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Search: subject:"Diffusion Model"
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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
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10
Risiko
10
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Undetermined
148
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95
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4
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236
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70
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150
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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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5
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225
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80
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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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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
51
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306
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51
Consistent estimation of drift parameter in
diffusion
model
with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
52
Dynamic pricing for new products using a utility-based generalization of the bass
diffusion
model
Cosguner, Koray
;
Seetharaman, Seethu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1904-1922
Persistent link: https://www.econbiz.de/10013260237
Saved in:
53
Asymptotic analysis of the mixed-exponential jump
diffusion
model
and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
54
Clinching the deal : an empirical study of the drivers of diffusion of daily deals
Xia, Feihong
;
Chatterjee, Rabikar
;
Venkatesh, R.
- In:
Journal of business research : JBR
149
(
2022
),
pp. 824-832
Persistent link: https://www.econbiz.de/10013325699
Saved in:
55
A comparative analysis of housing prices in different cities using the Black-Scholes and Jump Diffusion models
Oh, Sebeom
;
Ku, Hyejin
;
Jun, Doobae
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013339274
Saved in:
56
Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
57
Using response times to infer others' private information : an application to information cascades
Frydman, Cary
;
Krajbich, Ian
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 2970-2986
Persistent link: https://www.econbiz.de/10013368355
Saved in:
58
Why do you use a smartphone to pay? : determinants of mobile payment adoption in China
Yan, Jie
;
Zhou, Youmeng
;
Mei, Maggie Qiuzhu
- In:
Strategic change
31
(
2022
)
6
,
pp. 603-611
Persistent link: https://www.econbiz.de/10013461260
Saved in:
59
How much hydrogen should be supplied in the transportation market? : focusing on hydrogen fuel cell vehicle demand in South Korea: hydrogen demand and fuel cell vehicles in South Korea
Park, Changeun
;
Lim, Sesil
;
Shin, Jungwoo
;
Lee, Chul-Yong
- In:
Technological forecasting & social change : an …
181
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013417193
Saved in:
60
Clean cooking energy transition in Nigeria : Policy implications for Developing countries
Shari, Babajide Epe
;
Dioha, Michael O.
;
Abraham-Dukuma, …
- In:
Journal of policy modeling : JPMOD ; a social science …
44
(
2022
)
2
,
pp. 319-343
Persistent link: https://www.econbiz.de/10013371118
Saved in:
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