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Search: subject:"Diffusion Model"
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Subject
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Optionspreistheorie
65
Option pricing theory
64
Stochastic process
64
Stochastischer Prozess
63
Innovation diffusion
58
Innovationsdiffusion
57
Theorie
50
Theory
50
Volatility
43
Volatilität
43
Bass diffusion model
31
Diffusion model
31
jump-diffusion model
27
Option trading
25
Optionsgeschäft
25
diffusion model
24
Jump-diffusion model
20
CAPM
19
Schätztheorie
18
Estimation theory
17
Portfolio selection
15
Portfolio-Management
15
Estimation
14
Jump diffusion model
14
Consumer behaviour
13
Forecasting model
13
Konsumentenverhalten
13
Prognoseverfahren
13
Schätzung
13
jump diffusion model
12
Börsenkurs
11
Monte Carlo simulation
11
Risk
11
Share price
11
Black-Scholes model
10
Black-Scholes-Modell
10
Innovation
10
Risiko
10
Derivat
9
Derivative
9
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Undetermined
144
Free
92
CC license
3
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Article
228
Book / Working Paper
70
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Article in journal
142
Aufsatz in Zeitschrift
142
Working Paper
27
Graue Literatur
16
Non-commercial literature
16
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15
research-article
10
Article
8
Aufsatz im Buch
4
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4
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3
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1
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1
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1
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1
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English
216
Undetermined
81
German
1
Author
All
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
All
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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Technological forecasting & social change : an international journal
7
IMF Working Papers
6
Physica A: Statistical Mechanics and its Applications
6
Computational economics
5
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 / Mathematics & economics
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 : 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
All
ECONIS (ZBW)
162
RePEc
97
EconStor
23
Other ZBW resources
11
BASE
5
Showing
111
-
120
of
298
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date (oldest first)
111
Testing for jumps and jump intensity path dependence
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 248-267
Persistent link: https://www.econbiz.de/10011974732
Saved in:
112
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
113
Parisian options with jumps : a maturity-excursion randomization approach
Chesney, Marc
;
Vasiljević, Nikola
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10012262861
Saved in:
114
Response times in economics : looking through the lens of sequential sampling models
Clithero, John A.
- In:
Journal of economic psychology : research in economic …
69
(
2018
),
pp. 61-86
Persistent link: https://www.econbiz.de/10012129559
Saved in:
115
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
116
Estimation of market prices of risks in the G.A.R.C.H.
diffusion
model
Wu, Xinyu
;
Zhou, Hailin
;
Wang, Shouyang
- In:
Economic research
31
(
2018
)
1,1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10012311929
Saved in:
117
Pricing short-dated foreign equity options with a bivariate jump-
diffusion
model
with correlated fat-tailed jumps
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, …
- In:
Finance research letters
24
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011982515
Saved in:
118
Pairs trading with a mean-reverting jump-
diffusion
model
on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
119
Modeling and Policy Analysis for the U.S. Science Sector
Ngoie, Jacques Kibambe
;
Zellner, Arnold
-
Department of Economics, Faculty of Economic and …
-
2012
innovation which we measure using the number of patents awarded. Additionally, this study makes use of the Bass
diffusion
model
…
Persistent link: https://www.econbiz.de/10009650650
Saved in:
120
Modeling and policy analysis for the U.S. Science Sector
Ngoie, Jacques Kibambe
;
Zellner, Arnold
-
Economic Research Southern Africa (ERSA)
-
2012
innovation which we measure using the number of patents awarded. Additionally, this study makes use of the Bass
diffusion
model
…
Persistent link: https://www.econbiz.de/10010533839
Saved in:
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