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ECONIS (ZBW)
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41
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:
42
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:
43
Income and wealth distribution in macroeconomics : a
continuous-time
approach
Achdou, Yves
;
Han, Jiequn
;
Lasry, Jean-Michel
;
Lions, …
- In:
The review of economic studies : RES
89
(
2022
)
1
,
pp. 45-86
Persistent link: https://www.econbiz.de/10012799313
Saved in:
44
Portfolio diversification and model uncertainty : a robust dynamic mean-variance approach
Pham, Huyên
;
Wei, Xiaoli
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 349-404
Persistent link: https://www.econbiz.de/10012815967
Saved in:
45
The effect of
continuous-time
cheap talk in the experimental minimum effort game
Toku, Hisashi
;
Shichijo, Tatsuhiro
;
Ogawa, Kazuhito
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 687-699
Persistent link: https://www.econbiz.de/10013171034
Saved in:
46
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:
47
Continuous versus discrete time in dynamic common pool resource game experiments
Djiguemde, M.
;
Dubois, D.
;
Sauquet, A.
;
Tidball, M.
- In:
Environmental and resource economics
82
(
2022
)
4
,
pp. 985-1014
Persistent link: https://www.econbiz.de/10013483678
Saved in:
48
A
continuous-time
formulation for optimal task scheduling and quality-of-service assurance in nanosatellites
Camponogara, Eduardo
;
Seman, Laio Oriel
;
Rigo, Cezar …
- In:
Computers & operations research : and their …
147
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013415880
Saved in:
49
A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem
Asl, Neda Beheshti
;
MirHassani, S. A.
;
Relvas, S.
; …
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 4829-4863
Persistent link: https://www.econbiz.de/10013445589
Saved in:
50
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:
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