Search Results - subject:"stochastic environment"

Optimal majority threshold in a stochastic environment

Malyshev, Vitaly - In: Group decision and negotiation 30 (2021) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10012487904

Interplay of insurance and financial risks in a stochastic environment

Tang, Qihe; Yang, Yang - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 432-451

Persistent link: https://www.econbiz.de/10012194959

Using a heuristic algorithm to design a personalized day tour route in a time-dependent stochastic environment

Liao, Zhixue; Zheng, Weimin - In: Tourism management : research, policies, practice 68 (2018), pp. 284-300

Persistent link: https://www.econbiz.de/10011871191

Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa

Ngoie, Jacques Kibambe; Schoeman, Niek - Department of Economics, Faculty of Economic and … - 2012

appropriate tax rates within a dynamic stochastic environment. Using a Marshallian macroeconomic model disaggregated by sectors …

Persistent link: https://www.econbiz.de/10011095453

Efficiency of Optimal Taxation in a Dynamic Stochastic Environment: Case of South Africa

Ngoie, Jacques K.; Schoeman, Niek - Economic Research Southern Africa (ERSA) - 2012

appropriate tax rates within a dynamic stochastic environment. Using a Marshallian macroeconomic model disaggregated by sectors …

Persistent link: https://www.econbiz.de/10010549209

ГОЛОСОВАНИЕ В СТОХАСТИЧЕСКОЙ СРЕДЕ: СЛУЧАЙ ДВУХ ГРУПП

ЮРЬЕВИЧ, ЧЕБОТАРЕВ ПАВЕЛ; … - In: Проблемы управления (2010) 3, pp. 18-25

Для общества, состоящего из двух сплоченных групп близкой численности, изучена социальная динамика, определяемая голосованием в стохастической среде. Получены...

Persistent link: https://www.econbiz.de/10011247350

Pricing American Options in a Mild Stochastic Environment

Altar, Moisa; Samuel, Judita - Center for Advanced Research in Finance and Banking … - 2008

uncertainty is modeled by a more regular stochastic process, which was called, by A. Halanay, a mild stochastic environment. In …

Persistent link: https://www.econbiz.de/10005036708

Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion

Protopopescu, Dan - Departament d'Economia i Història Econòmica, … - 2008

The objective of this paper is to correct and improve the results obtained by Van der Ploeg (1984a, 1984b) and utilized in the literature related to feedback stochastic optimal control sensitive to constant exogenous risk-aversion (Karp 1987; Whittle 1989, 1990; Chow 1993, amongst others). More...

Persistent link: https://www.econbiz.de/10005168459

Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English)

Tichý, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 7-8, pp. 361-379

model, defined as time changed Brownian motion, and (iv) the variance gamma model set in a stochastic environment modelled …

Persistent link: https://www.econbiz.de/10005673590

A methodology to solve large-scale cooperative transportation planning problems

Sprenger, Ralf; Mönch, Lars - In: European Journal of Operational Research 223 (2012) 3, pp. 626-636

suggested heuristics to solve the problem are assessed within a dynamic and stochastic environment in a rolling horizon setting …

Persistent link: https://www.econbiz.de/10011052533