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Set-portfolio selection with the use of market stochastic bounds

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Statistical approach for open bonus malus

Guerreiro, Gracinda Rita; Mexia, João Tiago; Miguens, … - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 63-83

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Dynamics in stochastic evolutionary models

Levine, David K.; Modica, Salvatore - In: Theoretical economics : TE ; journal of the Econometric … 11 (2016) 1, pp. 89-131

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Managing supply systems with partial information on shipment locations

Bryan, Nana; Srinivasan, Mandyam M.; Viswanathan, S. - In: International journal of production research 54 (2016) 9/10, pp. 2771-2779

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Dynamics in stochastic evolutionary models

Levine, David K.; Modica, Salvatore - In: Theoretical economics : TE ; an open access journal in … 11 (2016) 1, pp. 89-131

We characterize transitions between stochastically stable states and relative ergodic probabilities in the theory of the evolution of conventions. We give an application to the fall of hegemonies in the evolutionary theory of institutions and conflict and illustrate the theory with the fall of...

Persistent link: https://www.econbiz.de/10011673072

Variance and volatility swaps under a two-factor stochastic volatility model with regime switching

He, Xin-Jiang; Zhu, Song-Ping - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-19

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Dynamic stochastic general equilibrium (DSGE) modelling in practice : identification, estimation and evaluation

Nachane, Dilip M. - In: Macroeconomics and finance in emerging market economies 10 (2017) 1/3, pp. 107-134

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Stationarity and ergodicity of vector STAR models

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Optimal execution with regime-switching market resilience

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A partitioning algorithm for Markov decision processes with applications to market microstructure

Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803

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