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Search: subject:"Diffusion Model"
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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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All
Undetermined
148
Free
95
CC license
4
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Article
236
Book / Working Paper
70
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Article in journal
150
Aufsatz in Zeitschrift
150
Working Paper
27
Graue Literatur
16
Non-commercial literature
16
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15
research-article
10
Article
8
Aufsatz im Buch
5
Book section
5
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3
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2
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1
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1
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1
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English
225
Undetermined
80
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
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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
All
ECONIS (ZBW)
171
RePEc
97
EconStor
23
Other ZBW resources
10
BASE
5
Showing
121
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130
of
306
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121
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:
122
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:
123
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:
124
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:
125
Optimal dividend strategies of two collaborating businesses in the diffusion approximation model
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 377-398
Persistent link: https://www.econbiz.de/10011868610
Saved in:
126
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:
127
An empirical study of demand forecasting of non-volatile memory for smart production of semiconductor manufacturing
Chen, Ying-Jen
;
Chien, Chen-Fu
- In:
International journal of production research
56
(
2018
)
13
,
pp. 4629-4643
Persistent link: https://www.econbiz.de/10011924782
Saved in:
128
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:
129
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:
130
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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