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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 281 - 290 of 298
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Evaluating the market potential of innovations: A structured survey of diffusion models
Baudisch, Alexander Frenzel; Grupp, Hariolf - Wirtschaftswissenschaftliche Fakultät, … - 2006
This paper provides a systematic methodology to identify general innovation diffusion patterns in a given case study: First, an analytical framework is introduced which structures a review of innovation diffusion research. This framework may be used to structure the analysis of a case study....
Persistent link: https://www.econbiz.de/10005786022
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Quantile hedging and its application to life insurance
Melnikov, Alexander; Skornyakova, Victoria - In: Statistics & Decisions 23 (2005) 4, pp. 301-316
-off functions of these insurance contracts are equal to the maximum of two risky assets in a two-factor jump-diffusion model …
Persistent link: https://www.econbiz.de/10014621312
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Two interpretations of the discrimination parameter
Tuerlinckx, Francis; Boeck, Paul - In: Psychometrika 70 (2005) 4, pp. 629-650
Persistent link: https://www.econbiz.de/10005758020
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Fighting cancer with viruses
Ferreira, S.C.; Martins, M.L.; Vilela, M.J. - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 3, pp. 591-602
One of the most promising strategies to treat cancer is attacking it with viruses. Viruses can kill tumor cells specifically or act as carriers that deliver normal genes into cancer cells. A model for virotherapy of cancer is investigated and its predictions are in agreement with results...
Persistent link: https://www.econbiz.de/10010591346
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Benchmarking and fair pricing applied to two market models
Hulley, Hardy; Miller, Shane; Platen, Eckhard - In: The Kyoto economic review 74 (2005) 1, pp. 85-118
Persistent link: https://www.econbiz.de/10003379597
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Minimization of shortfall risk in a jump-diffusion model
Nakano, Yumiharu - In: Statistics & Probability Letters 67 (2004) 1, pp. 87-95
In a jump-diffusion model of complete financial markets, we study the problem of minimizing the expectation of hedging …
Persistent link: https://www.econbiz.de/10005053178
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Pricing American currency options in an exponential Levy model
Chesney, Marc; Jeanblanc, M. - In: Applied Mathematical Finance 11 (2004) 3, pp. 207-225
In this article the problem of the American option valuation in a Levy process setting is analysed. The perpetual case is first considered. Without possible discontinuities (i.e. with negative jumps in the call case), known results concerning the currency option value as well as the exercise...
Persistent link: https://www.econbiz.de/10005279053
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Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
Weron, Rafal; Simonsen, Ingve; Wilman, Piotr - EconWPA - 2003
unobservable in other financial or commodity markets price dynamics we propose a mean reverting jump diffusion model. We fit the …
Persistent link: https://www.econbiz.de/10005407920
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McKean’s Method applied to American Call Options on Jump-Diffusion Processes
Ziogas, Andrew; Chiarella, Carl - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005132910
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Application of the Fast Gauss Transform to Option Pricing
Broadie, Mark; Yamamoto, Yusaku - In: Management Science 49 (2003) 8, pp. 1071-1088
for the Black-Scholes model and Merton's lognormal jump-diffusion model. We also propose extensions of the fast Gauss …
Persistent link: https://www.econbiz.de/10009209096
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