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subject:"Markov chain"
~isPartOf:"Mathematics of operations research"
~subject:"Demand"
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Search: subject_exact:"Semimartingale"
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Markov chain
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Martingal
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Mathematics of operations research
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
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2
Distributionally robust inventory control when demand is a martingale
Xin, Linwei
;
Goldberg, David Alan
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
Saved in:
3
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
4
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Saved in:
5
Optimal investment for worst-case crash scenarios : a martingale approach
Seifried, Frank Thomas
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 559-579
Persistent link: https://www.econbiz.de/10008660777
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