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Markov chain
104
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104
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Operations research letters
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
European journal of operational research : EJOR
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Mathematics of operations research
50
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Opsearch : journal of the Operational Research Society of India
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Physica A: Statistical Mechanics and its Applications
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IMA journal of management mathematics
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ECONIS (ZBW)
104
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1
The non-Markovian nature of nested logit choice
Li, Selena
;
Udwani, Rajan
- In:
Operations research letters
51
(
2023
)
4
,
pp. 461-467
Persistent link: https://www.econbiz.de/10014426591
Saved in:
2
Future memories are not needed for large classes of POMDPs
Cohen, Victor
;
Parmentier, Axel
- In:
Operations research letters
51
(
2023
)
3
,
pp. 270-277
Persistent link: https://www.econbiz.de/10014374858
Saved in:
3
Multi-product pricing : a discrete choice model based on Markov Chain Choice Model combined with reservation prices
Sprenkels, Laura
;
Atan, Zümbül
;
Adan, Ivo
- In:
Operations research letters
51
(
2023
)
6
,
pp. 651-658
Persistent link: https://www.econbiz.de/10014465879
Saved in:
4
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
5
Building optimal regime-switching portfolios
Ciciretti, Vito
;
Bucci, Andrea
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014246736
Saved in:
6
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
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7
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
8
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
9
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
10
Dynamic matching with teams
Wu, Qingyun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 618-622
Persistent link: https://www.econbiz.de/10013449456
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