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  • Search: subject:"Diffusion Models"
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Year of publication
Subject
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Diffusion models 40 Innovation diffusion 40 Innovationsdiffusion 39 Stochastischer Prozess 39 Stochastic process 38 Optionspreistheorie 37 diffusion models 37 Option pricing theory 36 Theorie 33 Volatilität 32 Theory 31 Volatility 31 Jump-diffusion models 21 Forecasting model 20 Prognoseverfahren 20 Option trading 15 Optionsgeschäft 15 Markov chain 13 Markov-Kette 13 Monte-Carlo-Simulation 13 Estimation 12 Monte Carlo simulation 12 Schätzung 12 Zeitreihenanalyse 12 Diffusion Models 11 Time series analysis 11 jump-diffusion models 11 Capital income 10 Kapitaleinkommen 10 Estimation theory 9 Schätztheorie 9 Innovation 8 Consumer behaviour 7 Konsumentenverhalten 7 forecasting 7 stochastic volatility 7 Central Limit Theorem 6 Derivat 6 Derivative 6 High-Frequency Data 6
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Online availability
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Undetermined 102 Free 65 CC license 1
Type of publication
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Article 143 Book / Working Paper 61
Type of publication (narrower categories)
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Article in journal 86 Aufsatz in Zeitschrift 86 Working Paper 27 Arbeitspapier 16 Graue Literatur 15 Non-commercial literature 15 Thesis 2 Conference Paper 1 Research Report 1 research-article 1
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Language
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English 126 Undetermined 77 German 1
Author
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Podolskij, Mark 9 Guseo, Renato 7 Kinnebrock, Silja 7 Rodrigues, Paulo Jorge Maurício 6 Seeger, Norman 6 Lohse, Johannes 5 Merkel, Anna 5 Dalla Valle, Alessandra 4 Furlan, Claudia 4 Gentle, James E. 4 Härdle, Wolfgang Karl 4 Ignatieva, Ekaterina 4 Koster, Maurice 4 Lindner, Ines 4 Maneesoonthorn, Worapree 4 Martin, Gael M. 4 Molina, Elisenda 4 Pollastri, Alessandro 4 Schlag, Christian 4 Dyussekeneva, Karima 3 Filipović, Damir 3 Franses, Philip Hans 3 Goodwin, Paul 3 Guidolin, Mariangela 3 Horst, Ulrich 3 Kaur, Harleen 3 Lechman, Ewa 3 Marszk, Adam 3 Meeran, Sheik 3 Mortarino, Cinzia 3 Albuquerque, Paulo 2 Babin, Gilbert 2 Bacha, Radia 2 Bayraktar, Erhan 2 Bollinger, Bryan 2 Bruckner, Thomas 2 Cai, Ning 2 Ceci, Claudia 2 Chen, Li 2 Christensen, Kim 2
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Institution
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School of Economics and Management, University of Aarhus 3 Department of Economics, Oxford University 2 Finance Research Centre, Oxford University 2 HAL 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Berkeley Electronic Press 1 C.E.P.R. Discussion Papers 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 EconWPA 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 European Central Bank 1 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 1 Gazdaság- és Társadalomtudományi Kar, Szent István Egyetem 1 Institut für Weltwirtschaft (IfW) 1 Networks Financial Institute, Scott College of Business 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1 University of Toronto, Department of Economics 1
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Published in...
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Technological forecasting & social change : an international journal 7 Management Science 6 Physica A: Statistical Mechanics and its Applications 6 International journal of forecasting 5 Marketing Science 5 Energy economics 4 European journal of operational research : EJOR 4 Finance and Stochastics 4 International journal of theoretical and applied finance 4 CREATES Research Papers 3 International Journal of Forecasting 3 Journal of banking & finance 3 Journal of empirical finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Marketing science 3 Beiträge des Instituts für Infrastruktur und Ressourcenmanagement 2 Discussion Paper Series 2 Discussion paper series / University of Heidelberg, Department of Economics 2 Economics Series Working Papers / Department of Economics, Oxford University 2 Estudios de Economía Aplicada 2 International review of financial analysis 2 Journal of economic dynamics & control 2 MPRA Paper 2 Mathematics of operations research 2 OFRC Working Papers Series 2 Operations research letters 2 Post-Print / HAL 2 Renewable and Sustainable Energy Reviews 2 Research paper series / Swiss Finance Institute 2 Review of quantitative finance and accounting 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 31st European Conference of the International Telecommunications Society (ITS): "Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes", Gothenburg, Sweden, 20th - 21st June 2022 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Abante 1 Applied Mathematical Finance 1 Bulletin of the Szent Istvan University 1 Business Economics Working Papers 1 CEPR Discussion Papers 1
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Source
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ECONIS (ZBW) 102 RePEc 84 EconStor 13 BASE 4 Other ZBW resources 1
Showing 121 - 130 of 204
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Modelling the spread of negative word-of-mouth in online social networks
Stich, Lucas; Golla, Gerald; Nonopoulos, Alexandros - In: Journal of decision systems 23 (2014) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10010370186
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The international rate of discontinuance of some old products
Fenech, Javier Palacios; Longford, Nick Tibor - In: Journal of global marketing 27 (2014) 2, pp. 59-73
Persistent link: https://www.econbiz.de/10010380441
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Entrepreneurship, institutional variety and economic development
Dewick, Paul; Hernández, Iván - In: Innovation and development 4 (2014) 1, pp. 111-127
Persistent link: https://www.econbiz.de/10010360088
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A benchmark approach to risk-minimization under partial information
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 55 (2014), pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
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Additionality, common practice and incentive schemes for the uptake of innovations
Barnes, Belinda; Southwell, Darren; Bruce, Sarah; … - In: Technological forecasting & social change : an … 89 (2014), pp. 43-61
Persistent link: https://www.econbiz.de/10010490611
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Equity-credit modeling under affine jump-diffusion models with jump-to-default
Chung, Tsz Kin; Kwok, Yue-Kuen - In: Journal of financial engineering 1 (2014) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10010508080
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Competitive diffusion of new prescription drugs : the role of pharmaceutical marketing investment
Ruiz-Conde, Enar; Wieringa, Jaap E.; Leeflang, Peter - In: Technological forecasting & social change : an … 88 (2014), pp. 49-63
Persistent link: https://www.econbiz.de/10010482346
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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung; Hubbert, Simon - In: Review of derivatives research 17 (2014) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
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The challenges of pre-launch forecasting of adoption time series for new durable products
Goodwin, Paul; Meeran, Sheik; Dyussekeneva, Karima - In: International journal of forecasting 30 (2014) 4, pp. 1082-1097
Persistent link: https://www.econbiz.de/10010517769
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Eine neue Klasse hybrider Innovationsdiffusionsmodelle
Grishchenko, Yulia - 2007
This work assesses innovation diffusion models and their application in marketing management. Its two principal aims … are: (1) to give an overview of existing innovation diffusion models and (2) to develop a new and improved model. A new … classification approach is proposed. The classification methodology bases on typical assumptions made in innovation diffusion models …
Persistent link: https://www.econbiz.de/10009467003
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