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Portfolio optimization in a regime-switching market with derivatives
Fu, Jun; Wei, Jiaqin; Yang, Hailiang - In: European journal of operational research : EJOR 233 (2014) 1, pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
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Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
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Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia; Chen, Zhiping - In: European journal of operational research : EJOR 268 (2018) 1, pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
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Selection of a correlated equilibrium in Markov stopping games
Ramsey, David M.; Szajowski, Krzysztof - In: European journal of operational research : EJOR 184 (2008) 1, pp. 185-206
Persistent link: https://www.econbiz.de/10003768177
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Random effects model for credit rating transitions
Kim, Yoonseong; Sohn, So Young - In: European journal of operational research : EJOR 184 (2008) 2, pp. 561-573
Persistent link: https://www.econbiz.de/10003768289
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Application of auxiliary Markov chains to start-up demonstration tests
Martin, Donald E. K. - In: European journal of operational research : EJOR 184 (2008) 2, pp. 574-583
Persistent link: https://www.econbiz.de/10003768292
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Predicting performance measures for Markovian type of manufacturing systems with product failures
Pradhan, Salil; Damodaran, Purushothaman; Srihari, … - In: European journal of operational research : EJOR 184 (2008) 2, pp. 725-744
Persistent link: https://www.econbiz.de/10003768337
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Bounds and approximations for continuous-time Markovian transition prohabilities and large systems
Mercier, Sophie - In: European journal of operational research : EJOR 185 (2008) 1, pp. 216-234
Persistent link: https://www.econbiz.de/10003768752
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Optimization of a special case of continuous-time Markov decision processes with compact action set
Hao, Tang; Zhou, Lei; Tamio, Arai - In: European journal of operational research : EJOR 187 (2008) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10003769121
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Phase-type distribution of customer relationship with Markovian response and marketing expenditure decision on the customer lifetime value
Ma, Ming; Li, Zehui; Chen, Jinyuan - In: European journal of operational research : EJOR 187 (2008) 1, pp. 313-326
Persistent link: https://www.econbiz.de/10003769207