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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Dynamic games and applications : DGA"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markov-Kette"
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Stochastischer Prozess
Markov chain
49
Markov-Kette
49
Game theory
33
Spieltheorie
33
Stochastic game
13
Stochastisches Spiel
13
Stochastic process
9
Dynamic game
8
Dynamisches Spiel
8
Theorie
8
Theory
8
Nash equilibrium
6
Nash-Gleichgewicht
6
Option pricing theory
6
Optionspreistheorie
6
CAPM
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Differential games
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Control theory
4
Discounting
4
Diskontierung
4
Equilibrium theory
4
Gleichgewichtstheorie
4
Incomplete information
4
Kontrolltheorie
4
Unvollkommene Information
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Equilibrium model
3
Estimation
3
Gleichgewichtsmodell
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Growth theory
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Japan
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Markov perfect equilibrium
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Nichtkooperatives Spiel
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Noncooperative game
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Schätzung
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Stochastic games
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Volatility
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Volatilität
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Wachstumstheorie
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Asset pricing
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Asiimwe, Pious
1
Balbus, Lukasz
1
Chen, Xian
1
Chourdakis, Kyriakos
1
Elliott, Robert J.
1
Fujimoto, Kazufumi
1
Hernández-Hernández, Daniel
1
Mahera, Charles Wilson
1
Menoukeu-Pamen, Oliver
1
Morimoto, Takayuki
1
Nagai, Hideo
1
Nugroho, Didit B.
1
Reffett, Kevin L.
1
Ricalde-Guerrero, Joshué H.
1
Runggaldier, Wolfgang J.
1
Siu, Tak Kuen
1
Wei, Qingda
1
Woźny, Łukasz
1
Yu, Jun
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Asia-Pacific financial markets
Dynamic games and applications : DGA
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Operations research
14
Quantitative finance
14
Journal of econometrics
13
Finance and stochastics
12
International journal of production research
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
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
Computers & operations research : and their applications to problems of world concern ; an international journal
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
The journal of computational finance
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
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1
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
Saved in:
2
Risk-sensitive average equilibria for discrete-time stochastic games
Wei, Qingda
;
Chen, Xian
- In:
Dynamic games and applications : DGA
9
(
2019
)
2
,
pp. 521-549
Persistent link: https://www.econbiz.de/10012225474
Saved in:
3
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
4
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
5
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10011377522
Saved in:
6
Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
Saved in:
7
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
8
Markov stationary equilibria in stochastic supermodular games with imperfect private and public information
Balbus, Lukasz
;
Reffett, Kevin L.
;
Woźny, Łukasz
- In:
Dynamic games and applications : DGA
3
(
2013
)
2
,
pp. 187-206
Persistent link: https://www.econbiz.de/10010188176
Saved in:
9
Lévy processes driven by stochastic volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003496705
Saved in:
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