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isPartOf:"Finance and stochastics"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~subject:"Affine processes"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markovscher Prozess"
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Affine processes
Stochastischer Prozess
Markov chain
78
Markov-Kette
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Theorie
51
Theory
51
Stochastic process
18
Markov decision process
13
Mathematical programming
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Alòs, Elisa
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Banik, A. D.
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Beek, Misha van
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Finance and stochastics
Computers & operations research : and their applications to problems of world concern ; an international journal
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
21
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Annals of operations research
11
Economic modelling
11
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10
International journal of production research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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8
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of economic dynamics & control
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Journal of mathematical finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
The journal of computational finance
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
A simple and efficient computing procedure of the stationary system-length distributions for GIX/D/c and BMAP/D/c queues
Banik, A. D.
;
Chaudhry, M. L.
;
Wittevrongel, Sabine
; …
- In:
Computers & operations research : and their …
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013040812
Saved in:
3
A simulation-optimization framework for generating dynamic dispatching rules for stochastic job shop with earliness and tardiness penalties
Gohareh, Mehdy Morady
;
Mansouri, Ehsan
- In:
Computers & operations research : and their …
140
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013173501
Saved in:
4
Offline approximate value iteration for dynamic solutions to the multivehicle routing problem with stochastic demand
Zhang, Xiaonan
;
Zhang, Jianxiong
;
Fan, Xiaoqing
- In:
Computers & operations research : and their …
146
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013347436
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
6
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
7
Dispatching fire trucks under stochastic driving times
Usanov, D.
;
Ven, Peter van de
;
Mei, R. D. van der
- In:
Computers & operations research : and their …
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012146647
Saved in:
8
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
9
Forward transition rates
Buchardt, Kristian
;
Furrer, Christian
;
Steffensen, Mogens
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 975-999
Persistent link: https://www.econbiz.de/10012114667
Saved in:
10
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
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