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person:"Gouriéroux, Christian"
~person:"Cavazos-Cadena, Rolando"
~subject:"Markov-Kette"
~subject:"Optionspreistheorie"
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Gouriéroux, Christian
Cavazos-Cadena, Rolando
Wystup, Uwe
36
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34
Härdle, Wolfgang
31
Waggoner, Daniel F.
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3
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2
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ECONIS (ZBW)
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Nash equilibria in a class of Markov stopping games with total reward criterion
Cavazos-Cadena, Rolando
;
Cantú-Sifuentes, Mario
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
2
,
pp. 319-340
Persistent link: https://www.econbiz.de/10012793525
Saved in:
2
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
3
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
4
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
5
Discounted approximations in risk-sensitive average Markov cost chains with finite state space
Blancas-Rivera, Rubén
;
Cavazos-Cadena, Rolando
; …
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
2
,
pp. 241-268
Persistent link: https://www.econbiz.de/10012229529
Saved in:
6
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
7
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010234126
Saved in:
8
Solution to the risk-sensitive average cost optimality equation in a class of Markov decision processes with finite state space
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
57
(
2003
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10001752193
Saved in:
9
Value iteration and approximately optimal stationary policies in finite-state average Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
56
(
2002
)
2
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001717532
Saved in:
10
Adaptive control of average Markov decision chains under the Lyapunov stability condition
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
54
(
2001
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10001628092
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