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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
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92
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3
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Article
228
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70
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Article in journal
142
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142
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27
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16
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16
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15
research-article
10
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8
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4
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English
216
Undetermined
81
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1
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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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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
141
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150
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298
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141
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
142
The D-Day, V-Day, and bleak days of a disruptive technology : a new model for ex-ante evaluation of the timing of technology disruption
Chen, Chialin
;
Zhang, Jun
;
Guo, Ruey-Shan
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 562-574
Persistent link: https://www.econbiz.de/10011444372
Saved in:
143
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
144
A general Ornstein-Uhlenbeck stochastic volatility model with Lévy jumps
Hofmann, Karl Friedrich
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011686739
Saved in:
145
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump
diffusion
model
: with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
146
On modeling economic default time : a reduced-form model approach
Gu, Jia-Wen
;
Jiang, Bo
;
Ching, Wai Ki
;
Zheng, Harry
- In:
Computational economics
47
(
2016
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10011712314
Saved in:
147
Consumer innovativeness and opinion leadership : revisiting consumer characteristics in new product
diffusion
model
Somkiat Eiamkanchanalai
;
Nuttapol Assarut
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10011738547
Saved in:
148
A novel jump
diffusion
model
based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
149
Optimal duration of promotion for durable technology product in a segmented market
Jha, P. C.
;
Aggarwal, Sugandha
;
Gupta, Anshu
- In:
Journal of promotion management : JPM
22
(
2016
)
5
,
pp. 751-771
Persistent link: https://www.econbiz.de/10011632058
Saved in:
150
Bayesian SVLEDEJ model for detecting jumps in logarithmic growth rates of one month forward gas contract prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
8
(
2016
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10011634897
Saved in:
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