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~subject:"Markov-Kette"
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STOCHASTIC ORDERS IN WELFARE E...
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Markov-Kette
Stochastischer Prozess
16,752
Stochastic process
16,574
Theorie
9,578
Theory
9,551
Volatilität
3,774
Volatility
3,771
Optionspreistheorie
3,162
Option pricing theory
3,156
Mathematische Optimierung
2,039
Mathematical programming
2,038
Portfolio selection
1,452
Portfolio-Management
1,452
Estimation
1,407
Schätzung
1,404
Zeitreihenanalyse
1,379
Time series analysis
1,370
social welfare
1,085
Estimation theory
995
Schätztheorie
995
Markov chain
873
Social welfare
864
Risk
806
Risiko
798
Simulation
730
Statistical distribution
653
Statistische Verteilung
653
Börsenkurs
644
Forecasting model
644
Prognoseverfahren
644
Share price
642
Derivat
634
Derivative
634
USA
633
United States
611
Monte-Carlo-Simulation
582
Monte Carlo simulation
581
CAPM
559
Bayesian inference
553
Dynamic programming
553
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Undetermined
375
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213
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Article
624
Book / Working Paper
248
Journal
1
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Article in journal
596
Aufsatz in Zeitschrift
596
Graue Literatur
122
Non-commercial literature
122
Arbeitspapier
114
Working Paper
114
Aufsatz im Buch
23
Book section
23
Hochschulschrift
17
Thesis
14
Collection of articles of several authors
7
Lehrbuch
7
Sammelwerk
7
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7
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6
Sammlung
6
Conference paper
5
Konferenzbeitrag
5
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4
Aufsatzsammlung
3
Bibliografie enthalten
3
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3
Forschungsbericht
3
Festschrift
2
Amtsdruckschrift
1
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1
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1
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1
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1
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Language
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English
862
German
10
French
1
Polish
1
Author
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Elliott, Robert J.
17
Siu, Tak Kuen
13
Nguyen, Duy
12
Cui, Zhenyu
10
Rady, Sven
10
Keller, Godfrey
9
Forbes, Catherine Scipione
8
Martin, Gael M.
8
Chan, Leunglung
7
Chib, Siddhartha
7
Kirkby, J. Lars
7
Kirkby, Justin
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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Institution
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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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Published in...
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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
Quantitative finance
14
Journal of econometrics
13
Operations research
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
Working paper / Department of Econometrics and Business Statistics, Monash University
9
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 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
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ECONIS (ZBW)
872
USB Cologne (EcoSocSci)
1
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873
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1
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:
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
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:
4
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:
5
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:
6
Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.
;
Williams, David
-
1979
Persistent link: https://www.econbiz.de/10000342900
Saved in:
7
On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo
;
Salonen, Hannu
-
1996
Persistent link: https://www.econbiz.de/10000946771
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
Introduction to stochastic processes having equilibria as simple attractors : the Markov case
Granger, C. W. J.
-
1986
Persistent link: https://www.econbiz.de/10000846388
Saved in:
10
Stochastic regime switching and stabilizing policies within regimes
Lewis, Karen K.
-
1995
Persistent link: https://www.econbiz.de/10000922524
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