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~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: subject_exact:"Stochastischer Prozess"
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Stochastischer Prozess
717
Stochastic process
693
Theorie
443
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Chiarella, Carl
6
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4
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4
Heitsch, Holger
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Kang, Boda
4
Lee, Cheng F.
4
Metz, Rainer
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Schwartz, Eduardo S.
3
Songsak Sriboonchitta
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Tankov, Peter
3
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3
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3
Xu, Susan H.
3
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2
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1
Centro Internazionale Matematico Estivo
1
Conference on Stochastic Models of Manufacturing and Service Operations <9, 2013, Seeon-Seebruck>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
1
Gesellschaft für Angewandte Mathematik und Mechanik
1
International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen>
1
International Conference on Mathematical Methods in Reliability <7, 2011, Peking>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Federation for Information Processing
1
International Symposium Stochastic Processes and Applications to Mathematical Finance <6, 2006, Kusatsu, Shiga-ken>
1
International Workshop on Recent Advances in Stochastic Operations Research <2, 2007, Nagoya>
1
International Workshop on Recent Advances in Stochastic Operations Research <2005, Canmore>
1
Meeting on Stochastic Programming <1979, Oberwolfach>
1
Stochastic Optimization Workshop <2001>
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Thailand Econometric Society
1
Workshop "Copulae in Mathematical and Quantitative Finance" <2012, Krakau>
1
Workshop on Stochastic Optimization: Numerical Methods and Technical Applications <4, 2001, Neubiberg>
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Advanced mathematical methods for finance
13
Handbook of financial time series
13
Contemporary quantitative finance : essays in honour of Eckhard Platen
10
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
10
Stochastic optimization: theory and applications
9
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
7
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
7
Mathematical control theory and finance
7
Mathematical modeling and numerical methods in finance : special volume
7
Computational methods in decision-making, economics and finance
6
Handbook of heavy tailed distributions in finance
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
6
Optimization under uncertainty ; Vol. 1
6
Reliability and quality management in stochastic systems
6
Coping with uncertainty : modeling and policy issues
5
Financial engineering
5
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
5
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
5
Simulation
5
Annals of operations research
4
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
4
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
4
Innovative Modellierung und Optimierung von Energiesystemen
4
Numerical methods in finance
4
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
4
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
4
Optimal financial decision making under uncertainty
4
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
4
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997
4
The Oxford handbook of computational economics and finance
4
Trends in mathematical economics : dialogues between Southern Europe and Latin America
4
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
3
Advances of OR in commodities and financial modeling
3
Annals of operations research ; volume 254, numbers 1/2 (July 2017)
3
Annals of operations research ; volume 302, number 1 (July 2021)
3
Application of operations research (OR) in disaster relief operations (DRO), part I and part II
3
Application of operations research to financial markets
3
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ECONIS (ZBW)
695
USB Cologne (EcoSocSci)
22
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1
An invitation to stochastic differential equations in healthcare
Breda, Dimitri
;
Canci, Jung Kyu
;
D'Ambrosio, Raffaele
- In:
Quantitative Models in Life Science Business : From …
,
(pp. 97-110)
.
2023
Persistent link: https://www.econbiz.de/10014226389
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2
Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model
Ma, Zhipeng
;
Liu, Jian
;
Xiong, Xiaoxiong
;
Fang, Mingxin
- In:
Internet finance and digital economy : advances in …
,
(pp. 289-316)
.
2024
Persistent link: https://www.econbiz.de/10014534114
Saved in:
3
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
4
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
Saved in:
5
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
Saved in:
6
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
7
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
8
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
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9
Stochastic DEA
Jradi, Samah
;
Ruggiero, John
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 131-142)
.
2023
Persistent link: https://www.econbiz.de/10014316959
Saved in:
10
A hierarchical panel data model for the estimation of stochastic metafrontiers : computational issues and an empirical application
Amsler, Christine Elaine
;
Chen, Yi Yi
;
Schmidt, Peter
; …
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 183-195)
.
2023
Persistent link: https://www.econbiz.de/10014316966
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