//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research : ZOR"
~subject:"Dynamische Optimierung"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Hidden Markov model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Dynamische Optimierung
Risikomaß
Stochastischer Prozess
Markov chain
52
Markov-Kette
52
Theorie
35
Theory
35
Stochastic process
19
Portfolio selection
10
Portfolio-Management
10
Option pricing theory
9
Optionspreistheorie
9
Decision
7
Entscheidung
7
Derivat
6
Derivative
6
Mathematical programming
6
Mathematische Optimierung
6
Discounting
4
Diskontierung
4
Dynamic programming
4
Risiko
4
Risk
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
CAPM
3
Control theory
3
Game theory
3
Incomplete information
3
Kontrolltheorie
3
Markov decision process
3
Markov decision processes
3
Probability theory
3
Regime switching
3
Search theory
3
Spieltheorie
3
Suchtheorie
3
Unvollkommene Information
3
Wahrscheinlichkeitsrechnung
3
more ...
less ...
Online availability
All
Free
8
Undetermined
8
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Sass, Jörn
2
Alòs, Elisa
1
Avramidis, Athanassios N.
1
Beiglböck, Mathias
1
Björk, Tomas
1
Boer, Arnoud V. den
1
Brzeźniak, Zdzisław
1
Buchardt, Kristian
1
Buchholz, Peter
1
Bäuerle, Nicole
1
Chang, Hyeong Soo
1
Chen, Xian
1
Cuchiero, Christa
1
Cui, Zhenyu
1
Detemple, Jérôme B.
1
Dohndorf, Iryna
1
Elliott, Robert J. R.
1
Furrer, Christian
1
Garcia, René
1
Glauner, Alexander
1
Gloter, Arnaud
1
Haussmann, Ulrich G.
1
Jasso-Fuentes, Héctor
1
Jeantheau, Thierry
1
Kabanov, Jurij M.
1
Kok, Tayfun
1
Kosmala, Tomasz
1
Kruk, Łukasz
1
Lempa, Jukka
1
Leoff, Elisabeth
1
León, Jorge A.
1
Lowther, George
1
Ma, Jingtang
1
Martyr, Randall
1
Menaldi, José-Luis
1
Moriarty, John
1
Murgoci, Agatha
1
Osakwe, Carlton-James U.
1
Pammer, Gudmund
1
Pergamenščikov, Sergej M.
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical methods of operations research : ZOR
European journal of operational research : EJOR
61
Operations research
25
Mathematics of operations research
24
Insurance / Mathematics & economics
23
International journal of theoretical and applied finance
21
Quantitative finance
20
International journal of production research
19
Mathematical methods of operations research
19
Journal of econometrics
16
Economic modelling
14
Operations research letters
14
Risks : open access journal
14
Computers & operations research : and their applications to problems of world concern ; an international journal
13
Annals of operations research
11
International journal of production economics
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Energy economics
9
Journal of empirical finance
9
Journal of forecasting
9
Journal of mathematical finance
9
Journal of risk and financial management : JRFM
9
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Finance research letters
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Discussion paper / Tinbergen Institute
7
International journal of forecasting
7
Review of quantitative finance and accounting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The journal of computational finance
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Health care management science
6
IMA journal of management mathematics
6
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Dynamic pricing with finite price sets : a non-parametric approach
Avramidis, Athanassios N.
;
Boer, Arnoud V. den
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012618967
Saved in:
7
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:
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->