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~isPartOf:"Acta Universitatis Nicolai Copernici, Ekonomia"
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Markov decision processes
2
optimal decisions
2
American options
1
European options
1
exchange
1
option pricing
1
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Mentzen, Slawomir
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Acta Universitatis Nicolai Copernici, Ekonomia
European journal of operational research : EJOR
74
Mathematical Methods of Operations Research
36
Computational Statistics
35
Operations research letters
19
Management Science
18
Mathematics of operations research
15
Operations research
14
European Journal of Operational Research
11
Manufacturing & service operations management : M & SOM
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Production and operations management : the flagship research journal of the Production and Operations Management Society
7
Production and operations management : an international journal of the Production and Operations Management Society
6
Health care management science
5
International journal of production economics
5
Manufacturing & Service Operations Management
5
International journal of production research
4
Journal of the Operational Research Society
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical methods of operations research : ZOR
4
Transportation research / E : an international journal
4
4OR : a quarterly journal of operations research
3
Econometric Institute Report
3
Econometric Institute Research Papers
3
Health Care Management Science
3
Journal of Artificial Societies and Social Simulation
3
Journal of the Operational Research Society : OR
3
Statistics and Econometrics Working Papers
3
Central European journal of operations research
2
Econometrics
2
Folia Oeconomica Stetinensia
2
Group decision and negotiation
2
IEEE transactions on engineering management : EM
2
INFORMS journal on computing : JOC
2
International Game Theory Review (IGTR)
2
International Journal of Information Technology & Decision Making (IJITDM)
2
International game theory review
2
Journal of management & organization : JMO
2
Marketing Science
2
Mathematical methods of operations research
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Pricing of american and european options using the Markov
decision
processes
Mentzen, Slawomir
- In:
Acta Universitatis Nicolai Copernici, Ekonomia
43
(
2012
)
2
,
pp. 211-220
The paper describes the theoretical foundations of Markov
decision
processes
(MDP), presents the pricing algorithms for …
Persistent link: https://www.econbiz.de/10010632900
Saved in:
2
Markov
decision
processes
and determining the exchange rate
Mentzen, Slawomir
- In:
Acta Universitatis Nicolai Copernici, Ekonomia
42
(
2011
),
pp. 23-36
The paper describes the theoretical foundations of Markov
decision
processes
(MDP), presents the exchange market …
Persistent link: https://www.econbiz.de/10010610822
Saved in:
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