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~subject:"Markov chain"
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Markov chain
Stochastischer Prozess
16,947
Stochastic process
16,769
Theorie
9,381
Theory
9,370
Volatilität
3,808
Volatility
3,804
Optionspreistheorie
3,202
Option pricing theory
3,196
Mathematical programming
2,094
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2,094
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1,474
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1,474
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1,407
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1,404
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1,404
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1,397
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1,022
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1,022
Markov-Kette
879
Risk
821
Risiko
816
Simulation
736
Statistical distribution
657
Statistische Verteilung
657
Börsenkurs
651
Forecasting model
651
Prognoseverfahren
651
Share price
649
Derivat
642
Derivative
642
Monte-Carlo-Simulation
589
Monte Carlo simulation
588
United States
573
USA
572
CAPM
564
Dynamic programming
563
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559
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558
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556
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1
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14
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English
866
German
10
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1
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Elliott, Robert J.
17
Siu, Tak Kuen
13
Nguyen, Duy
12
Cui, Zhenyu
10
Rady, Sven
10
Keller, Godfrey
9
Chan, Leunglung
7
Chib, Siddhartha
7
Forbes, Catherine Scipione
7
Kirkby, J. Lars
7
Kirkby, Justin
7
Martin, Gael M.
7
Sethi, Suresh
7
Hainaut, Donatien
6
Maneesoonthorn, Worapree
6
Rodriguez, Gabriel
6
Shephard, Neil G.
6
Balbus, Lukasz
5
Chiarella, Carl
5
Ferrari, Giorgio
5
Kolkiewicz, Adam W.
5
León-González, Roberto
5
Mamon, Rogemar S.
5
Men, Zhongxian
5
Omori, Yasuhiro
5
Platen, Eckhard
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Wirjanto, Tony S.
5
Yu, Jun
5
Zhang, Hanqin
5
Zhang, Qing
5
Zhu, Song-Ping
5
Casarin, Roberto
4
Chan, Joshua
4
Chen, Son-nan
4
Ching, Wai Ki
4
Dimitrakopoulos, Stefanos
4
Gapeev, Pavel V.
4
Goutte, Stéphane
4
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Ekonomiska forskningsinstitutet <Stockholm>
2
Judge Institute of Management Studies
1
National Bureau of Economic Research
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
University of Melbourne / Department of Economics
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Operations research
14
Quantitative finance
14
Journal of econometrics
13
Finance and stochastics
12
International journal of production research
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Scandinavian actuarial journal
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of computational finance
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Journal of mathematical economics
5
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ECONIS (ZBW)
877
RePEc
2
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1
Real-time order tracking for supply systems with multiple transportation stages
Bryan, Nana
;
Srinivasan, Mandyam M.
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 548-560
Persistent link: https://www.econbiz.de/10010366139
Saved in:
2
Comment on "imitation processes with small mutations : (j. econ. theory 131 (2006) 251-262)
McAvoy, Alex
- In:
Journal of economic theory
159
(
2015
),
pp. 66-69
Persistent link: https://www.econbiz.de/10011550406
Saved in:
3
Extensions of the sequential stochastic assignment problem
Khatibi, Arash
;
Baharian, Golshid
;
Behzad, Banafsheh
; …
- In:
Mathematical methods of operations research
82
(
2015
)
3
,
pp. 317-340
Persistent link: https://www.econbiz.de/10011405954
Saved in:
4
Stochastic model for maintenance in continuously deteriorating systems
Samuelson, Aviva
;
Haigh, Andrew
;
O'Reilly, Małgorzata M.
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1169-1179
Persistent link: https://www.econbiz.de/10011696359
Saved in:
5
Fitting procedure for the two-state Batch Markov modulated Poisson process
Yera, Yoel G.
;
Lillo, Rosa E.
;
Ramírez-Cobo, Pepa
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10012102716
Saved in:
6
Bus dwell time estimation and overtaking maneuvers analysis : a stochastic process approach
Wang, Tao
;
Huang, Li
;
Tian, Junfang
;
Zhang, Jing
;
Yuan, …
- In:
Transportation research : an international journal
186
(
2024
),
pp. 1-44
Persistent link: https://www.econbiz.de/10015078771
Saved in:
7
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
8
Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A.
-
1991
Persistent link: https://www.econbiz.de/10000842068
Saved in:
9
Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.
;
Williams, David
-
1979
Persistent link: https://www.econbiz.de/10000342900
Saved in:
10
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
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