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Search: subject:"Markov modulated poisson process"
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Stochastic process
9
Stochastischer Prozess
9
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6
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Markov chain
5
Markov-Kette
5
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3
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Markov modulated Poisson process
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Markov modulated poisson process
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Markov-modulated Poisson process
2
Maximum likelihood estimator
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Risiko
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Risk
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Schätzung
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Strong consistency
2
Volatility
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Betriebliche Liquidität
1
Circulant Markov modulated Poisson process
1
Column generation
1
Corporate liquidity
1
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1
Cox process
1
Diffusion process
1
Dynamic programming
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Arts, Joachim
2
Guillou, Armelle
2
Loisel, Stéphane
2
Stupfler, Gilles
2
Basten, Rob
1
Bi, Hongwei
1
Bruneel, H.
1
Casale, Giuliano
1
Chao, Wan-Ling
1
Chen, Peimin
1
Cremonesi, Paolo
1
Dasari, Rajaiah
1
Houtum, Geert-Jan van
1
Laevens, K.
1
Lillo, Rosa E.
1
Lin, Xenos Chang-Shuo
1
Malla Reddy, Perati
1
Miao, Daniel Wei-Chung
1
Ramírez-Cobo, Pepa
1
Renikunta, Ramesh
1
Rogiest, Wouter
1
Sadoghi, Amirhossein
1
Sansottera, Andrea
1
Tang, Chao
1
Večeř, Jan
1
Walraevens, Joris
1
Wang, Guanying
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European journal of operational research : EJOR
4
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Finance research letters
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Operations research
1
Operations research letters
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Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
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RePEc
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Valuing catastrophe equity put options with liquidity risk, default risk and jumps
Tang, Chao
;
Chen, Peimin
;
Zhang, Shu
-
2025
Persistent link: https://www.econbiz.de/10015372584
Saved in:
2
Optimal liquidation problem in illiquid markets
Sadoghi, Amirhossein
;
Večeř, Jan
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 1050-1066
Persistent link: https://www.econbiz.de/10013256904
Saved in:
3
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei
;
Wang, Guanying
;
Wang, Xingchun
- In:
Finance research letters
29
(
2019
),
pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Saved in:
4
Fitting procedure for the two-state Batch
Markov
modulated
Poisson
process
Yera, Yoel G.
;
Lillo, Rosa E.
;
Ramírez-Cobo, Pepa
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10012102716
Saved in:
5
A multi-item approach to repairable stocking and expediting in a fluctuating demand environment
Arts, Joachim
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 102-115
Persistent link: https://www.econbiz.de/10011611180
Saved in:
6
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, …
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 111-124
Persistent link: https://www.econbiz.de/10011410719
Saved in:
7
Repairable stocking and expediting in fluctuating demand environment : optimal policy and heuristics
Arts, Joachim
;
Basten, Rob
;
Houtum, Geert-Jan van
- In:
Operations research
64
(
2016
)
6
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011620648
Saved in:
8
Internet router modeling using Circulant
Markov
modulated
Poisson
process
- impact of fractal onset time (FOT)
Renikunta, Ramesh
;
Dasari, Rajaiah
;
Malla Reddy, Perati
- In:
Opsearch : journal of the Operational Research Society …
53
(
2016
)
2
,
pp. 317-328
Persistent link: https://www.econbiz.de/10011595128
Saved in:
9
Compact Markov-modulated models for multiclass trace fitting
Casale, Giuliano
;
Sansottera, Andrea
;
Cremonesi, Paolo
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 822-833
Persistent link: https://www.econbiz.de/10011556160
Saved in:
10
When random-order-of-service outperforms first-come-first-served
Rogiest, Wouter
;
Laevens, K.
;
Walraevens, Joris
;
Bruneel, H.
- In:
Operations research letters
43
(
2015
)
5
,
pp. 504-506
Persistent link: https://www.econbiz.de/10011386453
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