//--> //--> //-->
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:"Risks : open access journal"
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:"Markov Additive Processes"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov additive processes
1
Markov chain
1
Markov regime switching market
1
Markov-Kette
1
Markovian jump securities
1
Portfolio selection
1
Portfolio-Management
1
Theorie
1
Theory
1
asymptotic arbitrage
1
complete market
1
optimal portfolio
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Palmowski, Zbigniew
1
Stettner, Łukasz
1
Sulima, Anna
1
Published in...
All
Risks : open access journal
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Risks
1
Statistics & Probability Letters
1
Statistics and Econometrics Working Papers
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio selection in an Itô-Markov additive market
Palmowski, Zbigniew
;
Stettner, Łukasz
;
Sulima, Anna
- In:
Risks : open access journal
7
(
2019
)
1/34
,
pp. 1-13
described by
Markov
additive
processes
that combine Lévy processes and regime switching models. Thus, the model takes into …
Persistent link: https://www.econbiz.de/10012015778
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->