//--> //--> //--> //-->
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:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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
Stochastic process
Theorie
145
Theory
145
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
Wahrscheinlichkeitsrechnung
13
Scheduling problem
12
Scheduling-Verfahren
12
Yield curve
12
Zinsstruktur
12
Control theory
11
Kontrolltheorie
11
Continuous-time Markov chain
10
Decision
10
Entscheidung
10
Estimation
10
more ...
less ...
Online availability
All
Undetermined
53
Free
2
Type of publication
All
Article
73
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
73
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
73
Author
All
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
Riedel, Frank
2
Taub, Bart
2
Tong, Zhigang
2
Yang, Wensheng
2
Yu, Jun
2
Zhou, Zhou
2
Ackermann, Julia
1
Aivaliotis, Georgios
1
Bazizi, Lydia
1
Biessy, Guillaume
1
Bimpikis, Kostas
1
Blanco, Sara Ana Solanilla
1
Brandeau, Margaret L.
1
Brockhaus, Oliver
1
Brockwell, Peter J.
1
Cantarella, G. E.
1
Cao, Ping
1
Chambers, Marcus J.
1
Chen, Carl R.
1
Chen, Pengzhan
1
Chiarolla, Maria B.
1
Choi, Seungmoon
1
Collin-Dufresne, Pierre
1
Creel, Michael D.
1
Creemers, Stefan
1
De Angelis, Tiziano
1
Dias, Gustavo Fruet
1
Dokučaev, Nikolaj G.
1
more ...
less ...
Published in...
All
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
Annals of finance
2
Applied mathematical finance
2
Insurance / Mathematics & economics
2
Journal of economic theory
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
The journal of computational finance
2
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Dynamic games and applications : DGA
1
EURO journal on transportation and logistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory bulletin
1
Energy economics
1
European journal of industrial engineering : EJIE
1
Finance and stochastics
1
Financial markets and portfolio management
1
Han gug gae bal yeon gu
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
Journal of contemporary management : JMC
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of financial economics
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
Mathematics and financial economics
1
Operations research
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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 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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->