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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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86
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66
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ECONIS (ZBW)
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EconStor
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11
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:
12
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:
13
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:
14
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
15
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:
16
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:
17
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:
18
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:
19
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
20
Price discovery in a
continuous-time
setting
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
Saved in:
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