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~type_genre:"Aufsatz in Zeitschrift"
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Theorie
145
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145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
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47
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47
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34
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34
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31
Optionspreistheorie
31
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30
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30
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27
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25
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continuous time
23
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304
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Aufsatz in Zeitschrift
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304
Working Paper
162
Graue Literatur
79
Non-commercial literature
79
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76
Thesis
10
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Cui, Zhenyu
6
Benth, Fred Espen
5
Nowman, Kalid Ben
5
Park, Joon Y.
4
Zhang, Yi
4
Benndorf, Volker
3
Chambers, Marcus J.
3
Friedman, Daniel
3
Gough, O.
3
Maggi, Bernardo
3
Martínez Martínez, Ismael
3
Miao, Jianjun
3
Oprea, Ryan
3
Steinrücke, Martin
3
Yu, Jun
3
Özyurt, Selçuk
3
Albrecht, Wolfgang
2
Bernard, Benjamin
2
Bimpikis, Kostas
2
Bonatti, Alessandro
2
Chaudhry, M. L.
2
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2
Dokučaev, Nikolaj G.
2
Elliott, Robert J.
2
Fabbri, Giorgio
2
Fabra, Natalia
2
Federici, Daniela
2
Ferrari, Giorgio
2
Frei, Christoph
2
Gandolfo, Giancarlo
2
Gapeev, Pavel V.
2
García, Alfredo
2
Garivaltis, Alex
2
Ghosh, Souvik
2
Gough, Orla
2
Guo, Xianping
2
Guo, Xin
2
Herzberg, Frederik
2
Huang, Zhiping
2
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European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
Journal of economic theory
11
Journal of econometrics
10
Dynamic games and applications : DGA
9
Insurance / Mathematics & economics
8
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7
International journal of theoretical and applied finance
7
Journal of empirical finance
7
Journal of mathematical economics
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Annals of finance
5
International journal of production research
5
Journal of economic behavior & organization : JEBO
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics of operations research
5
Operations research letters
5
Economic modelling
4
Economics letters
4
Macroeconomic dynamics
4
Mathematical methods of operations research : ZOR
4
Theoretical economics : TE ; an open access journal in economic theory
4
4OR : a quarterly journal of operations research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Experimental economics : a journal of the Economic Science Association
3
Finance and stochastics
3
INFORMS journal on computing : JOC
3
International review of financial analysis
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Omega : the international journal of management science
3
RAIRO / Operations research
3
The empirical economics letters : a monthly international journal of economics
3
The review of economic studies
3
Transportation research / E : an international journal
3
Applied economics
2
Applied economics letters
2
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Decisions in economics and finance : a journal of applied mathematics
2
EURO journal on transportation and logistics
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ECONIS (ZBW)
304
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71
A reverse Vickrey auction for physical internet (PI) enabled parking management systems
Tan, Bing Qing
;
Xu, Su Xiu
;
Kang, Kai
;
Xu, Gangyan
;
Qin, Wei
- In:
International journal of production economics
235
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012519364
Saved in:
72
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
73
A useful technique for piecewise deterministic Markov decision processes
Guo, Xin
;
Zhang, Yi
- In:
Operations research letters
49
(
2021
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10012486021
Saved in:
74
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
Weiss, Farina
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 33-81
Persistent link: https://www.econbiz.de/10012488877
Saved in:
75
A two-stage heuristic approach for fleet management optimization under time-varying demand
Zhang, Le
;
Gu, Weihua
;
Fu, Liangliang
;
Mei, Yu
;
Hu, Yaohua
- In:
Transportation research / E : an international journal
147
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495639
Saved in:
76
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
77
Communication, choice continuity, and player number in a
continuous-time
public goods experiment
Iida, Yoshio
- In:
Journal of economic interaction and coordination
16
(
2021
)
4
,
pp. 955-988
Persistent link: https://www.econbiz.de/10012618392
Saved in:
78
Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Costa, Oswaldo Luiz do Valle
;
Dufour, François
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 327-357
Persistent link: https://www.econbiz.de/10012548532
Saved in:
79
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
80
Continuous-time
formulation and differential evolution algorithm for an integrated batching and scheduling problem in aluminium industry
Guo, Qingxin
;
Tang, Lixin
;
Liu, Jiyin
;
Zhao, Shengnan
- In:
International journal of production research
59
(
2021
)
10
,
pp. 3169-3184
Persistent link: https://www.econbiz.de/10012516784
Saved in:
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