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  1. Bäuerle, Nicole [Author]; Rieder, Ulrich [Author]

    Portfolio optimization with Markov-modulated stock prices and interest rates

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    Institute of Electrical and Electronics Engineers, 2014-10-28

    Published in: IEEE Transactions on Automatic Control, 49 (3), 442-447 ; ISSN: 0018-9286

  2. Hölzl, Johannes [Author] ; Nipkow, Tobias (Prof., Ph.D.) [Contributor]; Nipkow, Tobias (Prof., Ph.D.);Esparza Estaun, Francisco Javier [Contributor]

    Construction and Stochastic Applications of Measure Spaces in Higher-Order Logic ; Konstruktion und stochastische Anwendungen von Maßräumen in höherstufiger Logik

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    Technical University of Munich; Technische Universität München, 2013-11-28

  3. Stephan, Artur [Author]

    Combinatorial considerations on the invariant measure of a stochastic matrix - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; 2627

  4. Agudze, Komula Mawulom [Author]; Billio, Monica [Author]; Casarin, Roberto [Author]; Ravazzolo, Francesco [Author]

    Markov switching panel with network interaction effects

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    Oslo: Centre for Applied Macro- and Petroleum Economics, 2018

    Published in: CAMP working paper series ; 201801