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Search: subject_exact:"Stochastischer Prozess"
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Stochastic process
386
Stochastischer Prozess
386
Theorie
218
Theory
218
Volatility
106
Volatilität
106
Mathematical programming
79
Mathematische Optimierung
79
Estimation theory
71
Schätztheorie
71
Time series analysis
71
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71
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47
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Option pricing theory
35
Optionspreistheorie
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Statistical distribution
32
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32
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30
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27
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27
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27
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25
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Dynamic programming
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24
Statistical test
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18
stochastic programming
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226
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Article
385
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382
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English
386
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Todorov, Viktor
11
Phillips, Peter C. B.
9
Tauchen, George Eugene
8
McAleer, Michael
7
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Lieberman, Offer
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Brown, David B.
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
3
Giesecke, Kay
3
Goyal, Vineet
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Nelson, Barry L.
3
Reiman, Martin I.
3
Renault, Eric
3
Shapiro, Alexander
3
Shephard, Neil G.
3
Sim, Melvyn
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
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Wiesemann, Wolfram
3
Xiu, Dacheng
3
Xu, Huan
3
Yao, David D.
3
Ye, Yinyu
3
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2
Arvanitis, Stelios
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Journal of econometrics
Operations research
European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
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
Econometric reviews
84
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
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
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ECONIS (ZBW)
386
Showing
1
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10
of
386
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1
Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum
;
Papavasiliou, Anthony
- In:
Operations research
71
(
2023
)
6
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
Saved in:
2
Asymptotically optimal control of a centralized dynamic matching market with general utilities
Blanchet, Jose H.
;
Reiman, Martin I.
;
Shah, Virag
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3355-3370
Persistent link: https://www.econbiz.de/10014307826
Saved in:
3
A planner-trader decomposition for multimarket hydro scheduling
Schindler, Kilian
;
Rujeerapaiboon, Napat
;
Kuhn, Daniel
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 185-202
Persistent link: https://www.econbiz.de/10014505059
Saved in:
4
Dynamic interday and intraday scheduling
Zacharias, Christos
;
Liu, Nan
;
Begen, Mehmet A.
- In:
Operations research
72
(
2024
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10014505127
Saved in:
5
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
6
Sample and computationally efficient stochastic kriging in high dimensions
Ding, Liang
;
Zhang, Xiaowei
- In:
Operations research
72
(
2024
)
2
,
pp. 660-683
Persistent link: https://www.econbiz.de/10014520867
Saved in:
7
Lagrangian dual decision rules for multistage stochastic mixed-integer programming
Daryalal, Maryam
;
Bodur, Merve
;
Luedtke, James R.
- In:
Operations research
72
(
2024
)
2
,
pp. 717-737
Persistent link: https://www.econbiz.de/10014520886
Saved in:
8
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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