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~subject:"Continuous-time Markov chain"
~type_genre:"Aufsatz in Zeitschrift"
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Continuous-time Markov chain
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
Game theory
47
Spieltheorie
47
Time series analysis
34
Zeitreihenanalyse
34
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
30
Portfolio-Management
30
Volatility
27
Volatilität
27
Mathematical programming
25
Mathematische Optimierung
25
continuous time
23
Estimation theory
21
Schätztheorie
21
CAPM
19
Experiment
18
Forecasting model
14
Prognoseverfahren
14
Agency theory
13
Prinzipal-Agent-Theorie
13
Probability theory
13
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13
Scheduling problem
12
Scheduling-Verfahren
12
Yield curve
12
Zinsstruktur
12
Control theory
11
Kontrolltheorie
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10
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10
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Aufsatz in Zeitschrift
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10
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1
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English
10
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Cui, Zhenyu
4
Barros, Anne
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
Finance research letters
1
International journal of production economics
1
International journal of quality & reliability management
1
Journal of economic dynamics & control
1
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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
Saved in:
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