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 181 - 190 of 298
Cover Image
Modelling the diffusion of manual irrigation pumps in lower income countries with the Bass model
Roe-Dale, Rachel; Brown, Carol; Staton, Mark - In: International journal of social entrepreneurship and … 3 (2014/15) 4, pp. 245-258
Persistent link: https://www.econbiz.de/10011349058
Saved in:
Cover Image
Diffusion of changes in organizations
Kim, Taesung - In: Journal of organizational change management 28 (2015) 1, pp. 134-152
Persistent link: https://www.econbiz.de/10010492968
Saved in:
Cover Image
Crude Oil Prices; Trends and Forecast
Krichene, Noureddine - International Monetary Fund (IMF) - 2008
Following record low interest rates and fast depreciating U.S. dollar, crude oil prices became under rising pressure and seemed boundless. Oil price process parameters changed drastically in 2003M5-2007M10 toward consistently rising prices. Short-term forecasting would imply persistence of...
Persistent link: https://www.econbiz.de/10005825666
Saved in:
Cover Image
The motivation underlying adolescents׳ intended time-frame for driving licensure and car ownership: A socio-ecological approach
Sigurdardottir, Sigrun Birna; Kaplan, Sigal; Møller, Mette - In: Transport Policy 36 (2014) C, pp. 19-25
-ecological approach. The results show three groups in line with the market-diffusion model: intended early car users, intended early …
Persistent link: https://www.econbiz.de/10011077828
Saved in:
Cover Image
Household level innovation diffusion model of photo-voltaic (PV) solar cells from stated preference data
Islam, Towhidul - In: Energy Policy 65 (2014) C, pp. 340-350
choice experiments and an innovation diffusion model. The primary objective of this research is cohesively mapping the theory … adoption time probabilities using the Bass diffusion model. The data was collected from Ontario, a province of Canada. The … innovation diffusion model allows us to compute the cumulative probability of adoption over time per household. Technology …
Persistent link: https://www.econbiz.de/10010729674
Saved in:
Cover Image
Forecasting uptake of retrofit packages in office building stock under government incentives
Higgins, Andrew; Syme, Mike; McGregor, James; Marquez, … - In: Energy Policy 65 (2014) C, pp. 501-511
of retrofit packages across building stock over time. To address this challenge a diffusion model was set up and applied … for the diffusion model, which ranged from inexpensive services and manuals through to mid-priced packages involving …
Persistent link: https://www.econbiz.de/10010729735
Saved in:
Cover Image
Diffusion of renewable energy technologies in South Korea on incorporating their competitive interrelationships
Huh, Sung-Yoon; Lee, Chul-Yong - In: Energy Policy 69 (2014) C, pp. 248-257
-term demand forecasting. This study develops a diffusion model that incorporates the effect of competitive interrelationships … on the Bayus, (1993. Manage. Sci. 39, 11, 1319–1333) price function and a diffusion model suggested by Hahn et al. (1994 …
Persistent link: https://www.econbiz.de/10010783800
Saved in:
Cover Image
Federal research spending and innovation in the U.S. economy
Ngoie, Jacques Kibambe - In: Journal of Policy Modeling 36 (2014) 3, pp. 492-506
This paper provides a better understanding of federal funding and its impact on the production process of patentable ideas in the U.S. economy. In this study, I develop an expansion of the Marshallian Macroeconomic Model (Ngoie and Zellner, 2012, forthcoming), which is applied to the U.S....
Persistent link: https://www.econbiz.de/10010785250
Saved in:
Cover Image
LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS
XU, GUOPING; ZHENG, HARRY - In: International Journal of Theoretical and Applied … 17 (2014) 01, pp. 1450007-1
In this paper, we derive an easily computed approximation to European basket call prices for a local volatility jump-diffusion … model. We apply the asymptotic expansion method to find the approximate value of the lower bound of European basket call …
Persistent link: https://www.econbiz.de/10010883224
Saved in:
Cover Image
Maximum likelihood estimation of partially observed diffusion models
Kleppe, Tore Selland; Yu, Jun; Skaug, Hans J. - In: Journal of Econometrics 180 (2014) 1, pp. 73-80
This paper develops a maximum likelihood (ML) method to estimate partially observed diffusion models based on data sampled at discrete times. The method combines two techniques recently proposed in the literature in two separate steps. In the first step, the closed form approach of Aït-Sahalia...
Persistent link: https://www.econbiz.de/10011052260
Saved in:
  • First
  • Prev
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...