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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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7,531
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17
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9
Chan, Leunglung
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Men, Zhongxian
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4
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4
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European journal of operational research : EJOR
38
Insurance / Mathematics & economics
23
International journal of theoretical and applied finance
20
Mathematics of operations research
18
Journal of econometrics
16
Finance and stochastics
14
Operations research
14
Quantitative finance
14
International journal of production research
12
Annals of operations research
11
Economic modelling
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Risks : open access journal
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10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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10
Mathematical methods of operations research
10
Econometric reviews
9
Operations research letters
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Economic theory : official journal of the Society for the Advancement of Economic Theory
8
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of production economics
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
924
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1
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924
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1
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:
2
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
3
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
4
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
5
Asset sales when resale price is uncertain
Gao, Shumei
;
Song, Jihe
;
Luo, Zhengying
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 54-59
Persistent link: https://www.econbiz.de/10010514113
Saved in:
6
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Saved in:
7
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
8
Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.
;
Spielmann, J.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
Saved in:
9
Lowest priority waiting time distribution in an accumulating priority Lévy queue
Kella, Offer
;
Ravner, Liron
- In:
Operations research letters
45
(
2017
)
1
,
pp. 40-45
Persistent link: https://www.econbiz.de/10011687127
Saved in:
10
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
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