Markov-Chain Approximations for Life-Cycle Models

SSRN Electronic Journal ◽

10.2139/ssrn.3364635 ◽

2018 ◽

Author(s):

Giulio Fella ◽

Giovanni Gallipoli ◽

Jutong Pan

Keyword(s):

Markov Chain ◽

Life Cycle ◽

Markov Chain Approximations ◽

Life Cycle Models

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Markov-chain approximations for life-cycle models

Review of Economic Dynamics ◽

10.1016/j.red.2019.03.013 ◽

2019 ◽

Vol 34 ◽

pp. 183-201

Author(s):

Giulio Fella ◽

Giovanni Gallipoli ◽

Jutong Pan

Keyword(s):

Markov Chain ◽

Life Cycle ◽

Markov Chain Approximations ◽

Life Cycle Models

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Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models based on Markov Chain Approximations

SSRN Electronic Journal ◽

10.2139/ssrn.3691568 ◽

2020 ◽

Author(s):

Zhenyu Cui ◽

Justin Kirkby ◽

Duy Nguyen

Keyword(s):

Markov Chain ◽

Local Volatility ◽

Efficient Simulation ◽

Volatility Models ◽

Markov Chain Approximations ◽

Stochastic Local Volatility

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Comparative Analysis of Software Life Cycle Models

2020 2nd International Conference on Advances in Computing, Communication Control and Networking (ICACCCN) ◽

10.1109/icacccn51052.2020.9362931 ◽

2020 ◽

Author(s):

T. Saravanan ◽

Sumit Jha ◽

Gautam Sabharwal ◽

Shubham Narayan

Keyword(s):

Life Cycle ◽

Comparative Analysis ◽

Software Life Cycle ◽

Life Cycle Models

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Finite state markov-chain approximations to univariate and vector autoregressions

Economics Letters ◽

10.1016/0165-1765(86)90168-0 ◽

1986 ◽

Vol 20 (2) ◽

pp. 177-181 ◽

Cited By ~ 673

Author(s):

George Tauchen

Keyword(s):

Markov Chain ◽

Vector Autoregressions ◽

Finite State ◽

Markov Chain Approximations

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Sampling-based algorithm for filtering using Markov chain approximations

2012 IEEE 51st IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2012.6426014 ◽

2012 ◽

Cited By ~ 1

Author(s):

Pratik Chaudhari ◽

Sertac Karaman ◽

Emilio Frazzoli

Keyword(s):

Markov Chain ◽

Markov Chain Approximations

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The Efficacy & Acceptance of Environmental Impact & Life Cycle Models Within the Design Sector of the Marine Industry

10.3940/rina.efs.2012.06 ◽

2012 ◽

Author(s):

I G Ridley ◽

◽

K W Hutchinson ◽

Keyword(s):

Life Cycle ◽

Environmental Impact ◽

Marine Industry ◽

Life Cycle Models

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Error analysis of finite difference and Markov chain approximations for option pricing

Mathematical Finance ◽

10.1111/mafi.12161 ◽

2017 ◽

Vol 28 (3) ◽

pp. 877-919 ◽

Cited By ~ 25

Author(s):

Lingfei Li ◽

Gongqiu Zhang

Keyword(s):

Markov Chain ◽

Finite Difference ◽

Error Analysis ◽

Option Pricing ◽

Markov Chain Approximations

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A Survey on the Effectiveness of the Secure Software Development Life Cycle Models

Innovations in Cybersecurity Education ◽

10.1007/978-3-030-50244-7_11 ◽

2020 ◽

pp. 213-229

Author(s):

Jing-Chiou Liou ◽

Saniora R. Duclervil

Keyword(s):

Life Cycle ◽

Software Development ◽

Development Life Cycle ◽

Secure Software ◽

Secure Software Development ◽

Software Development Life Cycle ◽

Life Cycle Models

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Software Process and Life Cycle Models

Software Engineering for Image Processing Systems ◽

10.1201/9780203496107.ch3 ◽

2003 ◽

pp. 23-40

Author(s):

Alfred North Whitehead

Keyword(s):

Life Cycle ◽

Software Process ◽

Life Cycle Models

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Information System Development Life Cycle Models

High Level Models and Methodologies for Information Systems ◽

10.1007/978-1-4614-9254-2_2 ◽

2014 ◽

pp. 21-40 ◽

Cited By ~ 4

Author(s):

Pedro Isaias ◽

Tomayess Issa

Keyword(s):

Information System ◽

Life Cycle ◽

System Development ◽

Information System Development ◽

Development Life Cycle ◽

Life Cycle Models

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