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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Markov processes
252
Markov chain
90
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71
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67
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32
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17
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Tansel, Aysit
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ECONIS (ZBW)
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EconStor
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subject:"Markov process"
(872 results)
1
Asymmetric actor-critic with approximate information state
Sinha, Amit
;
Mahajan, Aditya
-
2023
Persistent link: https://www.econbiz.de/10014448090
Saved in:
2
A general approximation method for optimal stopping and random delay
Chen, Pengzhan
;
Song, Yingda
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10014471139
Saved in:
3
On Gaussian
Markov
processes
and Polya processes
Fendick, Kerry
;
Whitt, Ward
- In:
Operations research letters : a journal of INFORMS …
52
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015049109
Saved in:
4
Implied Markov transition matrices under structural price models
Defourny, Boris
;
Moazeni, Somayeh
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1935-1954
Persistent link: https://www.econbiz.de/10012696797
Saved in:
5
Evaluation of unreliable flow lines with limited buffer capacities and spare part provisioning
Sachs, F. E.
;
Helber, Stefan
;
Kiesmüller, Gudrun
- In:
European journal of operational research : EJOR
302
(
2022
)
2
,
pp. 544-559
Persistent link: https://www.econbiz.de/10013270122
Saved in:
6
Transient study of Markov models with time-dependent transition rates
Viswanath, Narayanan C.
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2209-2243
Persistent link: https://www.econbiz.de/10013443625
Saved in:
7
Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012210606
Saved in:
8
Gas storage valuation in incomplete markets
Löhndorf, Nils
;
Wozabal, David
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 318-330
Persistent link: https://www.econbiz.de/10012496564
Saved in:
9
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
10
The stochastic shortest path problem : a polyhedral combinatorics perspective
Guillot, Matthieu
;
Stauffer, Gautier
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 148-158
Persistent link: https://www.econbiz.de/10012239495
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