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~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical methods of operations research : ZOR"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Hidden Markov model"
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Stochastischer Prozess
Markov chain
37
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13
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6
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6
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Alberts, J. S. C.
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Buchholz, Peter
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Campi, Luciano
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Valchev, Stoyan
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Applied mathematical finance
Mathematical methods of operations research : ZOR
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
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13
Finance and stochastics
12
International journal of production research
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Economic modelling
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical methods of operations research
10
Risks : open access journal
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Annals of operations research
8
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Energy economics
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Journal of economic dynamics & control
8
Journal of mathematical finance
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Finance research letters
7
Operations research letters
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Annals of finance
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Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of computational finance
6
International journal of financial engineering
5
International journal of production economics
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Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
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Scandinavian actuarial journal
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ECONIS (ZBW)
13
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1
A singular stochastic control problem with direction switching cost
Kruk, Łukasz
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 325-349
Persistent link: https://www.econbiz.de/10014514912
Saved in:
2
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Leoff, Elisabeth
;
Ruderer, Leonie
;
Sass, Jörn
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 327-359
Persistent link: https://www.econbiz.de/10013454890
Saved in:
3
A multi-objective approach for PH-graphs with applications to stochastic shortest paths
Buchholz, Peter
;
Dohndorf, Iryna
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 153-178
Persistent link: https://www.econbiz.de/10012488888
Saved in:
4
Some results on optimal stopping under phase-type distributed implementation delay
Lempa, Jukka
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 559-583
Persistent link: https://www.econbiz.de/10012301640
Saved in:
5
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
6
Discounted stochastic games for continuous-time jump processes with an uncountable state space
Wei, Qingda
;
Chen, Xian
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10013454868
Saved in:
7
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:
8
An asymptotically optimal strategy for constrained multi-armed bandit problems
Chang, Hyeong Soo
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 545-557
Persistent link: https://www.econbiz.de/10012301631
Saved in:
9
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
10
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
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