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
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:"Diffusion limits"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
diffusion limits
6
Queueing theory
5
Stochastic process
5
Stochastischer Prozess
5
Warteschlangentheorie
5
ARCH model
3
ARCH-Modell
3
Diffusion limits
3
Volatility
3
Volatilität
3
many-server queues
3
Estimation theory
2
Halfin-Whitt regime
2
Innovation diffusion
2
Innovationsdiffusion
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Swap
2
Theorie
2
Theory
2
Time series analysis
2
Variance swaps
2
Weak diffusion limits
2
Zeitreihenanalyse
2
fluid and diffusion limits
2
Affine GARCH models
1
Analysis of variance
1
CBOE VIX
1
CCC
1
Concurrent service capabilities
1
Customer abandonments
1
Extended Girsanov principle
1
Fluid and diffusion limits
1
GARCH
1
GARCH diffusion
1
Gaussian processes
1
General error distribution
1
Gerechtigkeit
1
Infinite server queueing networks
1
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
12
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
13
Undetermined
1
Author
All
Pender, Jamol
3
Cui, Zhenyu
2
Hafner, Christian M.
2
Ko, Young Myoung
2
Violante, Francesco
2
Andrikopoulos, Alexandru
1
Atar, Rami
1
Badescu, Alexandru
1
Borst, Sem C.
1
Buccheri, Giuseppe
1
Büke, Burak
1
Chen, Yuyu
1
Corsi, Fulvio
1
Couch, Matthew
1
Flandoli, Franco
1
Goldsztajn, Diego
1
Keslassy, Isaac
1
Laurent, Sebastien
1
Laurent, Sébastien
1
Leeuwaarden, Johan S. H. van
1
Livieri, Giulia
1
Mendelson, Gal
1
Mukherjee, Debankur
1
Ortega, Juan-Pablo
1
Perry, Ohad
1
Qin, Wenyi
1
Rand, Richard
1
Reed, Josh
1
Shaki, Yair
1
Storm, Pieter Jacob
1
Wesson, Elizabeth
1
Whiting, Philip A.
1
Yu, Lun
1
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
1
Published in...
All
Mathematics of operations research
4
Operations research letters
2
Application of operations research to financial markets
1
CORE discussion papers : DP
1
CREATES Research Papers
1
INFORMS journal on computing : JOC
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Journal of econometrics
1
Operations research
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
RePEc
1
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Many-server queues with random service rates : a unified framework based on measure-valued processes
Büke, Burak
;
Qin, Wenyi
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 748-783
Persistent link: https://www.econbiz.de/10014314900
Saved in:
2
Many-server heavy-traffic limits for queueing systems with perfectly correlated service and patience times
Yu, Lun
;
Perry, Ohad
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1119-1157
Persistent link: https://www.econbiz.de/10014314981
Saved in:
3
Diffusion-level universality of many-server systems with concurrent service
Storm, Pieter Jacob
- In:
Operations research letters
51
(
2023
)
3
,
pp. 212-219
Persistent link: https://www.econbiz.de/10014374829
Saved in:
4
Self-learning threshold-based load balancing
Goldsztajn, Diego
;
Borst, Sem C.
;
Leeuwaarden, Johan S. …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10013358837
Saved in:
5
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
6
A stochastic analysis of queues with customer choice and delayed information
Pender, Jamol
;
Rand, Richard
;
Wesson, Elizabeth
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1104-1126
Persistent link: https://www.econbiz.de/10012293373
Saved in:
7
Weak
diffusion
limits
of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
8
Weak
diffusion
limits
of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sebastien
;
Violante, …
-
School of Economics and Management, University of Aarhus
-
2015
of the gaps by deriving weak
diffusion
limits
of a modified version of the classical DCC model. The limiting system of …
Persistent link: https://www.econbiz.de/10011122366
Saved in:
9
Variance swaps valuation under non-affine GARCH models and their
diffusion
limits
Badescu, Alexandru
;
Chen, Yuyu
;
Couch, Matthew
;
Cui, Zhenyu
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 227-246
Persistent link: https://www.econbiz.de/10012194650
Saved in:
10
Subdiffusive load balancing in time-varying queueing systems
Atar, Rami
;
Keslassy, Isaac
;
Mendelson, Gal
- In:
Operations research
67
(
2019
)
6
,
pp. 1678-1698
Persistent link: https://www.econbiz.de/10012146922
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
