Search Results - subject:"Markov Chain approximation"

Approximate solutions to constrained risk-sensitive Markov decision processes

Kumar, Uday M.; Bhat, Sanjay P.; Kavitha, Veeraruna; … - In: European journal of operational research : EJOR 310 (2023) 1, pp. 249-267

Persistent link: https://www.econbiz.de/10014339827

Monetary transmissions mechanism for Islamic capital markets : evidence from Markov switching dynamic regression approach

Anwer, Zaheer; Sabit, Ahmed; Hassan, M. Kabir; … - In: International journal of Islamic and Middle Eastern … 16 (2023) 3, pp. 448-463

Persistent link: https://www.econbiz.de/10014339865

Volatility is (mostly) path-dependent

Guyon, Julien; Lekeufack, Jordan - In: Quantitative finance 23 (2023) 9, pp. 1221-1258

Persistent link: https://www.econbiz.de/10014339908

A general approach for lookback option pricing under Markov models

Zhang, Gongqiu; Li, Lingfei - In: Quantitative finance 23 (2023) 9, pp. 1305-1324

Persistent link: https://www.econbiz.de/10014339927

Large-scale financial planning via a partially observable stochastic dual dynamic programming framework

Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 23 (2023) 9, pp. 1341-1360

Persistent link: https://www.econbiz.de/10014339931

Scalable inference for a full multivariate stochastic volatility model

Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520

Persistent link: https://www.econbiz.de/10014340078

Recent Advances in Modeling and Forecasting Kaiyu : Tools for Predicting and Verifying the Effects of Urban Revitalization Policy

Saito, Saburo (ed.); Ishibashi, Kenichi (ed.); … - 2023

Chapter 1. A disaggregate hierarchical decision Huff model incorporating consumer Kaiyu choices among shopping sites -- Chapter 2. A dynamical Huff model: Computing the competitive equilibrium distribution of shop floor areas over a city center commercial district using the Fixed-Point Algorithm...

Persistent link: https://www.econbiz.de/10014340327

Managing production-inventory-maintenance systems with condition monitoring

Feng, Haofang; Zhang, Sheng Hao; Zhang, Yong - In: European journal of operational research : EJOR 310 (2023) 2, pp. 698-711

Persistent link: https://www.econbiz.de/10014340772

A nonlinear inversion procedure for modeling the effects of economic factors on credit risk migration

Stokes, Jeffrey R. - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 855-878

Persistent link: https://www.econbiz.de/10014342115

Attaining stochastic optimal control over debt ratios in U.S. markets

Liu, Wei-han - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 967-993

Persistent link: https://www.econbiz.de/10014342125