Narrow search
Showing 1 - 10 of 10,433
Cover Image
Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
Cover Image
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Cover Image
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
Cover Image
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine; Laredo, Catherine; Nussbaum, … - 2000
Persistent link: https://www.econbiz.de/10001528152
Cover Image
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.; Disney, Stephen M.; Wang, Xun - In: International journal of production economics 250 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Cover Image
A vendor managed inventory model using continuous approximations for route length estimates and Markov chain modeling for cost estimates
Larsen, Christian; Turkensteen, Marcel - In: International journal of production economics 157 (2014), pp. 120-132
Persistent link: https://www.econbiz.de/10010437502
Cover Image
Estimating lost sales for substitutable products with uncertain on-shelf availability
Steeneck, Daniel; Eng-Larsson, Fredrik; Jauffred, Francisco - In: Manufacturing & service operations management : M & SOM 24 (2022) 3, pp. 1578-1594
Persistent link: https://www.econbiz.de/10013270941
Cover Image
Sensitivity analysis in inventory models by means of ergodicity coefficients
Rabta, Boualem - In: International journal of production economics 188 (2017), pp. 63-71
Persistent link: https://www.econbiz.de/10011710524
Cover Image
Markovian Demand Inventory Models
Beyer, Dirk; Cheng, Feng; Sethi, Suresh; Taksar, Michael I. - 2010
Business environments change over time. They are cyclic, show seasonality or just evolve over time. This is certainly … at best. Yet, most classical stochastic inventory models make this very assumption. This volume is the first to provide a … comprehensive treatment of inventory models with Markov-modulated demand. The distribution of demand in these models depends on the …
Persistent link: https://www.econbiz.de/10014198970
Cover Image
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi; Simchi-Levi, David - In: Mathematics of operations research 44 (2019) 2, pp. 668-692
Persistent link: https://www.econbiz.de/10012028641