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~language:"eng"
~person:"Barros, Carlos Pestana"
~person:"Carr, Peter"
~person:"Siu, Tak Kuen"
~person:"Tsionas, Efthymios G."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Stochastischer Prozess
Theorie
190
Theory
190
Technical efficiency
159
Technische Effizienz
159
Bayes-Statistik
81
Bayesian inference
81
Option pricing theory
74
Optionspreistheorie
74
Stochastic process
74
Productivity
65
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63
Data-Envelopment-Analyse
63
Produktivität
63
Estimation
58
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58
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57
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53
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43
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Barros, Carlos Pestana
Carr, Peter
Siu, Tak Kuen
Tsionas, Efthymios G.
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
25
Fabozzi, Frank J.
24
Phillips, Peter C. B.
24
Hainaut, Donatien
23
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Madan, Dilip B.
20
Todorov, Viktor
19
Wong, Hoi Ying
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Yu, Jun
18
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Jeanblanc, Monique
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Grasselli, Martino
13
Kim, Young Shin
13
Leung, Tim
13
Levendorskij, Sergej Z.
13
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European journal of operational research : EJOR
6
Insurance / Mathematics & economics
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Computational economics
3
Economic modelling
3
International journal of theoretical and applied finance
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Journal of financial economics
3
The journal of derivatives : JOD
3
Annals of finance
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IMA journal of management mathematics
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2
Operations research letters
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Review of derivatives research
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Agricultural economics : the journal of the International Association of Agricultural Economists
1
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1
Asia-Pacific financial markets
1
Decisions in economics and finance : a journal of applied mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Environmental and resource economics
1
International journal of forecasting
1
International journal of hospitality management
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial engineering
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Journal of international money and finance
1
Journal of sports economics
1
Mathematical methods of operations research
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OR spectrum : quantitative approaches in management
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Omega : the international journal of management science
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Risks : open access journal
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The European journal of finance
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ECONIS (ZBW)
74
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74
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1
Efficiency measurement in Norwegian electricity distribution : a generalized four-way-error-component stochastic
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
The energy journal
44
(
2023
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10014249089
Saved in:
2
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
3
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
4
A novel hydroeconomic - econometric approach for integrated transboundary water management under uncertainty
Englezos, N.
;
Kartala, X.
;
Koundouri, Phoebe
;
Tsionas, …
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 975-1030
Persistent link: https://www.econbiz.de/10014251916
Saved in:
5
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
6
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
7
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
8
Multivariate stochastic volatility for herding detection : evidence from the energy sector
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Philippas, …
- In:
Energy economics
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013283765
Saved in:
9
Semi-analytical pricing of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
10
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
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