Quasi-limiting Distributions of Skip-free to the Left Markov Chains in Continuous-time
スポンサーリンク
概要
- 論文の詳細を見る
- 社団法人日本オペレーションズ・リサーチ学会の論文
- 1993-03-22
著者
関連論文
- ホームスキャンデータを用いた家庭内在庫/購買モデル(マーケッティング(2))
- 2-A-6 On the Pricing of Contingent Claims in Emission Permit Markets
- Real Options in an Oligopoly Market
- Real Options in a Duopoly Market with General Volatility Structure
- Financing and Investment of Foreign Subsidiary under International Tax Rate Differentials (Financial Modeling and Analysis)
- 確率モデルにおける最適化研究部会終了報告(ペーパーフェア)
- 経路依存型アメリカンオプションの価格評価(金融工学(2))
- VaR is Subject to a Significan Positive Bias
- An Economic Premium Principle in Multiperiod Economy
- A Numerical Procedure for the General One-Factor Interest Rate Model
- Efficient Numerical Procedures for the Hull-White Extended Vasicek Model(金融(1))
- The Generalized Harmonic Mean and Portfolio Problems with Dependent Assets
- American Put Options with a Finite Set of Time Epochs for Exercise
- ボラティリティがマルコフ連鎖により変動する株式のオプション評価(金融)
- Stochastic Dominance by Functional Characterization Approach : Fundamental Results and Applications
- Risk Aversion and Wealth Effects on Optimal Portfolios with Many Investment Opportunities
- A Generalized Consumption/Investment Decision Problem with Production Possibility
- Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation (Financial Modeling and Analysis)
- Computation of the Quasi-stationary Distributions in M(n)/GI/1/K and GI/M(n)/1/K Queues
- A Unified Approach to GI/M(n)/1/K and M(n)/G/1/K Queues via Finite Quasi-birth-death Processes
- On Separation for Birth-death Processes
- Quasi-limiting Distributions of Skip-free to the Left Markov Chains in Continuous-time
- Option Pricing for a Birth-death Stock Price Model
- A Measure of Dependence and the Relaxation Time for Finite State Markov Chains and On the Relaxation Time for Single Server Queues
- Entrepreneurial Finance Problems with Quasi-hyperbolic Discounting (Mathematical Economics)
- 1-D-6 Optimal policy for attracting FDI : Investment cost subsidy versus tax rate reduction