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  • Search: subject:"Diffusion Model"
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Year of publication
Subject
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Optionspreistheorie 68 Stochastic process 68 Option pricing theory 67 Stochastischer Prozess 67 Innovation diffusion 62 Innovationsdiffusion 61 Theorie 54 Theory 54 Volatility 46 Volatilität 46 Bass diffusion model 32 Diffusion model 31 jump-diffusion model 26 Option trading 25 Optionsgeschäft 25 diffusion model 24 Jump-diffusion model 21 CAPM 20 Schätztheorie 18 Estimation theory 17 Estimation 15 Forecasting model 15 Jump diffusion model 15 Portfolio selection 15 Portfolio-Management 15 Prognoseverfahren 15 Schätzung 14 Consumer behaviour 13 Konsumentenverhalten 13 Börsenkurs 12 Share price 12 jump diffusion model 12 Innovation 11 Monte Carlo simulation 11 Risk 11 Black-Scholes model 10 Black-Scholes-Modell 10 Experiment 10 Risiko 10 Time series analysis 10
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Online availability
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Undetermined 148 Free 95 CC license 4
Type of publication
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Article 236 Book / Working Paper 70
Type of publication (narrower categories)
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Article in journal 150 Aufsatz in Zeitschrift 150 Working Paper 27 Graue Literatur 16 Non-commercial literature 16 Arbeitspapier 15 research-article 10 Article 8 Aufsatz im Buch 5 Book section 5 Thesis 3 Conference paper 2 Konferenzbeitrag 2 Book Part 1 Conference Paper 1 Hochschulschrift 1
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Language
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English 225 Undetermined 80 German 1
Author
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Siu, Tak Kuen 5 Stübinger, Johannes 5 Aboura, Sofiane 4 Björk, Tomas 4 Corradi, Valentina 4 Fabozzi, Frank J. 4 Forbes, Catherine Scipione 4 Kleppe, Tore Selland 4 Kostrzewski, Maciej 4 Krajbich, Ian 4 Maneesoonthorn, Worapree 4 Martin, Gael M. 4 Ngoie, Jacques Kibambe 4 Silvapulle, Mervyn J. 4 Skaug, Hans J. 4 Strittmatter, Anthony 4 Sunde, Uwe 4 Yu, Jun 4 Cagliano, Anna Corinna 3 Chen, Jun-Home 3 Endres, Sylvia 3 Framstad, Nils Chr. 3 Hainaut, Donatien 3 Krichene, Noureddine 3 Lee, Chul-Yong 3 Lian, Yu-Min 3 Malinovskii, Vsevolod K. 3 Mangano, Giulio 3 Muroi, Yoshifumi 3 Rafele, Carlo 3 Suda, Shintaro 3 Swanson, Norman R. 3 Vasiljević, Nikola 3 Xu, Weijun 3 Zheng, Harry 3 Alekseev, Aleksandr G. 2 Amaya, Ingrid Y. 2 Archontakis, Fragiskos 2 Biele, Guido P. 2 Branger, Nicole 2
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Institution
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International Monetary Fund (IMF) 6 Université Paris-Dauphine (Paris IX) 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 School of Economics, Singapore Management University 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Bank for International Settlements (BIS) 1 Banque de France 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Colwell, David , Banking & Finance, Australian School of Business, UNSW 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Rutgers University-New Brunswick 1 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 1 EconWPA 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economic Research Southern Africa (ERSA) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW 1 Santa Fe Institute 1 Society for Computational Economics - SCE 1 Technology Management, Economics and Policy Program (TEMEP), Seoul National University 1 United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology 1 United Nations University-Maastricht Economic Research Institute of Innovation and Technology (UNU-MERIT) 1 Université Paris-Dauphine 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Computational economics 8 Technological forecasting & social change : an international journal 7 IMF Working Papers 6 Physica A: Statistical Mechanics and its Applications 6 Industrial Management & Data Systems 5 Journal of econometrics 5 Management science : journal of the Institute for Operations Research and the Management Sciences 5 Finance and Stochastics 4 Finance research letters 4 Insurance 4 International journal of production economics 4 International journal of theoretical and applied finance 4 Journal of Econometrics 4 Management Science 4 Applied economics letters 3 Central European journal of economic modelling and econometrics 3 Economics Papers from University Paris Dauphine 3 Energy Policy 3 International journal of financial engineering 3 Journal of economic dynamics & control 3 Journal of the Economic Science Association : JESA : a companion journal to Experimental economics 3 Quantitative finance 3 Risks 3 SFB 649 Discussion Paper 3 SSE/EFI Working Paper Series in Economics and Finance 3 Working paper / Department of Econometrics and Business Statistics, Monash University 3 Applied Mathematical Finance 2 Applied mathematical finance 2 Cogent Economics & Finance 2 Cogent economics & finance 2 Econometrics 2 Economic modelling 2 Economic research 2 Energy economics 2 European journal of operational research : EJOR 2 Insurance: Mathematics and Economics 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 Journal of banking & finance 2 Journal of business research : JBR 2 Journal of engineering and technology management : JET-M 2
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Source
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ECONIS (ZBW) 171 RePEc 97 EconStor 23 Other ZBW resources 10 BASE 5
Showing 101 - 110 of 306
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The Effect of Small Intervention Costs on the Optimal Extraction of Dividends and Renewable Resources in a Jump-Diffusion Model
Framstad, Nils Chr. - Økonomisk institutt, Universitetet i Oslo - 2014
A risk-neutral agent optimizes extraction of dividends or renewable natural resources modelled by a jump-diffusion stock process, where the optimal strategy is characterized as the minimal intervention required to keep the stock process inside a given region. The introduction of a small fixed...
Persistent link: https://www.econbiz.de/10011171785
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ИНСТИТУЦИОНАЛЬНОЕ РАЗВИТИЕ СФЕРЫ ПУБЛИЧНОГО АДМИНИСТРИРОВАНИЯ ОТРАСЛИ ТУРИЗМА В ХАРЬКОВЕ
ПЕТРОВИЧ, КИСЬ АЛЕКСАНДР - In: Бизнес Информ (2014) 3, pp. 181-185
Целью статьи является исследование развития публичного администрирования сферы туризма в Харькове. Проанализировано значение так называемой «проблемы...
Persistent link: https://www.econbiz.de/10011270930
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Analysing diffusion pattern of mobile application services in Korea using the competitive Bass model and Herfindahl index
Kang, Daekook; Park, Yongtae - In: Applied economics letters 26 (2019) 3, pp. 222-230
Persistent link: https://www.econbiz.de/10012204175
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Household appliance ownership and income inequality : evidence from micro data in China
Li, Yating; Fei, Yinxin; Zhang, Xiao-Bing; Qin, Ping - In: China economic review : an international journal 56 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012317591
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Model-free implied volatility under jump-diffusion models
Choi, Seung-mook S.; Yang, Hongtao - In: Review of economics & finance 16 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
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Diffusion of alternative fuel vehicles considering dynamic preferences
Oliveira, Gabriela D.; Roth, Richard; Dias, Luís C. - In: Technological forecasting & social change : an … 147 (2019), pp. 83-99
Persistent link: https://www.econbiz.de/10012228276
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A choice-based diffusion model for multi-generation and multi-country data
Lim, Hyungsoo; Jun, Duk Bin; Hamoudia, Mohsen - In: Technological forecasting & social change : an … 147 (2019), pp. 163-173
Persistent link: https://www.econbiz.de/10012228294
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A summary and review of new product diffusion models and key findings
Chandrasekaran, Deepa; Tellis, Gerard J. - In: Handbook of research on new product development, (pp. 291-312). 2019
Persistent link: https://www.econbiz.de/10012125140
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Using response times to measure ability on a cognitive task
Alekseev, Aleksandr G. - In: Journal of the Economic Science Association : JESA : a … 5 (2019) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10012163365
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Do people exploit risk-reward structures to simplify information processing in risky choice?
Leuker, Christina; Pachur, Thorsten; Hertwig, Ralph; … - In: Journal of the Economic Science Association : JESA : a … 5 (2019) 1, pp. 76-94
Persistent link: https://www.econbiz.de/10012163371
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