"A general framework for time-changed Markov processes and applications."

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen (2019)

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DOI: 10.1016/J.EJOR.2018.08.033

access: closed

type: Journal Article

metadata version: 2023-09-28

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Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen:
A general framework for time-changed Markov processes and applications. Eur. J. Oper. Res. 273(2): 785-800 (2019)

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