Results 271 to 280 of about 28,836 (304)

Stochastic control for economic models

Journal of Economic Dynamics and Control, 1982
openaire   +2 more sources

Pricing European basket warrants with default risk under stochastic volatility models

Applied Economics Letters, 2022
Xingchun Wang, Xingchun Wang
exaly  

Stochastic unit-root models in economics

2013
The dissertation at hand consists of three essays focussing on so-called stochastic unit-root (STUR) models in economics. A test of the null hypothesis of a unit root in an autoregressive model of order one (AR(1)) against alternatives nested in a STUR model is introduced. STUR models allow for changes between stationary and explosive regimes.
openaire   +1 more source

Stochastic version of the economic lot size model

1996
Summary: This paper deals with a stochastic version of the classical economic lot size model where demands are random variables. Assuming step function type distribution demands, the problem is shown to be approximated by a linear programming problem having the same structure as the deterministic one.
openaire   +2 more sources

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

SAGE Open, 2021
Dondukova Oyuna
exaly  

Equilibrium Paths in Stochastic Models of Economic Dynamics

Theory of Probability & Its Applications, 1982
Evstigneev, I. V., Katyshev, P. K.
openaire   +1 more source

STOCHASTIC MODELS OF ECONOMIC DEVELOPMENT

1972
GERHARD TINTNER, JATI K. SENGUPTA
openaire   +1 more source

Stochastic control for economic models

Automatica, 1983
openaire   +1 more source

A stochastic model of economic equilibrium

Advances in Applied Probability, 1978
openaire   +1 more source

Stochastic Actor-Oriented Models for the Co-Evolution of Networks and Behavior: An Introduction and Tutorial

Organizational Research Methods, 2020
Yuval Kalish
exaly