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Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.; Roumieh, N.; Saab, G.; Maroun, M. - In: Journal of mathematical finance 9 (2019) 3, pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
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Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M; Kmeid, Najat; Greige, Hanna; Raffoul, … - In: Inventi impact: microfinance & banking (2018) 4, pp. 223-240
Persistent link: https://www.econbiz.de/10012242296
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Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M.; Kmeid, Najat; Greige, Hanna; Raffoul, … - In: Journal of mathematical finance 8 (2018) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10011875270
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Markovian switching of mutation rates in evolutionary network dynamics
Vlasic, Andrew Yardley - In: International game theory review 23 (2021) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10012649722
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A numerical scheme for invariant distributions of constrained diffusions
Budhiraja, Amarjit; Chen, Jiang; Rubenthaler, Sylvain - In: Mathematics of operations research 39 (2014) 2, pp. 262-289
Persistent link: https://www.econbiz.de/10010384214
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842068
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Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.; Williams, David - 1979
Persistent link: https://www.econbiz.de/10000342900
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Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried - 2007
Persistent link: https://www.econbiz.de/10003635776
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa; León, Jorge A.; Vives, Josep - In: Finance and stochastics 11 (2007) 4, pp. 571-589
Persistent link: https://www.econbiz.de/10003645538