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  • Search: subject:"Asymptotic solution"
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Year of publication
Subject
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Asymptotic solution 2 Asymptotic solution concepts 1 Core 1 G-renewal process 1 Game theory 1 Instandhaltung 1 Kernel 1 Maintenance policy 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal maintenance 1 Real option 1 Spieltheorie 1 Stochastic duopoly game 1 Stochastic volatility 1 Theorie 1 Theory 1 Vector measure games 1 Volterra integral equation 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Aiche, Avishay 1 Cao, Jiling 1 Chung, Hyuck 1 Cortes-Penagos, Consuelo de J. 1 Griskin, Vladimir 1 Huang, Bing 1 Maximov, Serguei 1 Shitovitz, Benyamin 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Economics letters 1 MPRA Paper 1 Mathematical methods of operations research : ZOR 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A long-time asymptotic solution to the g-renewal equation for underlying distributions with nondecreasing hazard functions
Maximov, Serguei; Cortes-Penagos, Consuelo de J. - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 311-341
Persistent link: https://www.econbiz.de/10012395572
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The asymptotic kernel in TU production market games with symmetric big players and a uniform ocean of small players
Aiche, Avishay; Griskin, Vladimir; Shitovitz, Benyamin - In: Economics letters 181 (2019), pp. 107-110
Persistent link: https://www.econbiz.de/10012121886
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Strategic real options with stochastic volatility in a duopoly model
Huang, Bing; Cao, Jiling; Chung, Hyuck - Volkswirtschaftliche Fakultät, … - 2013
The investment-timing problem has been considered by many authors under the assumption that the instantaneous volatility of the demand shock is constant. Recently, Ting et al. [9] carried out an asymptotic approach in a monopoly model by letting the volatility parameter follow a stochastic...
Persistent link: https://www.econbiz.de/10011108054
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