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~subject:"Markov-Kette"
~type_genre:"Article in journal"
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Search: subject:"Continuous Time"
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Markov-Kette
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
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
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21
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19
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14
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Zinsstruktur
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Control theory
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Kontrolltheorie
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10
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10
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10
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Article in journal
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55
Graue Literatur
9
Non-commercial literature
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55
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Cui, Zhenyu
5
Zhang, Yi
4
Elliott, Robert J.
2
Gapeev, Pavel V.
2
Guo, Xianping
2
Guo, Xin
2
Kirkby, J. Lars
2
Levy, Yehuda John
2
Montero, José-María
2
Prieto-Rumeau, Tomás
2
Song, Yingda
2
Wei, Qingda
2
Zhou, Zhou
2
Ahmed, Imtiaz
1
Averboukh, Yurii
1
Azeem, Abdullahil
1
Banik, A. D.
1
Bazizi, Lydia
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, Stefan
1
Cui, Lirong
1
Ding, Kailin
1
Docq, Grégoire
1
Dohndorf, Iryna
1
Doraszelski, Ulrich
1
Dubois, Mathieu
1
Dufour, François
1
El-Khatib, Youssef
1
Ergun, Özlem
1
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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
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
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
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
The journal of computational finance
1
The journal of futures markets
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
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ECONIS (ZBW)
55
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1
A general approximation method for optimal stopping and random delay
Chen, Pengzhan
;
Song, Yingda
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10014471139
Saved in:
2
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
3
An update on
continuous-time
stochastic games of fixed duration
Levy, Yehuda John
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10012584574
Saved in:
4
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
5
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:
6
Modelling, performance evaluation and optimisation of (s,Q) retrial inventory system with partial backlogging demands : a GSPN approach
Bazizi, Lydia
;
Rahmoune, Fazia
;
Lekadir, Ouiza
;
Labadi, …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
4
,
pp. 529-569
Persistent link: https://www.econbiz.de/10014306658
Saved in:
7
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
8
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:
9
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:
10
Optimizing the first response to sepsis : an electronic health record-based Markov decision process model
Rosenstrom, Erik
;
Meshkinfam, Sareh
;
Ivy, Julie Simmons
; …
- In:
Decision analysis : a journal of the Institute for …
19
(
2022
)
4
,
pp. 265-296
Persistent link: https://www.econbiz.de/10014294913
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