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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of financial analysis"
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Markov chain
139
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Dijk, Herman K. van
6
Buchholz, Peter
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3
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Paap, Richard
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Banik, A. D.
2
Bauwens, Luc
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Gabriel, Vasco J.
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Kim, Che Soong
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Lee, Hsiang-Tai
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Computers & operations research : and their applications to problems of world concern ; an international journal
Econometric Institute research papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of financial analysis
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206
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ECONIS (ZBW)
139
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1
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
2
Heuristic algorithm for nested Markov decision process : solution quality and computational complexity
Fianu, Sefakor
;
Davis, Lauren Berrings
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014455597
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3
The impact of the Russian-Ukrainian war on global financial markets
Izzeldin, Marwan
;
Muradoğlu, Gülnur
;
Pappas, Vasileios
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457520
Saved in:
4
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
5
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
6
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
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7
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
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8
Inventory rationing and replenishment for an omni-channel retailer
Goedhart, Joost
;
Haijema, René
;
Akkerman, Renzo
- In:
Computers & operations research : and their …
140
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013173506
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9
Double-ended queues with non-Poisson inputs and their effective algorithms
Liu, Heng-Li
;
Li, Quan-Lin
;
Chang, Yan-Xia
;
Zhang, Chi
- In:
Computers & operations research : and their …
144
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013264845
Saved in:
10
A Markov decision process model on dynamic routing for target surveillance
Margolis, Joshua T.
;
Song, Yongjia
;
Mason, Scott J.
- In:
Computers & operations research : and their …
141
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013185143
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