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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Markov-Kette"
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Markov-Kette
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International journal of theoretical and applied finance
European journal of operational research : EJOR
214
Journal of econometrics
116
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
Discussion paper / Tinbergen Institute
73
Mathematical methods of operations research
73
Journal of economic dynamics & control
71
International journal of production research
69
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production economics
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International journal of forecasting
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Quantitative finance
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Finance research letters
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Risks : open access journal
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Dynamic games and applications : DGA
35
Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
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International review of financial analysis
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Macroeconomic dynamics
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Finance and stochastics
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
66
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1
Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.
;
Szölgyenyi, Michaela
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
Saved in:
2
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
3
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
Saved in:
4
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
5
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
6
A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
Saved in:
7
Investment timing under regime switching
Elliott, Robert J.
;
Miao, Hong
;
Yu, Jin
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 443-463
Persistent link: https://www.econbiz.de/10003879069
Saved in:
8
Markovian projection onto a displaced diffusion : generic formulas with applications
Antonov, A.
;
Misirpashaev, T.
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 507-522
Persistent link: https://www.econbiz.de/10003879083
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9
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
10
New numerical scheme for pricing American option with regime-switching
Khaliq, Abdul Q. M.
;
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 319-340
Persistent link: https://www.econbiz.de/10003867406
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