//--> //--> //--> //-->
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
~source:"olc"
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
A Stochastic Calculus Model of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
11
Language
All
Undetermined
11
Author
All
Pliska, Stanley R.
9
Bielecki, Tomasz R.
3
Harrison, J. Michael
2
Zeevi, Assaf
2
Bielecki, Tomasz
1
Cadenillas, Abel
1
Duan, Jin-Chuan
1
Hernández-Hernández, Daniel
1
Jin, Hanqing
1
Kariya, Takeaki
1
Keskin, N. Bora
1
Morton, Andrew J.
1
Sherris, Michael
1
Ushiyama, Fumiaki
1
Ye, Jinchun
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
Finance and stochastics
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial finance
1
Manufacturing & service operations management : M & SOM
1
Mathematical methods of operations research
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
1,613
ECONIS (ZBW)
55
EconStor
11
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A method for staffing large call centers based on stochastic fluid models
Harrison, J. Michael
;
Zeevi, Assaf
- In:
Manufacturing & service operations management : M & SOM
7
(
2005
)
1
,
pp. 20-36
Persistent link: https://www.econbiz.de/10006014508
Saved in:
2
Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution
Harrison, J. Michael
;
Keskin, N. Bora
;
Zeevi, Assaf
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 570-587
Persistent link: https://www.econbiz.de/10009842792
Saved in:
3
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
4
Option valuation with co-integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10006758832
Saved in:
5
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10008214495
Saved in:
6
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10008217592
Saved in:
7
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-166
Persistent link: https://www.econbiz.de/10008218079
Saved in:
8
Optimal Portfolio Management With Fixed Transaction Costs
Morton, Andrew J.
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10008223456
Saved in:
9
Optimal life insurance purchase and consumption-investment under uncertain lifetime
Pliska, Stanley R.
;
Ye, Jinchun
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1307-1320
Persistent link: https://www.econbiz.de/10007724986
Saved in:
10
A three-factor valuation model for mortgage-backed securities (MBS)
Kariya, Takeaki
;
Ushiyama, Fumiaki
;
Pliska, Stanley R.
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1068-1088
Persistent link: https://www.econbiz.de/10009330247
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->