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  • Search: subject:"stochastic covariance model"
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Year of publication
Subject
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Correlation 4 Korrelation 4 Stochastic process 4 Stochastischer Prozess 4 Backward stochastic differential equation 3 Nash equilibrium 3 Nash-Gleichgewicht 3 Stochastic covariance model 3 Theorie 3 Theory 3 Analysis 2 Mathematical analysis 2 Model ambiguity 2 Stochastic differential game 2 Stochastic game 2 Stochastisches Spiel 2 ARCH model 1 ARCH-Modell 1 Asset-liability management 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian model selection 1 Defined contribution pension 1 Delay 1 Game theory 1 MCMC sampling 1 Markov chain 1 Markov-Kette 1 Modellierung 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate Analyse 1 Multivariate analysis 1 Robust investment–consumption strategies 1 Robust statistics 1 Robustes Verfahren 1 Sampling 1 Scientific modelling 1 Spieltheorie 1 Stichprobenerhebung 1
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Undetermined 4
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 4
Author
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Zhang, Yumo 3 Zhu, Huainian 2 Asai, Manabu 1 Jiang, Yue 1 Li, Raymond W. M. 1 So, Mike Ka-pui 1 Wang, Ning 1
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Published in...
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Insurance : mathematics and economics 2 Journal of forecasting 1 The quarterly review of economics and finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Robust non-zero-sum investment-consumption games under multivariate stochastic covariance models
Zhang, Yumo; Zhu, Huainian - In: The quarterly review of economics and finance 100 (2025), pp. 1-28
Persistent link: https://www.econbiz.de/10015405512
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Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models
Zhu, Huainian; Zhang, Yumo - In: Insurance : mathematics and economics 120 (2025), pp. 236-268
Persistent link: https://www.econbiz.de/10015431897
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Robust asset-liability management games for "n" players under multivariate stochastic covariance models
Wang, Ning; Zhang, Yumo - In: Insurance : mathematics and economics 117 (2024), pp. 67-98
Persistent link: https://www.econbiz.de/10015066941
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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