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Stochastic process
Theorie
149
Theory
149
Stochastischer Prozess
75
Continuous time
66
Markov chain
56
Markov-Kette
55
Game theory
48
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47
continuous time
40
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35
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35
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34
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32
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Cui, Zhenyu
4
Park, Joon Y.
3
Benth, Fred Espen
2
Elliott, Robert J.
2
Ferrari, Giorgio
2
Gapeev, Pavel V.
2
Herzberg, Frederik
2
Kirkby, J. Lars
2
Klein, Nicolas Alexandre
2
Lu, Ye
2
Ma, Jingtang
2
Müller, Gernot
2
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2
Taub, Bart
2
Tong, Zhigang
2
Yang, Wensheng
2
Yu, Jun
2
Zhou, Zhou
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Creel, Michael D.
1
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1
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1
Dias, Gustavo Fruet
1
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1
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European journal of operational research : EJOR
5
Journal of econometrics
5
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Journal of empirical finance
3
Journal of mathematical economics
3
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
European journal of industrial engineering : EJIE
1
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1
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Han gug gae bal yeon gu
1
Handbook of economic forecasting ; 1
1
INFORMS journal on computing : JOC
1
International journal of bonds and derivatives
1
International journal of financial engineering
1
International review of financial analysis
1
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1
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1
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1
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1
Journal of the Operational Research Society
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research : ZOR
1
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ECONIS (ZBW)
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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
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
4
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:
5
A survey of stochastic inventory models with fixed costs : optimality of (s, S) and (s, S)-type policies :
continuous-time
case
Perera, Sandun C.
;
Sethi, Suresh P.
- In:
Production and operations management : the flagship …
32
(
2023
)
1
,
pp. 154-169
Persistent link: https://www.econbiz.de/10014265980
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
From innovation to obfuscation :
continuous
time
finance fifty years later
Perrakis, Stylianos
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
Saved in:
9
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:
10
A joint likelihood approach to the analysis of length of stay data utilising the
continuous-time
hidden Markov model and Coxian phase-type distribution
Mitchell, Hannah J.
;
Marshall, Adele H.
;
Zenga, Mariangela
- In:
Journal of the Operational Research Society
72
(
2021
)
11
,
pp. 2529-2541
Persistent link: https://www.econbiz.de/10012697340
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