//--> //--> //--> //-->
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
~subject:"Markov chain"
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
Towards a microscopic theory o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Stochastischer Prozess
16,798
Stochastic process
16,621
Theorie
9,308
Theory
9,298
Volatilität
3,786
Volatility
3,782
Optionspreistheorie
3,170
Option pricing theory
3,164
Mathematical programming
2,054
Mathematische Optimierung
2,054
Portfolio selection
1,455
Portfolio-Management
1,455
Estimation
1,404
Schätzung
1,401
Zeitreihenanalyse
1,380
Time series analysis
1,373
Estimation theory
1,001
Schätztheorie
1,001
Markov-Kette
874
Risk
798
Risiko
793
Simulation
731
Statistical distribution
653
Statistische Verteilung
653
Börsenkurs
647
Forecasting model
646
Prognoseverfahren
646
Share price
645
Derivat
634
Derivative
634
Monte-Carlo-Simulation
583
Monte Carlo simulation
582
United States
573
USA
572
CAPM
559
Dynamic programming
558
Bayesian inference
556
Zinsstruktur
553
Yield curve
552
more ...
less ...
Online availability
All
Undetermined
378
Free
212
Type of publication
All
Article
627
Book / Working Paper
246
Journal
1
Type of publication (narrower categories)
All
Article in journal
597
Aufsatz in Zeitschrift
597
Graue Literatur
121
Non-commercial literature
121
Arbeitspapier
113
Working Paper
113
Aufsatz im Buch
23
Book section
23
Hochschulschrift
17
Thesis
14
Collection of articles of several authors
7
Lehrbuch
7
Sammelwerk
7
Textbook
7
Collection of articles written by one author
6
Sammlung
6
Conference paper
5
Konferenzbeitrag
5
Konferenzschrift
4
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Festschrift
2
Forschungsbericht
2
Amtsdruckschrift
1
Government document
1
Handbook
1
Handbuch
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
861
German
10
Undetermined
2
French
1
Polish
1
Author
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
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
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
872
RePEc
2
Showing
1
-
10
of
874
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
7
Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A.
-
1991
Persistent link: https://www.econbiz.de/10000842068
Saved in:
8
Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.
;
Williams, David
-
1979
Persistent link: https://www.econbiz.de/10000342900
Saved in:
9
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
10
Stochastic processes
Xu, Susan H.
- In:
Operations research and management science handbook
,
(pp. 8,1-8,49)
.
2008
Persistent link: https://www.econbiz.de/10003638633
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->