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~person:"Bender, Christian"
~person:"Bonomelli, Marco"
~person:"Chib, Siddhartha"
~person:"Sladký, Karel"
~subject:"Decision"
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Textbook"
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1991-1993
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Bender, Christian
Bonomelli, Marco
Chib, Siddhartha
Sladký, Karel
Aoki, Masanao
2
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2
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2
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Econometric models in marketing
1
Handbook of econometrics ; Vol. 5
1
Numerical methods in finance : Bordeaux, June 2010
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Operations research proceedings 2008 : selected papers of the annual international conference of the German Operations Research Society (GOR) University of Augsburg, September 3 - 5, 2008
1
Stochastic optimization: theory and applications
1
The Oxford handbook of Bayesian econometrics
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
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2
Least-squares Monte Carlo for backward SDEs
Bender, Christian
;
Steiner, Jessica
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 257-289)
.
2012
Persistent link: https://www.econbiz.de/10009577192
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3
Introduction to Simulation and MCMC Methods
Chib, Siddhartha
- In:
The Oxford handbook of Bayesian econometrics
.
2012
Persistent link: https://www.econbiz.de/10013476739
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4
Constrained risk-sensitive Markov decision chains
Sladký, Karel
- In:
Operations research proceedings 2008 : selected papers …
,
(pp. 363-368)
.
2009
Persistent link: https://www.econbiz.de/10003841601
Saved in:
5
Risk-sensitive optimality criteria in Markov decision processes
Sladký, Karel
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 555-561)
.
2007
Persistent link: https://www.econbiz.de/10003472121
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6
Optimal solutions for undiscounted variance penalized Markov decision chains
Sladký, Karel
;
Sitař, Milan
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 43-66)
.
2004
Persistent link: https://www.econbiz.de/10003487940
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7
Analysis of multi-category purchase incidence decisions using IRI market basket data
Chib, Siddhartha
;
Seetharaman, P. B.
;
Strijnev, Andrei
- In:
Econometric models in marketing
,
(pp. 57-92)
.
2002
Persistent link: https://www.econbiz.de/10001657506
Saved in:
8
Markov chain Monte Carlo methods : computation and inference
Chib, Siddhartha
-
2001
Persistent link: https://www.econbiz.de/10001631166
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