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Search: subject:"continuous time Markov chain"
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Markov chain
24
Markov-Kette
24
Stochastic process
18
Stochastischer Prozess
18
Continuous-time Markov chain
15
Theorie
10
Theory
10
continuous-time Markov chain
10
Option pricing theory
8
Option trading
8
Optionsgeschäft
8
Optionspreistheorie
8
Volatility
6
Volatilität
6
continuous time Markov chain
6
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Continuous time Markov chain
4
Mathematical programming
4
Mathematische Optimierung
4
option pricing
4
Finance
3
Matrix differential calculus
3
Option pricing
3
Ornstein-Uhlenbeck process
3
Reliability
3
Time series analysis
3
Zeitreihenanalyse
3
continuous-time markov chain
3
regime switching
3
Analysis
2
Birth-and-death process
2
Bottleneck
2
Dynamic programming
2
EM algorithm
2
Engpass
2
Estimation theory
2
Financial analysis
2
Finanzanalyse
2
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Undetermined
32
Free
5
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1
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Article
37
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6
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Article in journal
25
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25
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3
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1
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29
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14
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Cui, Zhenyu
5
Magnus, Jan R.
3
Sentana, Enrique
3
Abbad, Mohammed
2
Altman, Eitan
2
Azouzi, Rachid El
2
Batabyal, Amitrajeet A.
2
Deflem, Y.
2
Kirkby, J. Lars
2
Nieuwenhuyse, I. Van
2
Pijls, Henk G. J.
2
Piunovskiy, Alexey
2
Zhang, Yi
2
Zhou, Zhou
2
Ahmed, Imtiaz
1
Azeem, Abdullahil
1
Barros, Anne
1
Bazizi, Lydia
1
Bretó, Carles
1
Chen, Pengzhan
1
Creemers, S.
1
Creemers, Stefan
1
Cui, Lirong
1
Dharmaraja, Selvamuthu
1
Ding, Kailin
1
ELLIOTT, ROBERT J.
1
Eksi-Altay, Zehra
1
El-Khatib, Youssef
1
Elliott, Robert J.
1
Fouladirad, Mitra
1
Gapeev, Pavel V.
1
Gautam, Anupam
1
HAMADA, AHMED S.
1
Hamada, Ahmed S.
1
Hatemi-J, Abdulnasser
1
Haussmann, Ulrich
1
He, Xin-Jiang
1
Hobolth, Asger
1
Huang, Yu-Jui
1
Janardan, Konanur
1
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Department of Applied Economics, Utah State University
2
Christian-Albrechts-Universität zu Kiel
1
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European journal of operational research : EJOR
5
Computational Statistics
2
Finance and Stochastics
2
Mathematical Methods of Operations Research
2
Mathematics of operations research
2
Quantitative finance
2
Applied mathematical finance
1
CEMFI working paper
1
Competition and Regulation in Network Industries
1
Decision sciences : DS
1
Econometric reviews
1
Economics Research Institute, ERI Study Papers
1
European journal of industrial engineering : EJIE
1
Finance research letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of logistics systems and management
1
International journal of production economics
1
International journal of production research
1
International journal of quality & reliability management
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic studies
1
KBI
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Opsearch : journal of the Operational Research Society of India
1
Review of Business and Economic Literature
1
Statistical Applications in Genetics and Molecular Biology
1
Statistical Papers / Springer
1
Statistics & Probability Letters
1
The journal of computational finance
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper
1
Working Papers / Department of Applied Economics, Utah State University
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ECONIS (ZBW)
28
RePEc
14
EconStor
1
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1
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10
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43
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1
A general valuation framework for rough stochastic local volatility models and applications
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
European journal of operational research : EJOR
322
(
2025
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10015411725
Saved in:
2
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
3
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:
4
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
5
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
6
Reliability analysis of a two-unit standby system under Marshall-Olkin dependency
Yaghoubi, Afshin
;
Niaki, Seyed Taghi Akhavan
- In:
International journal of quality & reliability management
40
(
2023
)
6
,
pp. 1587-1596
Persistent link: https://www.econbiz.de/10014313839
Saved in:
7
On the information content of implied liquidity measure : Evidence from the S&P 500 index options
Yerli, Cigdem
;
Eksi-Altay, Zehra
;
Selcuk-Kestel, A. Sevtap
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014507814
Saved in:
8
Modelling, performance evaluation and optimisation of (s,Q) retrial inventory system with partial backlogging demands : a GSPN approach
Bazizi, Lydia
;
Rahmoune, Fazia
;
Lekadir, Ouiza
;
Labadi, …
- In:
European journal of industrial engineering : EJIE
17
(
2023
)
4
,
pp. 529-569
Persistent link: https://www.econbiz.de/10014306658
Saved in:
9
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov
chain
approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
10
Reliability and survivability assessment of LTE-A architecture and networks
Gautam, Anupam
;
Dharmaraja, Selvamuthu
- In:
Opsearch : journal of the Operational Research Society …
60
(
2023
)
1
,
pp. 370-392
Persistent link: https://www.econbiz.de/10014280724
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