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  • Search: subject:"Piecewise deterministic Markov model"
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Commodities 1 Commodity market 1 Inventory model 1 Lagerhaltungsmodell 1 Markov chain 1 Markov-Kette 1 Piecewise deterministic Markov model 1 Price stabilization 1 Rohstoffmarkt 1 Schock 1 Shock 1 Strategic stocks 1 Supply risk 1 Theorie 1 Theory 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Creti, Anna 1 Villeneuve, Bertrand 1
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Mathematics and financial economics 1
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Commodity storage with durable shocks : a simple Markovian model
Creti, Anna; Villeneuve, Bertrand - In: Mathematics and financial economics 8 (2014) 2, pp. 169-192
Persistent link: https://www.econbiz.de/10010341757
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