EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Diffusion Model"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 144 Free 92 CC license 3
Type of publication
All
Article 228 Book / Working Paper 70
Type of publication (narrower categories)
All
Article in journal 142 Aufsatz in Zeitschrift 142 Working Paper 27 Graue Literatur 16 Non-commercial literature 16 Arbeitspapier 15 research-article 10 Article 8 Aufsatz im Buch 4 Book section 4 Thesis 3 Book Part 1 Conference Paper 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1
more ... less ...
Language
All
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
more ... less ...
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
ECONIS (ZBW) 162 RePEc 97 EconStor 23 Other ZBW resources 11 BASE 5
Showing 131 - 140 of 298
Cover Image
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus; Vasiljević, Nikola - In: Journal of banking & finance 77 (2017), pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
Cover Image
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of economic dynamics & control 79 (2017), pp. 154-183
Persistent link: https://www.econbiz.de/10011817616
Saved in:
Cover Image
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
Cover Image
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki - In: Journal of mathematical finance 7 (2017) 2, pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
Cover Image
Modeling adoption of solar photovoltaics and analysis of net metering in the city of Austin
Rai, Varun (contributor) - 2011
Solar photovoltaics have received government support in the form of rebates, tax credits and net metering tariff mechanisms. The intended goal of these incentives is to encourage innovation in the manufacturing and installation of these systems, which is expected to eventually help overcome the...
Persistent link: https://www.econbiz.de/10009429414
Saved in:
Cover Image
Evolutionary Model of Non-Durable Markets
Kaldasch, Joachim - Deutsche Zentralbibliothek für … - 2011
, the evolutionary model can be linked to a stochastic jump-diffusion model. …
Persistent link: https://www.econbiz.de/10009321683
Saved in:
Cover Image
Evolutionary Model of Non-Durable Markets
Kaldasch, Joachim - Volkswirtschaftliche Fakultät, … - 2011
, the evolutionary model can be linked to a stochastic jump-diffusion model. …
Persistent link: https://www.econbiz.de/10009323245
Saved in:
Cover Image
What cognitive processes drive response biases? A diffusion model analysis
Leite, Fabio P.; Ratcliff, Roger - In: Judgment and Decision Making 6 (2011) 7, pp. 651-687
We used a diffusion model to examine the effects of response-bias manipulations on response time (RT) and accuracy data …
Persistent link: https://www.econbiz.de/10009353470
Saved in:
Cover Image
Simulated Maximum Likelihood Estimation for Latent Diffusion Models
Kleppe, Tore Selland; Yu, Jun; Skaug, Hans J. - School of Economics, Singapore Management University - 2011
In this paper a method is developed and implemented to provide the simulated maximum likelihood estimation of latent diffusions based on discrete data. The method is applicable to diffusions that either have latent elements in the state vector or are only observed at discrete time with a noise....
Persistent link: https://www.econbiz.de/10010704589
Saved in:
Cover Image
Supply chain finance : optimal introduction and adoption decisions
Wuttke, David A.; Blome, Constantin; Heese, H. Sebastian; … - In: International journal of production economics 178 (2016), pp. 72-81
Persistent link: https://www.econbiz.de/10011526941
Saved in:
  • First
  • Prev
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...