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~isPartOf:"Energy economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Operations research letters"
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Search: subject:"Stochastischer Prozess"
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Stochastic process
851
Stochastischer Prozess
851
Theorie
403
Theory
403
Option pricing theory
309
Optionspreistheorie
309
Volatility
206
Volatilität
206
Portfolio selection
152
Portfolio-Management
152
Mathematical programming
104
Mathematische Optimierung
104
Derivat
76
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76
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68
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65
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57
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57
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54
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54
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53
Probability theory
45
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45
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44
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44
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42
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40
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40
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38
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38
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37
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37
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36
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36
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36
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36
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36
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36
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36
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36
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Undetermined
410
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Article
851
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Article in journal
851
Aufsatz in Zeitschrift
851
Conference paper
8
Konferenzbeitrag
8
Mehrbändiges Werk
2
Multi-volume publication
2
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English
851
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Liang, Zongxia
11
Hainaut, Donatien
9
Siu, Tak Kuen
9
Young, Virginia R.
8
Bayraktar, Erhan
7
Benth, Fred Espen
7
Gapeev, Pavel V.
7
Guan, Guohui
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Shen, Yang
7
Avanzi, Benjamin
6
Fabozzi, Frank J.
6
Li, Xiaohu
6
Shapiro, Alexander
6
Weng, Chengguo
6
Wong, Hoi Ying
6
Yamazaki, Kazutoshi
6
Yang, Hailiang
6
Hess, Markus
5
Li, Zhongfei
5
Liu, Rui Hua
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Takahashi, Akihiko
5
Wong, Bernard
5
Zeng, Yan
5
Biagini, Francesca
4
Bo, Lijun
4
Cartea, Álvaro
4
Chen, Ping
4
Chen, Zhiping
4
Chiarella, Carl
4
Cui, Zhenyu
4
Guan, Yongpei
4
Jaimungal, Sebastian
4
Landriault, David
4
Leclère, Vincent
4
Leung, Tim
4
Morton, David P.
4
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Energy economics
Insurance / Mathematics & economics
International journal of theoretical and applied finance
Operations research letters
European journal of operational research : EJOR
623
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
126
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Mathematical methods of operations research
77
Finance research letters
74
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Omega : the international journal of management science
69
Working paper
69
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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ECONIS (ZBW)
851
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1
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10
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851
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1
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
2
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
3
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
4
Stochastic joint replenishment problem under a fill rate constraint with controllable lead times and shared cost allocation
Castellano, Davide
;
Santillo, Liberatina C.
- In:
Operations research letters
51
(
2023
)
4
,
pp. 385-392
Persistent link: https://www.econbiz.de/10014426570
Saved in:
5
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
6
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
7
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
8
Risk aversion and flexibility options in electricity markets
Möbius, Thomas
;
Riepin, Iegor
;
Müsgens, Felix
; …
- In:
Energy economics
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014480964
Saved in:
9
Toward carbon peaking and neutralization : The heterogeneous stochastic convergence of CO2 emissions and the role of digital inclusive finance
Xie, Qichang
;
Ma, Di
;
Raza, Muhammad Yousaf
;
Tang, Songlin
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484441
Saved in:
10
Online learning for route planning with on-time arrival reliability
Jiang, Hongyi
;
Samaranayake, Samitha
;
Zhao, Qing
- In:
Operations research letters
51
(
2023
)
6
,
pp. 548-554
Persistent link: https://www.econbiz.de/10014465722
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