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Markov chain
Stochastischer Prozess
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Elliott, Robert J.
17
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Rady, Sven
10
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9
Chan, Leunglung
7
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7
Kirkby, J. Lars
7
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Sethi, Suresh
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Maneesoonthorn, Worapree
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Rodriguez, Gabriel
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Shephard, Neil G.
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Chiarella, Carl
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Ferrari, Giorgio
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León-González, Roberto
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Mamon, Rogemar S.
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Men, Zhongxian
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Platen, Eckhard
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Rodrigues, Paulo Jorge Maurício
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Seeger, Norman
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Yu, Jun
5
Zhang, Hanqin
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Zhang, Qing
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Zhu, Song-Ping
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Casarin, Roberto
4
Chan, Joshua
4
Chen, Son-nan
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Ching, Wai Ki
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Dimitrakopoulos, Stefanos
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European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
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Mathematics of operations research
18
Operations research
14
Quantitative finance
14
International journal of production research
13
Journal of econometrics
13
Finance and stochastics
12
Annals of operations research
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10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of economic dynamics & control
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Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of risk and financial management : JRFM
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Opsearch : journal of the Operational Research Society of India
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Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of computational finance
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International journal of financial engineering
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International journal of production economics
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ECONIS (ZBW)
888
RePEc
3
EconStor
1
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1
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
2
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
3
A finite-horizon optimal investment and consumption problem using regime-switching models
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010391500
Saved in:
4
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
5
Natural gas-fired power plants valuation and optimization under Lévy copulas and regime switching
Safarov, Nemat
;
Atkinson, Colin
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011686797
Saved in:
6
Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.
;
Liu, Rui Hua
;
Ren, D.
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
Saved in:
7
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
8
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Zhuo, Jin
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
9
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
10
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
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