//--> //--> //--> //-->
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
~subject:"Markov chain"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov-Kette
65
Spieltheorie
63
Zeitreihenanalyse
54
Time series analysis
50
Optionspreistheorie
41
Option pricing theory
38
Portfolio selection
37
Volatilität
36
Volatility
34
Mathematical programming
33
Mathematische Optimierung
33
Portfolio-Management
33
Schätztheorie
32
Estimation theory
31
CAPM
29
stochastic volatility
26
Experiment
25
Dynamisches Gleichgewicht
24
Prinzipal-Agent-Theorie
24
Agency theory
23
Continuous-time model
20
Kontrolltheorie
19
Continuous-time
18
Dynamic equilibrium
18
Moral hazard
18
Control theory
17
Monetary policy
17
Moral Hazard
17
Continuous Time
16
Forecasting model
16
Prognoseverfahren
16
continuous-time
16
more ...
less ...
Online availability
All
Undetermined
45
Free
10
Type of publication
All
Article
56
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
65
Undetermined
1
Author
All
Cui, Zhenyu
5
Zhang, Yi
4
Elliott, Robert J.
3
Gapeev, Pavel V.
2
Guo, Xianping
2
Guo, Xin
2
Kirkby, J. Lars
2
Levy, Yehuda John
2
Lux, Thomas
2
Magnus, Jan R.
2
Montero, José-María
2
Pijls, Henk G. J.
2
Prieto-Rumeau, Tomás
2
Sentana, Enrique
2
Song, Yingda
2
Wei, Qingda
2
Zhou, Zhou
2
Ahmed, Imtiaz
1
Averboukh, Yurii
1
Azeem, Abdullahil
1
Badescu, Alex
1
Banik, A. D.
1
Bazizi, Lydia
1
Ben Abdellah, Amal
1
Bernis, Guillaume
1
Biessy, Guillaume
1
Brockhaus, Oliver
1
Buchholz, Peter
1
Cai, Ning
1
Capan, Muge
1
Carassus, Laurence
1
Chaudhry, M. L.
1
Chen, Pengzhan
1
Chen, Xian
1
Clempner, Julio B.
1
Costa, Oswaldo Luiz do Valle
1
Creemers, S.
1
Creemers, Stefan
1
Cui, Lirong
1
Deshmukh, Shailaja
1
more ...
less ...
Institution
All
Christian-Albrechts-Universität zu Kiel
1
Published in...
All
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
Mathematical methods of operations research : ZOR
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
Managerial Finance
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
more ...
less ...
Source
All
ECONIS (ZBW)
65
RePEc
1
Showing
61
-
66
of
66
Sort
Relevance
Date (newest first)
Date (oldest first)
61
Convergence of controlled models and finite-state approximation for discounted
continuous-time
Markov decision processes with constraints
Guo, Xianping
;
Zhang, Wenzhao
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 486-496
Persistent link: https://www.econbiz.de/10010400205
Saved in:
62
Default times in a
continuous
time
Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
63
Market impact on IT security spending
Kolfal, Bora
;
Patterson, Raymond A.
;
Yeo, M. Lisa
- In:
Decision sciences : DS
44
(
2013
)
3
,
pp. 517-556
Persistent link: https://www.econbiz.de/10009767307
Saved in:
64
Exact solutions for the transient densities of
continuous-time
Markov switching models : with an application to the poisson multifractal model
Lux, Thomas
-
2013
This paper shows how exact solutions for the transient density of a large class of
continuous-time
Markov switching …
Persistent link: https://www.econbiz.de/10010128826
Saved in:
65
Continuous-time
stochastic games of fixed duration
Levy, Yehuda John
- In:
Dynamic games and applications : DGA
3
(
2013
)
2
,
pp. 279-312
Persistent link: https://www.econbiz.de/10010188171
Saved in:
66
Bond valuation under a discrete-time regime-switching term-structure model and its
continuous-time
extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial Finance
37
(
2011
)
October
,
pp. 1025-1047
give exponential affine forms of bond prices using backward induction. The authors also consider a
continuous-time
…
Persistent link: https://www.econbiz.de/10010675801
Saved in:
First
Prev
1
2
3
4
5
6
7
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->