//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Arbeitspapier"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
32
Stochastischer Prozess
32
Theorie
28
Theory
28
Option pricing theory
6
Optionspreistheorie
6
Estimation theory
5
Hedging
5
Martingal
5
Martingale
5
Schätztheorie
5
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Arbitrage
2
Bayes-Statistik
2
Bayesian inference
2
Eigeninteresse
2
Incomplete market
2
Moral Hazard
2
Moral hazard
2
Self-interest
2
Statistical distribution
2
Statistische Verteilung
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
ARMA model
1
ARMA-Modell
1
Actuarial mathematics
1
Agency theory
1
Algorithm
1
Algorithmus
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Chaos theory
1
more ...
less ...
Type of publication
All
Book / Working Paper
32
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Thesis
Working Paper
32
Graue Literatur
28
Non-commercial literature
28
Amtsdruckschrift
22
Government document
22
Language
All
English
30
French
2
Author
All
Pommeret, Denys
4
Renault, Eric
4
Bouchard, Bruno
3
Touzi, Nizar
3
Zakoïan, Jean-Michel
3
Carassus, Laurence
2
Comte, Fabienne
2
Doukhan, Paul
2
Fermanian, Jean-David
2
Scaillet, Olivier
2
Brandière, Odile
1
Broze, Laurence
1
Carrasco, Marine
1
Chen, Xiaohong
1
Chopin, Nicolas
1
Dauxois, Jean-Yves
1
Debussche, Arnaud
1
Deelstra, Griselda
1
Fagart, Marie-Cécile
1
Francq, Christian
1
Garcia, René
1
Gautier, Eric
1
Gouriéroux, Christian
1
Grasselli, Martino
1
Green, Peter J.
1
Guerre, Emmanuel
1
Jasiak, Joann
1
Jouini, Elyès
1
Kirmani, Syed N. U. A.
1
Koehl, Pierre-François
1
Lang, Gabriel
1
Lardjane, Salim
1
Lesne, Jean-Philippe
1
Li, Dong
1
Ling, Shiqing
1
Liseo, B.
1
Loisel, Olivier
1
Luger, Richard
1
Maes, J.
1
Malongo, Hassan
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
125
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
Working paper
67
CREATES research paper
60
Research paper series / Swiss Finance Institute
59
Discussion papers of interdisciplinary research project 373
54
SFB 649 discussion paper
53
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
52
Working paper / National Bureau of Economic Research, Inc.
49
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
48
CESifo working papers
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper series
38
Swiss Finance Institute Research Paper
37
Cowles Foundation discussion paper
36
Econometric Institute research papers
36
Discussion paper / Center for Economic Research, Tilburg University
29
Discussion paper / Centre for Economic Policy Research
29
Working papers / TSE : WP
28
Les cahiers du GERAD
26
Working papers
22
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Discussion paper
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Discussion paper series / IZA
18
ERIM report series research in management
18
Economics working paper
18
CoFE discussion papers
17
Faculty & research / Insead : working paper series
17
Discussion papers / CEPR
16
Finance and economics discussion series
16
CORE discussion papers : DP
15
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
15
Discussion papers in economics
15
Tinbergen Institute research series
15
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
15
CAMA working paper series
14
Discussion paper / B
13
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
The implementation of stabilization policy
Loisel, Olivier
-
2013
Persistent link: https://www.econbiz.de/10010342726
Saved in:
3
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
4
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
Chopin, Nicolas
;
Liseo, B.
;
Rousseau, Judith
-
2010
Persistent link: https://www.econbiz.de/10009406558
Saved in:
5
Small noise asymptotic of the timing jitter in soliton transmission
Debussche, Arnaud
;
Gautier, Eric
-
2005
Persistent link: https://www.econbiz.de/10003223494
Saved in:
6
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
7
Dependent noise for stochastic algorithms
Doukhan, Paul
;
Brandière, Odile
-
2003
Persistent link: https://www.econbiz.de/10001762375
Saved in:
8
Auditing policies and information systems in a principal-agent model
Fagart, Marie-Cécile
;
Sinclair-Desgagné, Bernard
-
2002
Persistent link: https://www.econbiz.de/10001669711
Saved in:
9
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
Saved in:
10
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->