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~subject:"Stochastischer Prozess"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Search: subject:"Stochastischer Prozess"
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Stochastischer Prozess
Stochastic process
9,124
Theorie
4,877
Theory
4,877
Volatility
1,999
Volatilität
1,999
Option pricing theory
1,879
Optionspreistheorie
1,879
Mathematical programming
1,491
Mathematische Optimierung
1,491
Portfolio selection
932
Portfolio-Management
932
Estimation
712
Schätzung
708
Time series analysis
634
Zeitreihenanalyse
634
Markov chain
588
Markov-Kette
588
Risk
533
Risiko
525
Estimation theory
487
Schätztheorie
487
Simulation
429
Derivat
407
Derivative
407
Inventory model
398
Lagerhaltungsmodell
398
Statistical distribution
383
Statistische Verteilung
383
Dynamic programming
382
Dynamische Optimierung
373
Monte Carlo simulation
354
Monte-Carlo-Simulation
354
Stochastic volatility
348
Option trading
347
Optionsgeschäft
347
Stochastic programming
347
Capital income
341
Kapitaleinkommen
341
Scheduling problem
335
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4,331
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635
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Article
9,063
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61
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Aufsatz in Zeitschrift
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Article in journal
9,097
Working Paper
3,009
Graue Literatur
2,795
Non-commercial literature
2,795
Arbeitspapier
2,706
Aufsatz im Buch
668
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668
Hochschulschrift
455
Thesis
340
Lehrbuch
129
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114
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95
Sammelwerk
95
Conference paper
81
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81
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61
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61
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58
Konferenzschrift
54
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40
Bibliography included
40
Forschungsbericht
37
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22
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22
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16
Übersichtsarbeit
16
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14
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13
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9
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9
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9
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9
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9,061
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Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Gendreau, Michel
25
Siu, Tak Kuen
25
Carr, Peter
24
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
Tsionas, Efthymios G.
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
Grasselli, Martino
14
Jeanblanc, Monique
14
Shen, Yang
14
Su, Chi-Wei
14
Chang, Tsangyao
13
Kim, Young Shin
13
Leung, Tim
13
Levendorskij, Sergej Z.
13
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APMOD <8, 2006, Madrid>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Stochastic Optimization Workshop <2001>
1
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Published in...
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European journal of operational research : EJOR
613
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
217
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
165
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
139
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
102
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Transportation research / E : an international journal
80
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
Finance research letters
74
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Omega : the international journal of management science
69
Annals of finance
68
Annals of operations research
64
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
53
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ECONIS (ZBW)
9,124
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1
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
5
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
6
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Economic production quantity for a decaying item with stochastic demand and positive lead time
Castellano, Davide
;
Glock, Christoph H.
- In:
International journal of production economics
267
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460501
Saved in:
9
Combining deep reinforcement learning and multi-stage stochastic programming to address the supply chain inventory management problem
Stranieri, Francesco
;
Fadda, Edoardo
;
Stella, Fabio Antonio
- In:
International journal of production economics
268
(
2024
),
pp. 13
Persistent link: https://www.econbiz.de/10014460541
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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