Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On infinite horizon optimal st...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Optimal stopping
5
Search theory
4
Suchtheorie
4
Theorie
4
Theory
4
Derivat
3
Derivative
3
Dynamic programming problem
3
Finite difference method
3
Flexible load contract
3
General random walk
3
HJB-equation
3
Hedging
3
Lévy diffusion
3
Real options
3
Stochastischer Prozess
3
Swing option
3
Commodity derivative
2
Commodity exchange
2
Commodity markets
2
Diffusion
2
Finite-dimensional realization
2
Futures contract
2
Implementation delay
2
Invariant foliation
2
Multi-factor model
2
Optimal portfolios
2
Poisson process
2
Portfolio selection
2
Portfolio-Management
2
Resolvent operator
2
Rohstoffderivat
2
Stochastic partial differential equations
2
Strong Markov process
2
Time to build
2
Warenbörse
2
continuous pasting
2
exchange option
2
free boundary problem
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lempa, Jukka
3
Benth, Fred Espen
1
Eriksson, Marcus
1
Nilssen, Trygve Kastberg
1
Published in...
All
Finance and stochastics
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some results on optimal stopping under phase-type distributed implementation delay
Lempa, Jukka
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 559-583
Persistent link: https://www.econbiz.de/10012301640
Saved in:
2
Swing options in commodity markets : a multidimensional Lévy diffusion model
Eriksson, Marcus
;
Lempa, Jukka
;
Nilssen, Trygve Kastberg
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10010347962
Saved in:
3
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
