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  • Search: subject:"Diffusion Model"
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Year of publication
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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Online availability
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Undetermined 144 Free 92 CC license 3
Type of publication
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Article 228 Book / Working Paper 70
Type of publication (narrower categories)
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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
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Language
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English 216 Undetermined 81 German 1
Author
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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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Published in...
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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
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ECONIS (ZBW) 162 RePEc 97 EconStor 23 Other ZBW resources 11 BASE 5
Showing 201 - 210 of 298
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Profit maximization by virtue of price & warranty length optimization
Aggrawal, Deepti; Anand, Adarsh; Ompal Singh; Singh, … - In: The journal of high technology management research 25 (2014) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10010399500
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Elementary bounds on the ruin capital in a diffusion model of risk
Malinovskii, Vsevolod K. - In: Risks : open access journal 2 (2014) 3, pp. 249-259
In a diffusion model of risk, we focus on the initial capital needed to make the probability of ruin within finite time …
Persistent link: https://www.econbiz.de/10010399718
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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
Persistent link: https://www.econbiz.de/10010379484
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Moment-implied densities : properties and applications
Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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An integrated model for analyzing the development of the 4G telecommunications market in Taiwan
Tseng, Fang-mei; Wang, Shenq-yuan; Hsieh, Chih-hung; … - In: Telecommunications policy : the international journal … 38 (2014) 1, pp. 14-31
Persistent link: https://www.econbiz.de/10010353544
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Foreclosures and invasive insect spread : the case of Asian Citrus Psyllid
Richards, Timothy J.; Shanafelt, David W.; Fenichel, Eli P. - In: American journal of agricultural economics 96 (2014) 3, pp. 615-630
Persistent link: https://www.econbiz.de/10010413268
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Consistent pretesting for jumps
Corradi, Valentina; Silvapulle, Mervyn J.; Swanson, … - 2014
If the intensity parameter in a jump diffusion model is identically zero, then parameters characterizing the jump size … designed to have power against path dependent intensity, thus providing a direct test for the Hawkes diffusion model of Ait …
Persistent link: https://www.econbiz.de/10010361470
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Lower bound approximation to basket option values for local volatility jump-diffusion models
Xu, Guoping; Zheng, Harry - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010363942
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Using diffusion models to forecast market size in emerging markets with applications to the Chinese car market
Qian, Lixian; Soopramanien, Didier - In: Journal of business research : JBR 67 (2014) 6, pp. 1226-1232
Persistent link: https://www.econbiz.de/10010365144
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Modelling future uptake of solar photo-voltaics and water heaters under different government incentives
Higgins, Andrew J.; McNamara, Cheryl; Foliente, Greg - In: Technological forecasting & social change : an … 83 (2014), pp. 142-155
Persistent link: https://www.econbiz.de/10010405612
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