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Stochastic process
Markov chain
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Elliott, Robert J.
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European journal of operational research : EJOR
69
Mathematics of operations research
40
International journal of theoretical and applied finance
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Insurance / Mathematics & economics
32
Operations research
31
Operations research letters
26
International journal of production research
24
Quantitative finance
22
Journal of econometrics
21
Finance and stochastics
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Journal of economic dynamics & control
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Opsearch : journal of the Operational Research Society of India
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Asia-Pacific financial markets
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ECONIS (ZBW)
1,365
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1
On cash settled IRR-swaptions and Markov functional modeling
Bermin, Hans-Peter
;
Williams, Gareth
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011686834
Saved in:
2
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
3
Double asymptotics for explosive continuous time models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
4
Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.
;
Spielmann, J.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
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5
Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries
-
2023
Persistent link: https://www.econbiz.de/10014388473
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6
Stochastic dominance :
convexity
and some efficiency tests
Lizyayev, Andrey
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Saved in:
7
Convexity
and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Yoda, Kunikazu
;
Prékopa, András
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 715-731
Persistent link: https://www.econbiz.de/10011520527
Saved in:
8
Stochastic dominance :
convexity
and some efficiency tests
Lizyayev, Andrey M.
-
2009
convexity
and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of …
Persistent link: https://www.econbiz.de/10011379506
Saved in:
9
Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M
;
Kmeid, Najat
;
Greige, Hanna
;
Raffoul, …
- In:
Inventi impact: microfinance & banking
(
2018
)
4
,
pp. 223-240
Persistent link: https://www.econbiz.de/10012242296
Saved in:
10
Effect of feedback on eBay sellers' business using Markov Chain
Dib, Y. M.
;
Roumieh, N.
;
Saab, G.
;
Maroun, M.
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10012210203
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