A General Framework for Time-Changed Markov Processes and Applications

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Zhenyu Cui | Justin Kirkby | Duy Nguyen

Ergodicity and the Estimation of Markov Decision Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Robert Louis Bray

An Infinite Hidden Markov Model for Short-term Interest Rates

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John M. Maheu | Qiao Yang

Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Andrew Hunt | David P. Blake

Markov Cubature Rules for Polynomial Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Damir Filipovii | Martin Larsson | Sergio Pulido

Option Pricing with Discrete Time Jump Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Florian Ielpo | Dominique Guegan | Hanjarivo Lalaharison

On time reversal of piecewise deterministic Markov processes

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Probability

Authors: Andreas Löpker | Zbigniew Palmowski

Long time asymptotics of unbounded additive functionals of Markov processes

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Probability

Authors: Fuqing Gao

The Pricing of Economic Risks under Time-Separable and Recursive Preferences

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ian Dew-Becker

Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.

JOURNAL ARTICLE published 1 January 2007 in Electronic Communications in Probability

Authors: Dan Spitzner | Thomas Boucher

Distributed Monitoring Problem

JOURNAL ARTICLE published June 2016 in Electronic Notes in Discrete Mathematics

Authors: Dimitri Papadimitriou | Bernard Fortz

Bridges of Markov counting processes: quantitative estimates

JOURNAL ARTICLE published 1 January 2016 in Electronic Communications in Probability

Authors: Giovanni Conforti

Variable Pay Systems: Collective Bargaining and Wage Inequality in Six Different European Countries

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Rosa Garcia-Hernandez

Pricing Path-Dependent Options with Discrete Monitoring Under Time-Changed Levy Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yuji Umezawa | Akira Yamazaki

Dynamic Systemic Risk Measures for Bounded Discrete-Time Processes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eduard Kromer | Ludger Overbeck | Katrin A. Zilch

An Approximation Algorithm for Multiroute Flow Decomposition

JOURNAL ARTICLE published June 2016 in Electronic Notes in Discrete Mathematics

Authors: Vorapong Suppakitpaisarn

Organizing Pneumonia and COVID-19

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jacobo Sellares | Fernanda Hernandez-Gonzalez | Mariana Benegas | Alejandra Lopez-Giraldo | Rosa Faner | Oriol Sibila | Joan Ramon Badia | Joan Albert Barberà | Marcelo Sánchez | Judith Garcia-Aymerich | Alvar Agustí

Min-max-min robustness: a new approach to combinatorial optimization under uncertainty based on multiple solutions

JOURNAL ARTICLE published June 2016 in Electronic Notes in Discrete Mathematics

Authors: Christoph Buchheim | Jannis Kurtz

Complexity of determining the maximum infection time in the geodetic convexity

JOURNAL ARTICLE published December 2015 in Electronic Notes in Discrete Mathematics

Authors: Fabricio Benevides | Victor Campos | Mitre C. Dourado | Ana Silva

Conditional Phase-Type Distribution Under Doubly Stochastic Jump Markov Processes with Observed Covariates

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Budhi Arta Surya