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Search: subject:"Diffusion Model"
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Subject
All
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
Experiment
10
Risiko
10
Time series analysis
10
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Online availability
All
Undetermined
148
Free
95
CC license
4
Type of publication
All
Article
236
Book / Working Paper
70
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All
Article in journal
150
Aufsatz in Zeitschrift
150
Working Paper
27
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
15
research-article
10
Article
8
Aufsatz im Buch
5
Book section
5
Thesis
3
Conference paper
2
Konferenzbeitrag
2
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1
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1
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1
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English
225
Undetermined
80
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
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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
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Published in...
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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
All
ECONIS (ZBW)
171
RePEc
97
EconStor
23
Other ZBW resources
10
BASE
5
Showing
71
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80
of
306
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71
Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-17
prices from calibrated Black–Scholes model to that of calibrated jump-
diffusion
model
. Although both models assume constant …
Persistent link: https://www.econbiz.de/10011881290
Saved in:
72
Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien
- In:
Quantitative finance and economics
1
(
2017
)
2
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012137762
Saved in:
73
Pairs trading with a mean-reverting jump-
diffusion
model
on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
-
2017
This paper develops a pairs trading framework based on a mean-reverting jump-
diffusion
model
and applies it to minute …
Persistent link: https://www.econbiz.de/10011640333
Saved in:
74
Pairs trading with a mean-reverting jump-
diffusion
model
on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
-
2017
This paper develops a pairs trading framework based on a mean-reverting jump-
diffusion
model
and applies it to minute …
Persistent link: https://www.econbiz.de/10011644776
Saved in:
75
Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-17
prices from calibrated Black-Scholes model to that of calibrated jump-
diffusion
model
. Although both models assume constant …
Persistent link: https://www.econbiz.de/10011988759
Saved in:
76
Box-office forecasting in Korea using search trend data : a modified generalized Bass
diffusion
model
Kang, Daekook
- In:
Electronic commerce research
21
(
2021
)
1
,
pp. 41-72
Persistent link: https://www.econbiz.de/10012543660
Saved in:
77
Cojump risks and their impacts on option pricing
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
Saved in:
78
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
79
Portfolio allocation in a Levy-type jump-
diffusion
model
with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
80
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
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