Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Statistical Machine Learning f...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Spieltheorie
5
Duopol
4
Duopoly
4
Game theory
4
Stochastic process
4
Stochastischer Prozess
4
Liquidity
3
Liquidität
3
Oligopol
3
Oligopoly
3
Option pricing theory
3
Optionspreistheorie
3
Securities trading
3
Wertpapierhandel
3
Bid-ask spread
2
Control theory
2
Derivat
2
Derivative
2
Dynamic game
2
Dynamisches Spiel
2
Electric power industry
2
Elektrizitätswirtschaft
2
Finanzmathematik
2
Geld-Brief-Spanne
2
Investition
2
Investment
2
Kontrolltheorie
2
Liquidity shock
2
Mathematical finance
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Probability theory
2
Production capacity
2
Produktionskapazität
2
Real options analysis
2
Realoptionsansatz
2
more ...
less ...
Online availability
All
Free
17
Undetermined
14
Type of publication
All
Article
32
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
33
Undetermined
18
Author
All
Ludkovski, Michael
49
Bayraktar, Erhan
8
Young, Virginia R.
8
Carmona, Rene
5
Aïd, René
3
Leung, Tim
3
Sircar, Ronnie
3
LUDKOVSKI, MICHAEL
2
Li, Liangchen
2
Shen, Qunying
2
Sircar, Kaushik Ronnie
2
Balata, Alessandro
1
Bernard, Carole
1
Carmona, René
1
Duncan, Ian
1
Grasselli, Matheus R.
1
Ichiba, Tomoyuki
1
Leclere, Vincent
1
Loginov, Michael
1
Maheshwari, Aditya
1
Min, Hyekyung
1
Palczewski, Jan
1
Risk, James
1
Rodriguez, Sergio
1
Rüschendorf, Ludger
1
SHEN, QUNYING
1
Sarantsev, Andrey
1
Yang, Xuwei
1
Zail, Howard
1
more ...
less ...
Institution
All
arXiv.org
5
Fields Institute for Research in Mathematical Sciences <Toronto>
1
Published in...
All
Papers / arXiv.org
5
Applied mathematical finance
4
Insurance / Mathematics & economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
European journal of operational research : EJOR
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Stochastic Processes and their Applications
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Annals of finance
1
Annals of operations research
1
Applied Mathematical Finance
1
Fields Institute communications
1
Insurance: Mathematics and Economics
1
Journal of Risk & Insurance
1
Mathematics and financial economics
1
Numerical methods in finance : Bordeaux, June 2010
1
Quantitative Finance
1
Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
1
Statistics & Probability Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
14
OLC EcoSci
8
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial hedging of operational flexibility
Ludkovski, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 799-839
Persistent link: https://www.econbiz.de/10003812842
Saved in:
2
Monte Carlo methods for adaptive disorder problems
Ludkovski, Michael
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 83-112)
.
2012
Persistent link: https://www.econbiz.de/10009577197
Saved in:
3
Optimal risk sharing under distorted probabilities
Ludkovski, Michael
;
Young, Virginia R.
- In:
Mathematics and financial economics
2
(
2009
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10003871600
Saved in:
4
Ex post moral hazard and Bayesian learning in insurance
Ludkovski, Michael
;
Young, Virginia R.
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 829-856
Persistent link: https://www.econbiz.de/10008798294
Saved in:
5
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Ludkovski, Michael
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 14-30
Persistent link: https://www.econbiz.de/10003681582
Saved in:
6
Inventory management with partially observed nonstationary demand
Bayraktar, Erhan
;
Ludkovski, Michael
-
2010
Persistent link: https://www.econbiz.de/10003964865
Saved in:
7
Optimal trade execution in illiquid markets
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 681-701
Persistent link: https://www.econbiz.de/10009311660
Saved in:
8
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
Saved in:
9
European option pricing with liquidity shocks
Ludkovski, Michael
;
Shen, Qunying
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010233260
Saved in:
10
Pricing asset scheduling flexibility using optimal switching
Carmona, René
;
Ludkovski, Michael
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 405-447
Persistent link: https://www.econbiz.de/10003815251
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
