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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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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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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
131
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140
of
306
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131
Indirect estimation of agent-based models.An application to a simple
diffusion
model
.
Grazzini, Jacob
;
Richiardi, Matteo
;
Sella, Lisa
-
Collegio Carlo Alberto, Università degli Studi di Torino
-
2012
Starting from an agent-based interpretation of the well-known Bass innovation
diffusion
model
, we perform a Montecarlo …
Persistent link: https://www.econbiz.de/10010615370
Saved in:
132
A theoretical model of jump diffusion-mean reversion : constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor
Chakrabarty, Anindya
;
Luo, Zongwei
;
Dubey, Rameshwar
; …
- In:
Business process management journal
23
(
2017
)
3
,
pp. 537-554
Persistent link: https://www.econbiz.de/10011744467
Saved in:
133
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:
134
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:
135
The diffusion pattern of Enterprise 2.0 technologies : worldwide estimates of a Bass co-
diffusion
model
for the last 10 years
Bughin, Jacques
- In:
Journal of contemporary management : JMC
7
(
2017
)
2
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011775316
Saved in:
136
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:
137
A bifurcation analysis of gender equality and fertility
Feichtinger, Gustav
;
Fürnkranz-Prskawetz, Alexia
; …
- In:
Journal of evolutionary economics : JEE
27
(
2017
)
5
,
pp. 1221-1243
Persistent link: https://www.econbiz.de/10011895237
Saved in:
138
Modeling positive electricity prices with arithmetic jump-diffusions
Hess, Markus
- In:
Energy economics
67
(
2017
),
pp. 496-507
Persistent link: https://www.econbiz.de/10011898003
Saved in:
139
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:
140
Extrapolative beliefs in perceptual and economic decisions : evidence of a common mechanism
Frydman, Cary
;
Nave, Gideon
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2340-2352
Persistent link: https://www.econbiz.de/10011729384
Saved in:
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