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~isPartOf:"Journal of mathematical finance"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
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Markov chain
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Journal of mathematical finance
European journal of operational research : EJOR
38
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
International journal of theoretical and applied finance
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International journal of forecasting
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International journal of production research
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Mathematical methods of operations research
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Review of quantitative finance and accounting
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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1
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
Saved in:
2
Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M.
;
Kmeid, Najat
;
Greige, Hanna
;
Raffoul, …
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10011875270
Saved in:
3
The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
5
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
6
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
7
Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
8
VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
Saved in:
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