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Search: subject:"Continuous time"
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Theorie
215
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195
Stochastischer Prozess
150
Stochastic process
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continuous time
119
Continuous time
92
Markov chain
80
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79
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45
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stochastic volatility
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24
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Continuous-time model
21
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21
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Kontrolltheorie
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Dynamische Optimierung
19
Continuous-time
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644
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380
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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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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
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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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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
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11
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11
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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
Continuous-time
service network design with stochastic travel times
Lanza, Giacomo
;
Crainic, Teodor Gabriel
;
Passacantando, …
-
2024
Persistent link: https://www.econbiz.de/10015057070
Saved in:
15
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
Saved in:
16
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
Saved in:
17
Discounting and extraction behavior in
continuous
time
resource experiments
Davin, Marion
;
Dubois, Dimitri
;
Erdlenbruch, Katrin
; …
-
2024
Persistent link: https://www.econbiz.de/10014529046
Saved in:
18
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
Saved in:
19
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
Saved in:
20
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
Saved in:
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