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Management der Unternehmungsliquidität : ein Ansatz der stochastischen mehrstufigen linearen Programmierung
Schmid, Olivier - 2000
Persistent link: https://www.econbiz.de/10001513261
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BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001513469
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Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
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A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid; Lai, Tze Leung - In: The journal of computational finance 3 (1999/2000) 2, pp. 33-52
Persistent link: https://www.econbiz.de/10001517419
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Some new results for the optimal impulse control of Brownian motion
Hurn, Stan; Lindsay, Kenneth A. - 1999
Persistent link: https://www.econbiz.de/10001517851
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On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan; Lindsay, Kenneth A.; Martin, Vance - 1999
Persistent link: https://www.econbiz.de/10001517908
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Optimal portfolios for exponential Lévy processes
Kallsen, Jan - In: Mathematical methods of operations research 51 (2000) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
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Perturbation of linear quadratic systems with jump parameters and hybrid controls
El-Azouzi, Rachid; Abbad, Mohammed; Altman, Eitan - In: Mathematical methods of operations research 51 (2000) 3, pp. 399-417
Persistent link: https://www.econbiz.de/10001519653
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Notes on dynamic programming and optimal control
Maffezzoli, Marco - 1998
Persistent link: https://www.econbiz.de/10001496843
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Optimal production planning in stochastic jobshops with long-run average cost
Presman, Ernst; Sethi, Suresh P.; Zhang, Hanqin - In: Optimization, dynamics, and economic analysis : essays …, (pp. 259-274). 2000
Persistent link: https://www.econbiz.de/10001497145