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  • Search: subject:"Continuous time"
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Year of publication
Subject
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Theorie 215 Theory 195 Stochastischer Prozess 150 Stochastic process 141 continuous time 119 Continuous time 92 Markov chain 80 Game theory 79 Markov-Kette 78 Spieltheorie 76 Zeitreihenanalyse 62 Time series analysis 58 Optionspreistheorie 49 Portfolio selection 49 Option pricing theory 46 Portfolio-Management 45 Mathematical programming 42 Mathematische Optimierung 42 Schätztheorie 42 Volatilität 42 Estimation theory 41 Volatility 41 CAPM 33 Prinzipal-Agent-Theorie 28 Agency theory 27 stochastic volatility 26 Experiment 25 Risk 24 Dynamic programming 23 Dynamisches Gleichgewicht 23 Risiko 23 Moral hazard 22 Continuous-time model 21 Moral Hazard 21 Yield curve 21 Zinsstruktur 21 Kontrolltheorie 20 Dynamische Optimierung 19 Continuous-time 18 Control theory 18
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Online availability
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Undetermined 485 Free 406 CC license 8
Type of publication
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Article 606 Book / Working Paper 415 Other 6
Type of publication (narrower categories)
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Article in journal 334 Aufsatz in Zeitschrift 334 Working Paper 166 Graue Literatur 83 Non-commercial literature 83 Arbeitspapier 80 Article 12 Thesis 10 Aufsatz im Buch 5 Book section 5 Hochschulschrift 5 research-article 5 Collection of articles of several authors 2 Conference paper 2 Konferenzbeitrag 2 Sammelwerk 2 Collection of articles written by one author 1 Conference Paper 1 Sammlung 1 conceptual-paper 1 review-article 1 technical-paper 1
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Language
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English 644 Undetermined 380 Spanish 2 German 1
Author
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Posch, Olaf 30 Wälde, Klaus 20 Friedman, Daniel 15 Andersen, Torben G. 14 Bollerslev, Tim 14 Oprea, Ryan 14 Riedel, Frank 14 Trimborn, Timo 13 Scalas, Enrico 12 Nuño, Galo 11 Steg, Jan-Henrik 10 Diebold, Francis X. 9 Federici, Daniela 9 Flaschel, Peter 9 Parra-Alvarez, Juan Carlos 9 Gandolfo, Giancarlo 8 Guo, Xianping 8 McAleer, Michael 8 Prieto-Rumeau, Tomás 8 Bayer, Christian 7 Behringer, Stefan 7 Benndorf, Volker 7 Chambers, Marcus J. 7 Cui, Zhenyu 7 Ebina, Takeshi 7 Hong, Yongmiao 7 Maggi, Bernardo 7 Park, Joon Y. 7 Szydlowski, Martin 7 Upmann, Thorsten 7 Yu, Jun 7 Benth, Fred Espen 6 Fabbri, Giorgio 6 Folmer, Henk 6 Franke, Reiner 6 Hernández-Lerma, Onésimo 6 Herzberg, Frederik 6 Kleinow, Torsten 6 Matsushima, Noriaki 6 Nijkamp, Peter 6
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 CESifo 11 EconWPA 8 HAL 8 School of Economics and Management, University of Aarhus 8 Cowles Foundation for Research in Economics, Yale University 7 C.E.P.R. Discussion Papers 6 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 5 Center for Financial Studies 4 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Økonomisk Institut, Københavns Universitet 4 Department of Economics, University of Pennsylvania 3 Economics Department, University of California-Santa Cruz (UCSC) 3 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 3 London School of Economics (LSE) 3 Society for Computational Economics - SCE 3 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 Université Paris-Dauphine (Paris IX) 3 Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics 3 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Collegio Carlo Alberto, Università degli Studi di Torino 2 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Department of Applied Economics, Utah State University 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Adam Smith Business School 2 Department of Economics, University of Birmingham 2 Dipartimento di Economia e Management, Università degli Studi di Pisa 2 Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche 2 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 2 East Asian Bureau of Economic Research (EABER) 2 Econometric Society 2 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 2 Finance Discipline Group, Business School 2 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 2 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 2 Institut für Weltwirtschaft (IfW) 2
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Published in...
All
Physica A: Statistical Mechanics and its Applications 33 CESifo Working Paper 17 European journal of operational research : EJOR 17 Journal of economic dynamics & control 14 Journal of econometrics 13 MPRA Paper 13 Quantitative Finance 13 CESifo Working Paper Series 11 Computational Statistics 11 Dynamic games and applications : DGA 11 Journal of economic theory 11 Mathematical Methods of Operations Research 11 Working Paper 11 Finance and Stochastics 9 Statistical Inference for Stochastic Processes 9 Statistics & Probability Letters 9 CESifo working papers 8 Insurance 8 Cowles Foundation Discussion Papers 7 Economic Theory 7 Finance 7 Games and economic behavior 7 International Journal of Theoretical and Applied Finance (IJTAF) 7 International journal of theoretical and applied finance 7 Journal of empirical finance 7 Journal of mathematical economics 7 CEPR Discussion Papers 6 CREATES Research Papers 6 Computers & operations research : and their applications to problems of world concern ; an international journal 6 Discussion Paper 6 European Journal of Operational Research 6 IZA Discussion Papers 6 Mathematics of operations research 6 Stochastic Processes and their Applications 6 Annals of finance 5 CIRANO Working Papers 5 Economics letters 5 International journal of production research 5 Journal of economic behavior & organization : JEBO 5 Management science : journal of the Institute for Operations Research and the Management Sciences 5
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Source
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RePEc 466 ECONIS (ZBW) 434 EconStor 99 BASE 18 Other ZBW resources 10
Showing 11 - 20 of 1,027
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Budget deficit in a growing economy and impossibility of fiscal collapse : a continuous time analysis
Tanaka, Yasuhito - In: Central European economic journal 11 (2024) 58, pp. 305-319
Using a continuous time dynamic model of growing economy we will show the following results. 1) When people derive …
Persistent link: https://www.econbiz.de/10015415361
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A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
Mijatović, Aleksandar; Palfray, Romain - In: Applied mathematical finance 31 (2024) 2, pp. 57-107
Persistent link: https://www.econbiz.de/10015415705
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Persistence in a dynamic moral hazard game
Bohren, J. Aislinn - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 449-498
This paper explores how the persistence of past choices creates incentives in a continuous time stochastic game …
Persistent link: https://www.econbiz.de/10014468081
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Continuous-time service network design with stochastic travel times
Lanza, Giacomo; Crainic, Teodor Gabriel; Passacantando, … - 2024
Persistent link: https://www.econbiz.de/10015057070
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Capacity planning in logistics corridors : deep reinforcement learning for the dynamic stochastic temporal bin packing problem
Farahani, Amirreza; Genga, Laura; Schrotenboer, Albert H.; … - In: Transportation research : an international journal 191 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015097435
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Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
Zhou, Zhou - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1089-1122
Persistent link: https://www.econbiz.de/10015149370
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Discounting and extraction behavior in continuous time resource experiments
Davin, Marion; Dubois, Dimitri; Erdlenbruch, Katrin; … - 2024
Persistent link: https://www.econbiz.de/10014529046
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Exploration versus exploitation : a laboratory test of the single-agent exponential bandit model
Hudja, Stanton; Woods, Daniel - In: Economic inquiry 62 (2024) 1, pp. 267-286
Persistent link: https://www.econbiz.de/10014483728
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Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, Benjamin; Loeper, Grégoire; Obłój, Jan - In: Quantitative finance 24 (2024) 11, pp. 1597-1620
Persistent link: https://www.econbiz.de/10015196948
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - In: Journal of econometrics 244 (2024) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10015552445
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