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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Hidden Markov model"
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Risikomaß
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Markov chain
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Finance and stochastics
Mathematical methods of operations research : ZOR
Review of quantitative finance and accounting
European journal of operational research : EJOR
40
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
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19
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18
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Journal of risk and financial management : JRFM
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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International journal of forecasting
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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
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Annals of finance
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Applied mathematical 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
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International journal of production economics
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Quantitative economics : QE ; journal of the Econometric Society
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Scandinavian actuarial journal
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ECONIS (ZBW)
27
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
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:
3
Markov risk mappings and risk-sensitive optimal prediction
Kosmala, Tomasz
;
Martyr, Randall
;
Moriarty, John
- In:
Mathematical methods of operations research : ZOR
97
(
2023
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10014227386
Saved in:
4
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:
5
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:
6
Minimizing spectral risk measures applied to Markov decision processes
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 35-69
Persistent link: https://www.econbiz.de/10012618978
Saved in:
7
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
8
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:
9
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:
10
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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