10
An examination of the
continuous-time
dynamics of international volatility indices amid the recent market turmoil
Li, Minqiang
- In:
Journal of empirical finance
22
(
2013
),
pp. 128-139
Persistent link: https://www.econbiz.de/10009768415
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->