//--> //--> //-->
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:"Mathematical methods of operations research : ZOR"
~subject:"Markov-Kette"
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
Markov-Kette
Markov chain
3
Continuous-time Markov decision process
2
Börsenkurs
1
Consumer demand theory
1
Continuous control
1
Continuous-time Markov chains
1
Continuous-time Optimization
1
Control theory
1
Convergence rates
1
Derivat
1
Derivative
1
Forecasting model
1
General state space
1
Greece
1
Greeks
1
Griechenland
1
HJB equation
1
Hamiltion-Jacobi-Bellman equation
1
Hedging
1
History-dependent control
1
Immobilienpreis
1
Intertemporal hedging
1
Kontrolltheorie
1
Laplace inversion
1
Mathematical programming
1
Mathematische Optimierung
1
Nachfragetheorie des Haushalts
1
Non-uniform grids
1
Optimal consumption and investment
1
Optimal control
1
Option pricing
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Path-dependent options
1
Piecewise deterministic Markov process
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Costa, Oswaldo Luiz do Valle
1
Cui, Zhenyu
1
Dufour, François
1
Golui, Subrata
1
Ma, Jingtang
1
Pal, Chandan
1
Yang, Wensheng
1
more ...
less ...
Published in...
All
Mathematical methods of operations research : ZOR
European journal of operational research : EJOR
5
Dynamic games and applications : DGA
4
Mathematics of operations research
4
Operations research letters
4
4OR : a quarterly journal of operations research
3
International journal of theoretical and applied finance
3
Applied mathematical finance
2
Quantitative finance
2
RAIRO / Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
CEMFI working paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Decision sciences : DS
1
Discussion paper series
1
Discussion paper series / IZA
1
Econometric reviews
1
European journal of industrial engineering : EJIE
1
Games and economic behavior
1
INFORMS journal on computing : JOC
1
International journal of finance & economics : IJFE
1
International journal of logistics systems and management
1
International journal of production research
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of the Operational Research Society
1
KBI
1
Kiel working paper
1
Les cahiers du GERAD
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Omega : the international journal of management science
1
Operations research
1
Quantitative economics : QE ; journal of the Econometric Society
1
Stanford University Graduate School of Business research paper
1
The journal of computational finance
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk-sensitive discounted cost criterion for
continuous-time
Markov decision processes on a general state space
Golui, Subrata
;
Pal, Chandan
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10013454870
Saved in:
2
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Costa, Oswaldo Luiz do Valle
;
Dufour, François
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 327-357
Persistent link: https://www.econbiz.de/10012548532
Saved in:
3
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->