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Markov-Kette
Theorie
92
Theory
91
Optionspreistheorie
52
Markov chain
51
Option pricing theory
51
Großbritannien
40
Stochastic process
39
Stochastischer Prozess
39
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39
Welt
34
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34
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29
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28
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26
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24
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24
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24
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22
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English
50
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Elliott, Robert J.
47
Siu, Tak Kuen
16
Mamon, Rogemar S.
6
Chan, Leunglung
5
Nishide, Katsumasa
4
Elliott, Robert J. R.
3
Hunter, William Curt
3
Jamieson, Barbara M.
3
Miao, Hong
3
Lau, John W.
2
Osakwe, Carlton-James U.
2
Shen, Jia
2
Badescu, Alex
1
Bradrania, Reza
1
Buffington, John
1
Ching, Wai Ki
1
Dela Vega, Engel John C.
1
Gueyie, Jean-Pierre
1
Guo, Ivan
1
Guo, Junyi
1
Hamada, Ahmed S.
1
Han, Bing
1
Hinz, Juri
1
Hoek, John van der
1
Jin, Yu
1
Korolkiewicz, Małgorzata W.
1
Krishnamurthy, Vikram
1
Lian, Guanghua
1
Malcolm, W. P.
1
Osakwe, Carlton
1
Royal, Andrew J.
1
Sass, Jörn
1
Seck, Babacar
1
Siu, Chi Chung
1
Sviščuk, Anatolij
1
Tertychnyi, Maksym
1
Tsoi, Allanus H.
1
Wu, Ping
1
Yu, Jin
1
Zhang, Lianmin
1
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International journal of theoretical and applied finance
11
Annals of finance
5
Journal of economic dynamics & control
4
Applied mathematical finance
3
International Series in Operations Research & Management Science
2
International series in operations research & management science
2
SpringerLink / Bücher
2
The journal of futures markets
2
Annals of operations research
1
Asia-Pacific financial markets
1
Finance and stochastics
1
IMA journal of management mathematics
1
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1
International journal of financial engineering and risk management
1
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1
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1
Mathematical modeling and numerical methods in finance : special volume
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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ECONIS (ZBW)
50
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1
Robust parameter estimation for asset price models with Markov modulated volatilities
Elliott, Robert J. R.
;
Malcolm, W. P.
;
Tsoi, Allanus H.
- In:
Journal of economic dynamics & control
27
(
2003
)
8
,
pp. 1391-1409
Persistent link: https://www.econbiz.de/10001736104
Saved in:
2
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
3
Drift and volatility estimation in discrete time
Elliott, Robert J.
- In:
Journal of economic dynamics & control
22
(
1998
)
2
,
pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
Saved in:
4
Further developments and applications
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2014
-
Softcover reprint of the hardcover 1st edition 2014
Persistent link: https://www.econbiz.de/10011539298
Saved in:
5
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
6
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
7
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
8
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
9
Heston-type stochastic volatility with a Markov switching regime
Elliott, Robert J.
;
Nishide, Katsumasa
;
Osakwe, …
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 902-919
Persistent link: https://www.econbiz.de/10011568671
Saved in:
10
Hidden Markov models in finance
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10011550091
Saved in:
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